CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0544 |
1.0639 |
0.0095 |
0.9% |
1.0549 |
| High |
1.0680 |
1.0701 |
0.0022 |
0.2% |
1.0606 |
| Low |
1.0533 |
1.0620 |
0.0087 |
0.8% |
1.0453 |
| Close |
1.0642 |
1.0670 |
0.0028 |
0.3% |
1.0553 |
| Range |
0.0147 |
0.0081 |
-0.0066 |
-44.7% |
0.0154 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
450,111 |
559,291 |
109,180 |
24.3% |
1,013,910 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0869 |
1.0714 |
|
| R3 |
1.0826 |
1.0788 |
1.0692 |
|
| R2 |
1.0745 |
1.0745 |
1.0684 |
|
| R1 |
1.0707 |
1.0707 |
1.0677 |
1.0726 |
| PP |
1.0664 |
1.0664 |
1.0664 |
1.0673 |
| S1 |
1.0626 |
1.0626 |
1.0662 |
1.0645 |
| S2 |
1.0583 |
1.0583 |
1.0655 |
|
| S3 |
1.0502 |
1.0545 |
1.0647 |
|
| S4 |
1.0421 |
1.0464 |
1.0625 |
|
|
| 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 |
1.0701 |
1.0497 |
0.0205 |
1.9% |
0.0095 |
0.9% |
85% |
True |
False |
327,751 |
| 10 |
1.0701 |
1.0406 |
0.0296 |
2.8% |
0.0103 |
1.0% |
89% |
True |
False |
277,957 |
| 20 |
1.0701 |
1.0244 |
0.0458 |
4.3% |
0.0104 |
1.0% |
93% |
True |
False |
234,508 |
| 40 |
1.0701 |
0.9746 |
0.0956 |
9.0% |
0.0121 |
1.1% |
97% |
True |
False |
237,369 |
| 60 |
1.0701 |
0.9592 |
0.1109 |
10.4% |
0.0125 |
1.2% |
97% |
True |
False |
241,506 |
| 80 |
1.0701 |
0.9592 |
0.1109 |
10.4% |
0.0121 |
1.1% |
97% |
True |
False |
204,455 |
| 100 |
1.0701 |
0.9592 |
0.1109 |
10.4% |
0.0116 |
1.1% |
97% |
True |
False |
163,923 |
| 120 |
1.0750 |
0.9592 |
0.1158 |
10.9% |
0.0115 |
1.1% |
93% |
False |
False |
136,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0913 |
|
1.618 |
1.0832 |
|
1.000 |
1.0782 |
|
0.618 |
1.0751 |
|
HIGH |
1.0701 |
|
0.618 |
1.0670 |
|
0.500 |
1.0661 |
|
0.382 |
1.0651 |
|
LOW |
1.0620 |
|
0.618 |
1.0570 |
|
1.000 |
1.0539 |
|
1.618 |
1.0489 |
|
2.618 |
1.0408 |
|
4.250 |
1.0276 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0649 |
| PP |
1.0664 |
1.0628 |
| S1 |
1.0661 |
1.0607 |
|