CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0350 |
-0.0039 |
-0.4% |
1.0355 |
| High |
1.0418 |
1.0355 |
-0.0064 |
-0.6% |
1.0509 |
| Low |
1.0336 |
1.0244 |
-0.0092 |
-0.9% |
1.0297 |
| Close |
1.0350 |
1.0260 |
-0.0090 |
-0.9% |
1.0350 |
| Range |
0.0083 |
0.0111 |
0.0029 |
34.5% |
0.0212 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
148,836 |
146,340 |
-2,496 |
-1.7% |
1,152,638 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0551 |
1.0321 |
|
| R3 |
1.0508 |
1.0440 |
1.0291 |
|
| R2 |
1.0397 |
1.0397 |
1.0280 |
|
| R1 |
1.0329 |
1.0329 |
1.0270 |
1.0307 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0275 |
| S1 |
1.0218 |
1.0218 |
1.0250 |
1.0196 |
| S2 |
1.0175 |
1.0175 |
1.0240 |
|
| S3 |
1.0064 |
1.0107 |
1.0229 |
|
| S4 |
0.9953 |
0.9996 |
1.0199 |
|
|
| 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 |
1.0244 |
0.0265 |
2.6% |
0.0121 |
1.2% |
6% |
False |
True |
215,572 |
| 10 |
1.0509 |
0.9962 |
0.0547 |
5.3% |
0.0140 |
1.4% |
55% |
False |
False |
229,640 |
| 20 |
1.0509 |
0.9761 |
0.0748 |
7.3% |
0.0135 |
1.3% |
67% |
False |
False |
227,318 |
| 40 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0130 |
1.3% |
73% |
False |
False |
230,200 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0126 |
1.2% |
73% |
False |
False |
206,099 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.9% |
0.0118 |
1.1% |
73% |
False |
False |
155,240 |
| 100 |
1.0615 |
0.9592 |
0.1023 |
10.0% |
0.0118 |
1.1% |
65% |
False |
False |
124,480 |
| 120 |
1.0891 |
0.9592 |
0.1299 |
12.7% |
0.0115 |
1.1% |
51% |
False |
False |
103,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0826 |
|
2.618 |
1.0645 |
|
1.618 |
1.0534 |
|
1.000 |
1.0466 |
|
0.618 |
1.0423 |
|
HIGH |
1.0355 |
|
0.618 |
1.0312 |
|
0.500 |
1.0299 |
|
0.382 |
1.0286 |
|
LOW |
1.0244 |
|
0.618 |
1.0175 |
|
1.000 |
1.0133 |
|
1.618 |
1.0064 |
|
2.618 |
0.9953 |
|
4.250 |
0.9772 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0299 |
1.0336 |
| PP |
1.0286 |
1.0311 |
| S1 |
1.0273 |
1.0285 |
|