CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0421 |
0.0076 |
0.7% |
1.0350 |
| High |
1.0443 |
1.0549 |
0.0106 |
1.0% |
1.0466 |
| Low |
1.0305 |
1.0406 |
0.0101 |
1.0% |
1.0244 |
| Close |
1.0429 |
1.0532 |
0.0103 |
1.0% |
1.0422 |
| Range |
0.0139 |
0.0143 |
0.0005 |
3.2% |
0.0223 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
1.1% |
0.0000 |
| Volume |
269,790 |
262,082 |
-7,708 |
-2.9% |
666,899 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0924 |
1.0871 |
1.0610 |
|
| R3 |
1.0781 |
1.0728 |
1.0571 |
|
| R2 |
1.0638 |
1.0638 |
1.0558 |
|
| R1 |
1.0585 |
1.0585 |
1.0545 |
1.0612 |
| PP |
1.0495 |
1.0495 |
1.0495 |
1.0509 |
| S1 |
1.0442 |
1.0442 |
1.0518 |
1.0469 |
| S2 |
1.0352 |
1.0352 |
1.0505 |
|
| S3 |
1.0209 |
1.0299 |
1.0492 |
|
| S4 |
1.0066 |
1.0156 |
1.0453 |
|
|
| 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 |
1.0549 |
1.0305 |
0.0244 |
2.3% |
0.0124 |
1.2% |
93% |
True |
False |
229,481 |
| 10 |
1.0549 |
1.0244 |
0.0305 |
2.9% |
0.0109 |
1.0% |
94% |
True |
False |
192,918 |
| 20 |
1.0549 |
0.9761 |
0.0788 |
7.5% |
0.0133 |
1.3% |
98% |
True |
False |
221,654 |
| 40 |
1.0549 |
0.9675 |
0.0874 |
8.3% |
0.0123 |
1.2% |
98% |
True |
False |
218,251 |
| 60 |
1.0549 |
0.9592 |
0.0957 |
9.1% |
0.0126 |
1.2% |
98% |
True |
False |
227,646 |
| 80 |
1.0549 |
0.9592 |
0.0957 |
9.1% |
0.0120 |
1.1% |
98% |
True |
False |
173,268 |
| 100 |
1.0549 |
0.9592 |
0.0957 |
9.1% |
0.0117 |
1.1% |
98% |
True |
False |
138,908 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0116 |
1.1% |
81% |
False |
False |
115,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1156 |
|
2.618 |
1.0923 |
|
1.618 |
1.0780 |
|
1.000 |
1.0692 |
|
0.618 |
1.0637 |
|
HIGH |
1.0549 |
|
0.618 |
1.0494 |
|
0.500 |
1.0477 |
|
0.382 |
1.0460 |
|
LOW |
1.0406 |
|
0.618 |
1.0317 |
|
1.000 |
1.0263 |
|
1.618 |
1.0174 |
|
2.618 |
1.0031 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0497 |
| PP |
1.0495 |
1.0462 |
| S1 |
1.0477 |
1.0427 |
|