CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0323 |
1.0415 |
0.0092 |
0.9% |
1.0350 |
| High |
1.0425 |
1.0466 |
0.0041 |
0.4% |
1.0466 |
| Low |
1.0316 |
1.0371 |
0.0055 |
0.5% |
1.0244 |
| Close |
1.0420 |
1.0422 |
0.0002 |
0.0% |
1.0422 |
| Range |
0.0109 |
0.0095 |
-0.0014 |
-12.8% |
0.0223 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
176,840 |
216,841 |
40,001 |
22.6% |
666,899 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0658 |
1.0474 |
|
| R3 |
1.0610 |
1.0563 |
1.0448 |
|
| R2 |
1.0515 |
1.0515 |
1.0439 |
|
| R1 |
1.0468 |
1.0468 |
1.0431 |
1.0492 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0431 |
| S1 |
1.0373 |
1.0373 |
1.0413 |
1.0397 |
| S2 |
1.0325 |
1.0325 |
1.0405 |
|
| S3 |
1.0230 |
1.0278 |
1.0396 |
|
| S4 |
1.0135 |
1.0183 |
1.0370 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0956 |
1.0544 |
|
| R3 |
1.0822 |
1.0733 |
1.0483 |
|
| R2 |
1.0600 |
1.0600 |
1.0463 |
|
| R1 |
1.0511 |
1.0511 |
1.0442 |
1.0555 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0399 |
| S1 |
1.0288 |
1.0288 |
1.0402 |
1.0333 |
| S2 |
1.0155 |
1.0155 |
1.0381 |
|
| S3 |
0.9932 |
1.0066 |
1.0361 |
|
| S4 |
0.9710 |
0.9843 |
1.0300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0466 |
1.0244 |
0.0223 |
2.1% |
0.0093 |
0.9% |
80% |
True |
False |
163,147 |
| 10 |
1.0509 |
1.0190 |
0.0319 |
3.1% |
0.0117 |
1.1% |
73% |
False |
False |
210,081 |
| 20 |
1.0509 |
0.9761 |
0.0748 |
7.2% |
0.0128 |
1.2% |
88% |
False |
False |
214,629 |
| 40 |
1.0509 |
0.9675 |
0.0834 |
8.0% |
0.0124 |
1.2% |
90% |
False |
False |
221,511 |
| 60 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0125 |
1.2% |
91% |
False |
False |
214,394 |
| 80 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0118 |
1.1% |
91% |
False |
False |
161,701 |
| 100 |
1.0509 |
0.9592 |
0.0917 |
8.8% |
0.0116 |
1.1% |
91% |
False |
False |
129,648 |
| 120 |
1.0890 |
0.9592 |
0.1298 |
12.4% |
0.0115 |
1.1% |
64% |
False |
False |
108,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0870 |
|
2.618 |
1.0715 |
|
1.618 |
1.0620 |
|
1.000 |
1.0561 |
|
0.618 |
1.0525 |
|
HIGH |
1.0466 |
|
0.618 |
1.0430 |
|
0.500 |
1.0419 |
|
0.382 |
1.0407 |
|
LOW |
1.0371 |
|
0.618 |
1.0312 |
|
1.000 |
1.0276 |
|
1.618 |
1.0217 |
|
2.618 |
1.0122 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0421 |
1.0402 |
| PP |
1.0420 |
1.0383 |
| S1 |
1.0419 |
1.0363 |
|