CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0474 |
-0.0034 |
-0.3% |
1.0396 |
| High |
1.0544 |
1.0560 |
0.0017 |
0.2% |
1.0557 |
| Low |
1.0470 |
1.0453 |
-0.0017 |
-0.2% |
1.0305 |
| Close |
1.0474 |
1.0524 |
0.0050 |
0.5% |
1.0548 |
| Range |
0.0074 |
0.0108 |
0.0034 |
45.3% |
0.0253 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
168,170 |
240,041 |
71,871 |
42.7% |
1,179,459 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0787 |
1.0583 |
|
| R3 |
1.0727 |
1.0679 |
1.0553 |
|
| R2 |
1.0620 |
1.0620 |
1.0543 |
|
| R1 |
1.0572 |
1.0572 |
1.0533 |
1.0596 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0524 |
| S1 |
1.0464 |
1.0464 |
1.0514 |
1.0488 |
| S2 |
1.0405 |
1.0405 |
1.0504 |
|
| S3 |
1.0297 |
1.0357 |
1.0494 |
|
| S4 |
1.0190 |
1.0249 |
1.0464 |
|
|
| 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 |
1.0406 |
0.0201 |
1.9% |
0.0111 |
1.1% |
59% |
False |
False |
228,163 |
| 10 |
1.0606 |
1.0305 |
0.0302 |
2.9% |
0.0114 |
1.1% |
73% |
False |
False |
220,298 |
| 20 |
1.0606 |
0.9962 |
0.0644 |
6.1% |
0.0124 |
1.2% |
87% |
False |
False |
221,871 |
| 40 |
1.0606 |
0.9675 |
0.0931 |
8.8% |
0.0123 |
1.2% |
91% |
False |
False |
221,179 |
| 60 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0123 |
1.2% |
92% |
False |
False |
235,301 |
| 80 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0120 |
1.1% |
92% |
False |
False |
184,187 |
| 100 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0117 |
1.1% |
92% |
False |
False |
147,608 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0115 |
1.1% |
80% |
False |
False |
123,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0841 |
|
1.618 |
1.0734 |
|
1.000 |
1.0668 |
|
0.618 |
1.0626 |
|
HIGH |
1.0560 |
|
0.618 |
1.0519 |
|
0.500 |
1.0506 |
|
0.382 |
1.0494 |
|
LOW |
1.0453 |
|
0.618 |
1.0386 |
|
1.000 |
1.0345 |
|
1.618 |
1.0279 |
|
2.618 |
1.0171 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0529 |
| PP |
1.0512 |
1.0527 |
| S1 |
1.0506 |
1.0525 |
|