CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0549 |
1.0507 |
-0.0042 |
-0.4% |
1.0396 |
| High |
1.0606 |
1.0544 |
-0.0063 |
-0.6% |
1.0557 |
| Low |
1.0492 |
1.0470 |
-0.0022 |
-0.2% |
1.0305 |
| Close |
1.0505 |
1.0474 |
-0.0031 |
-0.3% |
1.0548 |
| Range |
0.0115 |
0.0074 |
-0.0041 |
-35.4% |
0.0253 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
221,630 |
168,170 |
-53,460 |
-24.1% |
1,179,459 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0670 |
1.0514 |
|
| R3 |
1.0644 |
1.0596 |
1.0494 |
|
| R2 |
1.0570 |
1.0570 |
1.0487 |
|
| R1 |
1.0522 |
1.0522 |
1.0480 |
1.0509 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0489 |
| S1 |
1.0448 |
1.0448 |
1.0467 |
1.0435 |
| S2 |
1.0422 |
1.0422 |
1.0460 |
|
| S3 |
1.0348 |
1.0374 |
1.0453 |
|
| S4 |
1.0274 |
1.0300 |
1.0433 |
|
|
| 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% |
56% |
False |
False |
234,112 |
| 10 |
1.0606 |
1.0260 |
0.0347 |
3.3% |
0.0110 |
1.1% |
62% |
False |
False |
208,981 |
| 20 |
1.0606 |
0.9962 |
0.0644 |
6.1% |
0.0125 |
1.2% |
79% |
False |
False |
219,311 |
| 40 |
1.0606 |
0.9675 |
0.0931 |
8.9% |
0.0123 |
1.2% |
86% |
False |
False |
219,924 |
| 60 |
1.0606 |
0.9592 |
0.1014 |
9.7% |
0.0125 |
1.2% |
87% |
False |
False |
234,299 |
| 80 |
1.0606 |
0.9592 |
0.1014 |
9.7% |
0.0120 |
1.1% |
87% |
False |
False |
181,203 |
| 100 |
1.0606 |
0.9592 |
0.1014 |
9.7% |
0.0117 |
1.1% |
87% |
False |
False |
145,217 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.1% |
0.0116 |
1.1% |
76% |
False |
False |
121,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0737 |
|
1.618 |
1.0663 |
|
1.000 |
1.0618 |
|
0.618 |
1.0589 |
|
HIGH |
1.0544 |
|
0.618 |
1.0515 |
|
0.500 |
1.0507 |
|
0.382 |
1.0498 |
|
LOW |
1.0470 |
|
0.618 |
1.0424 |
|
1.000 |
1.0396 |
|
1.618 |
1.0350 |
|
2.618 |
1.0276 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0523 |
| PP |
1.0496 |
1.0506 |
| S1 |
1.0485 |
1.0490 |
|