CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0419 |
1.0388 |
-0.0031 |
-0.3% |
1.0355 |
| High |
1.0429 |
1.0418 |
-0.0011 |
-0.1% |
1.0509 |
| Low |
1.0328 |
1.0336 |
0.0008 |
0.1% |
1.0297 |
| Close |
1.0387 |
1.0350 |
-0.0037 |
-0.4% |
1.0350 |
| Range |
0.0102 |
0.0083 |
-0.0019 |
-18.7% |
0.0212 |
| ATR |
0.0138 |
0.0134 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
182,882 |
148,836 |
-34,046 |
-18.6% |
1,152,638 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0565 |
1.0395 |
|
| R3 |
1.0533 |
1.0483 |
1.0373 |
|
| R2 |
1.0450 |
1.0450 |
1.0365 |
|
| R1 |
1.0400 |
1.0400 |
1.0358 |
1.0384 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0360 |
| S1 |
1.0318 |
1.0318 |
1.0342 |
1.0302 |
| S2 |
1.0285 |
1.0285 |
1.0335 |
|
| S3 |
1.0203 |
1.0235 |
1.0327 |
|
| S4 |
1.0120 |
1.0153 |
1.0305 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0896 |
1.0466 |
|
| R3 |
1.0808 |
1.0685 |
1.0408 |
|
| R2 |
1.0597 |
1.0597 |
1.0389 |
|
| R1 |
1.0473 |
1.0473 |
1.0369 |
1.0429 |
| PP |
1.0385 |
1.0385 |
1.0385 |
1.0363 |
| S1 |
1.0262 |
1.0262 |
1.0331 |
1.0218 |
| S2 |
1.0174 |
1.0174 |
1.0311 |
|
| S3 |
0.9962 |
1.0050 |
1.0292 |
|
| S4 |
0.9751 |
0.9839 |
1.0234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0509 |
1.0297 |
0.0212 |
2.0% |
0.0117 |
1.1% |
25% |
False |
False |
230,527 |
| 10 |
1.0509 |
0.9948 |
0.0561 |
5.4% |
0.0141 |
1.4% |
72% |
False |
False |
232,998 |
| 20 |
1.0509 |
0.9761 |
0.0748 |
7.2% |
0.0134 |
1.3% |
79% |
False |
False |
231,475 |
| 40 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0131 |
1.3% |
83% |
False |
False |
235,208 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0126 |
1.2% |
83% |
False |
False |
203,803 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0118 |
1.1% |
83% |
False |
False |
153,419 |
| 100 |
1.0616 |
0.9592 |
0.1024 |
9.9% |
0.0118 |
1.1% |
74% |
False |
False |
123,025 |
| 120 |
1.0891 |
0.9592 |
0.1299 |
12.6% |
0.0114 |
1.1% |
58% |
False |
False |
102,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0634 |
|
1.618 |
1.0551 |
|
1.000 |
1.0501 |
|
0.618 |
1.0469 |
|
HIGH |
1.0418 |
|
0.618 |
1.0386 |
|
0.500 |
1.0377 |
|
0.382 |
1.0367 |
|
LOW |
1.0336 |
|
0.618 |
1.0285 |
|
1.000 |
1.0253 |
|
1.618 |
1.0202 |
|
2.618 |
1.0120 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0396 |
| PP |
1.0368 |
1.0380 |
| S1 |
1.0359 |
1.0365 |
|