CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0537 |
0.0116 |
1.1% |
1.0396 |
| High |
1.0549 |
1.0557 |
0.0009 |
0.1% |
1.0557 |
| Low |
1.0406 |
1.0440 |
0.0034 |
0.3% |
1.0305 |
| Close |
1.0532 |
1.0548 |
0.0016 |
0.2% |
1.0548 |
| Range |
0.0143 |
0.0118 |
-0.0026 |
-17.8% |
0.0253 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
262,082 |
248,892 |
-13,190 |
-5.0% |
1,179,459 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0867 |
1.0825 |
1.0612 |
|
| R3 |
1.0750 |
1.0707 |
1.0580 |
|
| R2 |
1.0632 |
1.0632 |
1.0569 |
|
| R1 |
1.0590 |
1.0590 |
1.0558 |
1.0611 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0525 |
| S1 |
1.0472 |
1.0472 |
1.0537 |
1.0494 |
| S2 |
1.0397 |
1.0397 |
1.0526 |
|
| S3 |
1.0280 |
1.0355 |
1.0515 |
|
| S4 |
1.0162 |
1.0237 |
1.0483 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1140 |
1.0686 |
|
| R3 |
1.0975 |
1.0887 |
1.0617 |
|
| R2 |
1.0722 |
1.0722 |
1.0594 |
|
| R1 |
1.0635 |
1.0635 |
1.0571 |
1.0679 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0492 |
| S1 |
1.0382 |
1.0382 |
1.0524 |
1.0426 |
| S2 |
1.0217 |
1.0217 |
1.0501 |
|
| S3 |
0.9965 |
1.0130 |
1.0478 |
|
| S4 |
0.9712 |
0.9877 |
1.0409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0557 |
1.0305 |
0.0253 |
2.4% |
0.0128 |
1.2% |
96% |
True |
False |
235,891 |
| 10 |
1.0557 |
1.0244 |
0.0314 |
3.0% |
0.0111 |
1.1% |
97% |
True |
False |
199,519 |
| 20 |
1.0557 |
0.9773 |
0.0784 |
7.4% |
0.0133 |
1.3% |
99% |
True |
False |
223,600 |
| 40 |
1.0557 |
0.9675 |
0.0882 |
8.4% |
0.0122 |
1.2% |
99% |
True |
False |
219,447 |
| 60 |
1.0557 |
0.9592 |
0.0965 |
9.1% |
0.0126 |
1.2% |
99% |
True |
False |
230,552 |
| 80 |
1.0557 |
0.9592 |
0.0965 |
9.1% |
0.0120 |
1.1% |
99% |
True |
False |
176,356 |
| 100 |
1.0557 |
0.9592 |
0.0965 |
9.1% |
0.0117 |
1.1% |
99% |
True |
False |
141,369 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0116 |
1.1% |
83% |
False |
False |
117,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0865 |
|
1.618 |
1.0747 |
|
1.000 |
1.0675 |
|
0.618 |
1.0630 |
|
HIGH |
1.0557 |
|
0.618 |
1.0512 |
|
0.500 |
1.0498 |
|
0.382 |
1.0484 |
|
LOW |
1.0440 |
|
0.618 |
1.0367 |
|
1.000 |
1.0322 |
|
1.618 |
1.0249 |
|
2.618 |
1.0132 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0531 |
1.0509 |
| PP |
1.0515 |
1.0470 |
| S1 |
1.0498 |
1.0431 |
|