CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0323 |
0.0060 |
0.6% |
1.0355 |
| High |
1.0328 |
1.0425 |
0.0097 |
0.9% |
1.0509 |
| Low |
1.0260 |
1.0316 |
0.0057 |
0.6% |
1.0297 |
| Close |
1.0315 |
1.0420 |
0.0105 |
1.0% |
1.0350 |
| Range |
0.0069 |
0.0109 |
0.0041 |
59.1% |
0.0212 |
| ATR |
0.0128 |
0.0126 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
126,878 |
176,840 |
49,962 |
39.4% |
1,152,638 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0676 |
1.0480 |
|
| R3 |
1.0605 |
1.0567 |
1.0450 |
|
| R2 |
1.0496 |
1.0496 |
1.0440 |
|
| R1 |
1.0458 |
1.0458 |
1.0430 |
1.0477 |
| PP |
1.0387 |
1.0387 |
1.0387 |
1.0397 |
| S1 |
1.0349 |
1.0349 |
1.0410 |
1.0368 |
| S2 |
1.0278 |
1.0278 |
1.0400 |
|
| S3 |
1.0169 |
1.0240 |
1.0390 |
|
| S4 |
1.0060 |
1.0131 |
1.0360 |
|
|
| 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 |
1.0429 |
1.0244 |
0.0186 |
1.8% |
0.0095 |
0.9% |
95% |
False |
False |
156,355 |
| 10 |
1.0509 |
0.9962 |
0.0547 |
5.2% |
0.0136 |
1.3% |
84% |
False |
False |
222,306 |
| 20 |
1.0509 |
0.9761 |
0.0748 |
7.2% |
0.0130 |
1.2% |
88% |
False |
False |
218,386 |
| 40 |
1.0509 |
0.9675 |
0.0834 |
8.0% |
0.0126 |
1.2% |
89% |
False |
False |
223,480 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0125 |
1.2% |
90% |
False |
False |
210,904 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0118 |
1.1% |
90% |
False |
False |
159,004 |
| 100 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0116 |
1.1% |
90% |
False |
False |
127,490 |
| 120 |
1.0890 |
0.9592 |
0.1298 |
12.5% |
0.0115 |
1.1% |
64% |
False |
False |
106,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0710 |
|
1.618 |
1.0601 |
|
1.000 |
1.0534 |
|
0.618 |
1.0492 |
|
HIGH |
1.0425 |
|
0.618 |
1.0383 |
|
0.500 |
1.0371 |
|
0.382 |
1.0358 |
|
LOW |
1.0316 |
|
0.618 |
1.0249 |
|
1.000 |
1.0207 |
|
1.618 |
1.0140 |
|
2.618 |
1.0031 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0404 |
1.0391 |
| PP |
1.0387 |
1.0363 |
| S1 |
1.0371 |
1.0334 |
|