CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0564 |
1.0543 |
-0.0021 |
-0.2% |
1.0549 |
| High |
1.0596 |
1.0587 |
-0.0009 |
-0.1% |
1.0606 |
| Low |
1.0500 |
1.0512 |
0.0012 |
0.1% |
1.0453 |
| Close |
1.0553 |
1.0529 |
-0.0024 |
-0.2% |
1.0553 |
| Range |
0.0096 |
0.0075 |
-0.0021 |
-22.0% |
0.0154 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
208,338 |
245,288 |
36,950 |
17.7% |
1,013,910 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0722 |
1.0570 |
|
| R3 |
1.0692 |
1.0648 |
1.0549 |
|
| R2 |
1.0617 |
1.0617 |
1.0543 |
|
| R1 |
1.0573 |
1.0573 |
1.0536 |
1.0558 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0535 |
| S1 |
1.0499 |
1.0499 |
1.0522 |
1.0483 |
| S2 |
1.0468 |
1.0468 |
1.0515 |
|
| S3 |
1.0394 |
1.0424 |
1.0509 |
|
| S4 |
1.0319 |
1.0350 |
1.0488 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0929 |
1.0637 |
|
| R3 |
1.0844 |
1.0775 |
1.0595 |
|
| R2 |
1.0691 |
1.0691 |
1.0581 |
|
| R1 |
1.0622 |
1.0622 |
1.0567 |
1.0656 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0554 |
| S1 |
1.0468 |
1.0468 |
1.0539 |
1.0503 |
| S2 |
1.0384 |
1.0384 |
1.0525 |
|
| S3 |
1.0230 |
1.0315 |
1.0511 |
|
| S4 |
1.0077 |
1.0161 |
1.0469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0596 |
1.0453 |
0.0143 |
1.4% |
0.0086 |
0.8% |
53% |
False |
False |
207,513 |
| 10 |
1.0606 |
1.0305 |
0.0302 |
2.9% |
0.0102 |
1.0% |
74% |
False |
False |
221,768 |
| 20 |
1.0606 |
1.0244 |
0.0363 |
3.4% |
0.0108 |
1.0% |
79% |
False |
False |
212,909 |
| 40 |
1.0606 |
0.9746 |
0.0861 |
8.2% |
0.0120 |
1.1% |
91% |
False |
False |
220,983 |
| 60 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0124 |
1.2% |
92% |
False |
False |
230,514 |
| 80 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0120 |
1.1% |
92% |
False |
False |
191,936 |
| 100 |
1.0606 |
0.9592 |
0.1014 |
9.6% |
0.0116 |
1.1% |
92% |
False |
False |
153,855 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
11.0% |
0.0114 |
1.1% |
81% |
False |
False |
128,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0782 |
|
1.618 |
1.0707 |
|
1.000 |
1.0661 |
|
0.618 |
1.0633 |
|
HIGH |
1.0587 |
|
0.618 |
1.0558 |
|
0.500 |
1.0549 |
|
0.382 |
1.0540 |
|
LOW |
1.0512 |
|
0.618 |
1.0466 |
|
1.000 |
1.0438 |
|
1.618 |
1.0391 |
|
2.618 |
1.0317 |
|
4.250 |
1.0195 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0546 |
| PP |
1.0543 |
1.0540 |
| S1 |
1.0536 |
1.0535 |
|