CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0396 |
-0.0020 |
-0.2% |
1.0350 |
| High |
1.0466 |
1.0514 |
0.0048 |
0.5% |
1.0466 |
| Low |
1.0371 |
1.0346 |
-0.0025 |
-0.2% |
1.0244 |
| Close |
1.0422 |
1.0354 |
-0.0068 |
-0.7% |
1.0422 |
| Range |
0.0095 |
0.0168 |
0.0073 |
76.3% |
0.0223 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.5% |
0.0000 |
| Volume |
216,841 |
220,977 |
4,136 |
1.9% |
666,899 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0798 |
1.0446 |
|
| R3 |
1.0740 |
1.0631 |
1.0400 |
|
| R2 |
1.0572 |
1.0572 |
1.0385 |
|
| R1 |
1.0463 |
1.0463 |
1.0369 |
1.0434 |
| PP |
1.0405 |
1.0405 |
1.0405 |
1.0390 |
| S1 |
1.0296 |
1.0296 |
1.0339 |
1.0266 |
| S2 |
1.0237 |
1.0237 |
1.0323 |
|
| S3 |
1.0070 |
1.0128 |
1.0308 |
|
| S4 |
0.9902 |
0.9961 |
1.0262 |
|
|
| 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 |
1.0514 |
1.0244 |
0.0270 |
2.6% |
0.0110 |
1.1% |
41% |
True |
False |
177,575 |
| 10 |
1.0514 |
1.0244 |
0.0270 |
2.6% |
0.0113 |
1.1% |
41% |
True |
False |
204,051 |
| 20 |
1.0514 |
0.9761 |
0.0753 |
7.3% |
0.0133 |
1.3% |
79% |
True |
False |
215,481 |
| 40 |
1.0514 |
0.9675 |
0.0839 |
8.1% |
0.0125 |
1.2% |
81% |
True |
False |
218,530 |
| 60 |
1.0514 |
0.9592 |
0.0922 |
8.9% |
0.0126 |
1.2% |
83% |
True |
False |
217,887 |
| 80 |
1.0514 |
0.9592 |
0.0922 |
8.9% |
0.0119 |
1.1% |
83% |
True |
False |
164,446 |
| 100 |
1.0514 |
0.9592 |
0.0922 |
8.9% |
0.0117 |
1.1% |
83% |
True |
False |
131,849 |
| 120 |
1.0890 |
0.9592 |
0.1298 |
12.5% |
0.0116 |
1.1% |
59% |
False |
False |
110,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.0952 |
|
1.618 |
1.0785 |
|
1.000 |
1.0681 |
|
0.618 |
1.0617 |
|
HIGH |
1.0514 |
|
0.618 |
1.0450 |
|
0.500 |
1.0430 |
|
0.382 |
1.0410 |
|
LOW |
1.0346 |
|
0.618 |
1.0242 |
|
1.000 |
1.0179 |
|
1.618 |
1.0075 |
|
2.618 |
0.9907 |
|
4.250 |
0.9634 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0430 |
1.0415 |
| PP |
1.0405 |
1.0395 |
| S1 |
1.0379 |
1.0374 |
|