CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0350 |
-0.0005 |
0.0% |
0.9962 |
| High |
1.0386 |
1.0509 |
0.0123 |
1.2% |
1.0392 |
| Low |
1.0297 |
1.0306 |
0.0009 |
0.1% |
0.9948 |
| Close |
1.0380 |
1.0390 |
0.0011 |
0.1% |
1.0390 |
| Range |
0.0089 |
0.0203 |
0.0115 |
129.4% |
0.0444 |
| ATR |
0.0139 |
0.0143 |
0.0005 |
3.3% |
0.0000 |
| Volume |
221,118 |
356,311 |
135,193 |
61.1% |
1,177,342 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0903 |
1.0502 |
|
| R3 |
1.0807 |
1.0700 |
1.0446 |
|
| R2 |
1.0604 |
1.0604 |
1.0427 |
|
| R1 |
1.0497 |
1.0497 |
1.0409 |
1.0551 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0428 |
| S1 |
1.0294 |
1.0294 |
1.0371 |
1.0348 |
| S2 |
1.0198 |
1.0198 |
1.0353 |
|
| S3 |
0.9995 |
1.0091 |
1.0334 |
|
| S4 |
0.9792 |
0.9888 |
1.0278 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1425 |
1.0634 |
|
| R3 |
1.1130 |
1.0982 |
1.0512 |
|
| R2 |
1.0687 |
1.0687 |
1.0471 |
|
| R1 |
1.0538 |
1.0538 |
1.0431 |
1.0613 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0280 |
| S1 |
1.0095 |
1.0095 |
1.0349 |
1.0169 |
| S2 |
0.9800 |
0.9800 |
1.0309 |
|
| S3 |
0.9356 |
0.9651 |
1.0268 |
|
| S4 |
0.8913 |
0.9208 |
1.0146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0509 |
0.9962 |
0.0547 |
5.3% |
0.0175 |
1.7% |
78% |
True |
False |
277,206 |
| 10 |
1.0509 |
0.9761 |
0.0748 |
7.2% |
0.0162 |
1.6% |
84% |
True |
False |
249,643 |
| 20 |
1.0509 |
0.9746 |
0.0763 |
7.3% |
0.0138 |
1.3% |
84% |
True |
False |
240,230 |
| 40 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0135 |
1.3% |
87% |
True |
False |
245,006 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0126 |
1.2% |
87% |
True |
False |
194,438 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0119 |
1.1% |
87% |
True |
False |
146,277 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.1% |
0.0117 |
1.1% |
69% |
False |
False |
117,287 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
12.7% |
0.0114 |
1.1% |
61% |
False |
False |
97,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1371 |
|
2.618 |
1.1040 |
|
1.618 |
1.0837 |
|
1.000 |
1.0712 |
|
0.618 |
1.0634 |
|
HIGH |
1.0509 |
|
0.618 |
1.0431 |
|
0.500 |
1.0407 |
|
0.382 |
1.0383 |
|
LOW |
1.0306 |
|
0.618 |
1.0180 |
|
1.000 |
1.0103 |
|
1.618 |
0.9977 |
|
2.618 |
0.9774 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0376 |
| PP |
1.0401 |
1.0363 |
| S1 |
1.0396 |
1.0349 |
|