CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0360 |
-0.0036 |
-0.3% |
1.0350 |
| High |
1.0514 |
1.0410 |
-0.0104 |
-1.0% |
1.0466 |
| Low |
1.0346 |
1.0335 |
-0.0012 |
-0.1% |
1.0244 |
| Close |
1.0354 |
1.0342 |
-0.0012 |
-0.1% |
1.0422 |
| Range |
0.0168 |
0.0076 |
-0.0092 |
-54.9% |
0.0223 |
| ATR |
0.0127 |
0.0124 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
220,977 |
177,718 |
-43,259 |
-19.6% |
666,899 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0541 |
1.0384 |
|
| R3 |
1.0513 |
1.0465 |
1.0363 |
|
| R2 |
1.0438 |
1.0438 |
1.0356 |
|
| R1 |
1.0390 |
1.0390 |
1.0349 |
1.0376 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0355 |
| S1 |
1.0314 |
1.0314 |
1.0335 |
1.0301 |
| S2 |
1.0287 |
1.0287 |
1.0328 |
|
| S3 |
1.0211 |
1.0239 |
1.0321 |
|
| S4 |
1.0136 |
1.0163 |
1.0300 |
|
|
| 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 |
1.0260 |
0.0254 |
2.5% |
0.0103 |
1.0% |
32% |
False |
False |
183,850 |
| 10 |
1.0514 |
1.0244 |
0.0270 |
2.6% |
0.0112 |
1.1% |
36% |
False |
False |
199,711 |
| 20 |
1.0514 |
0.9761 |
0.0753 |
7.3% |
0.0132 |
1.3% |
77% |
False |
False |
216,081 |
| 40 |
1.0514 |
0.9675 |
0.0839 |
8.1% |
0.0125 |
1.2% |
80% |
False |
False |
217,739 |
| 60 |
1.0514 |
0.9592 |
0.0922 |
8.9% |
0.0126 |
1.2% |
81% |
False |
False |
220,670 |
| 80 |
1.0514 |
0.9592 |
0.0922 |
8.9% |
0.0118 |
1.1% |
81% |
False |
False |
166,652 |
| 100 |
1.0514 |
0.9592 |
0.0922 |
8.9% |
0.0116 |
1.1% |
81% |
False |
False |
133,614 |
| 120 |
1.0890 |
0.9592 |
0.1298 |
12.5% |
0.0116 |
1.1% |
58% |
False |
False |
111,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0608 |
|
1.618 |
1.0532 |
|
1.000 |
1.0486 |
|
0.618 |
1.0457 |
|
HIGH |
1.0410 |
|
0.618 |
1.0381 |
|
0.500 |
1.0372 |
|
0.382 |
1.0363 |
|
LOW |
1.0335 |
|
0.618 |
1.0288 |
|
1.000 |
1.0259 |
|
1.618 |
1.0212 |
|
2.618 |
1.0137 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0372 |
1.0424 |
| PP |
1.0362 |
1.0397 |
| S1 |
1.0352 |
1.0369 |
|