CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0544 |
0.0001 |
0.0% |
1.0549 |
| High |
1.0587 |
1.0680 |
0.0093 |
0.9% |
1.0606 |
| Low |
1.0512 |
1.0533 |
0.0021 |
0.2% |
1.0453 |
| Close |
1.0529 |
1.0642 |
0.0113 |
1.1% |
1.0553 |
| Range |
0.0075 |
0.0147 |
0.0072 |
96.6% |
0.0154 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.4% |
0.0000 |
| Volume |
245,288 |
450,111 |
204,823 |
83.5% |
1,013,910 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.0996 |
1.0723 |
|
| R3 |
1.0911 |
1.0850 |
1.0682 |
|
| R2 |
1.0765 |
1.0765 |
1.0669 |
|
| R1 |
1.0703 |
1.0703 |
1.0655 |
1.0734 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0634 |
| S1 |
1.0557 |
1.0557 |
1.0629 |
1.0588 |
| S2 |
1.0472 |
1.0472 |
1.0615 |
|
| S3 |
1.0325 |
1.0410 |
1.0602 |
|
| S4 |
1.0179 |
1.0264 |
1.0561 |
|
|
| 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 |
1.0680 |
1.0453 |
0.0227 |
2.1% |
0.0100 |
0.9% |
83% |
True |
False |
263,901 |
| 10 |
1.0680 |
1.0305 |
0.0375 |
3.5% |
0.0109 |
1.0% |
90% |
True |
False |
249,007 |
| 20 |
1.0680 |
1.0244 |
0.0436 |
4.1% |
0.0110 |
1.0% |
91% |
True |
False |
224,359 |
| 40 |
1.0680 |
0.9746 |
0.0934 |
8.8% |
0.0121 |
1.1% |
96% |
True |
False |
227,645 |
| 60 |
1.0680 |
0.9592 |
0.1088 |
10.2% |
0.0125 |
1.2% |
97% |
True |
False |
235,604 |
| 80 |
1.0680 |
0.9592 |
0.1088 |
10.2% |
0.0121 |
1.1% |
97% |
True |
False |
197,527 |
| 100 |
1.0680 |
0.9592 |
0.1088 |
10.2% |
0.0116 |
1.1% |
97% |
True |
False |
158,335 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
10.9% |
0.0115 |
1.1% |
91% |
False |
False |
132,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1063 |
|
1.618 |
1.0917 |
|
1.000 |
1.0826 |
|
0.618 |
1.0770 |
|
HIGH |
1.0680 |
|
0.618 |
1.0624 |
|
0.500 |
1.0606 |
|
0.382 |
1.0589 |
|
LOW |
1.0533 |
|
0.618 |
1.0442 |
|
1.000 |
1.0387 |
|
1.618 |
1.0296 |
|
2.618 |
1.0149 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0625 |
| PP |
1.0618 |
1.0607 |
| S1 |
1.0606 |
1.0590 |
|