CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0537 |
1.0549 |
0.0012 |
0.1% |
1.0396 |
| High |
1.0557 |
1.0606 |
0.0049 |
0.5% |
1.0557 |
| Low |
1.0440 |
1.0492 |
0.0052 |
0.5% |
1.0305 |
| Close |
1.0548 |
1.0505 |
-0.0043 |
-0.4% |
1.0548 |
| Range |
0.0118 |
0.0115 |
-0.0003 |
-2.6% |
0.0253 |
| ATR |
0.0125 |
0.0125 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
248,892 |
221,630 |
-27,262 |
-11.0% |
1,179,459 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0878 |
1.0806 |
1.0567 |
|
| R3 |
1.0763 |
1.0691 |
1.0536 |
|
| R2 |
1.0649 |
1.0649 |
1.0525 |
|
| R1 |
1.0577 |
1.0577 |
1.0515 |
1.0555 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0523 |
| S1 |
1.0462 |
1.0462 |
1.0494 |
1.0441 |
| S2 |
1.0420 |
1.0420 |
1.0484 |
|
| S3 |
1.0305 |
1.0348 |
1.0473 |
|
| S4 |
1.0191 |
1.0233 |
1.0442 |
|
|
| 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 |
1.0606 |
1.0305 |
0.0302 |
2.9% |
0.0118 |
1.1% |
66% |
True |
False |
236,022 |
| 10 |
1.0606 |
1.0244 |
0.0363 |
3.5% |
0.0114 |
1.1% |
72% |
True |
False |
206,798 |
| 20 |
1.0606 |
0.9948 |
0.0658 |
6.3% |
0.0127 |
1.2% |
85% |
True |
False |
219,898 |
| 40 |
1.0606 |
0.9675 |
0.0931 |
8.9% |
0.0123 |
1.2% |
89% |
True |
False |
220,199 |
| 60 |
1.0606 |
0.9592 |
0.1014 |
9.7% |
0.0126 |
1.2% |
90% |
True |
False |
233,555 |
| 80 |
1.0606 |
0.9592 |
0.1014 |
9.7% |
0.0120 |
1.1% |
90% |
True |
False |
179,115 |
| 100 |
1.0606 |
0.9592 |
0.1014 |
9.7% |
0.0117 |
1.1% |
90% |
True |
False |
143,555 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0116 |
1.1% |
79% |
False |
False |
119,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1093 |
|
2.618 |
1.0906 |
|
1.618 |
1.0791 |
|
1.000 |
1.0721 |
|
0.618 |
1.0677 |
|
HIGH |
1.0606 |
|
0.618 |
1.0562 |
|
0.500 |
1.0549 |
|
0.382 |
1.0535 |
|
LOW |
1.0492 |
|
0.618 |
1.0421 |
|
1.000 |
1.0377 |
|
1.618 |
1.0306 |
|
2.618 |
1.0192 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0506 |
| PP |
1.0534 |
1.0505 |
| S1 |
1.0519 |
1.0505 |
|