CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0639 |
1.0685 |
0.0046 |
0.4% |
1.0549 |
| High |
1.0701 |
1.0739 |
0.0038 |
0.4% |
1.0606 |
| Low |
1.0620 |
1.0595 |
-0.0026 |
-0.2% |
1.0453 |
| Close |
1.0670 |
1.0632 |
-0.0038 |
-0.4% |
1.0553 |
| Range |
0.0081 |
0.0144 |
0.0063 |
77.8% |
0.0154 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
2.0% |
0.0000 |
| Volume |
559,291 |
437,740 |
-121,551 |
-21.7% |
1,013,910 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1003 |
1.0711 |
|
| R3 |
1.0943 |
1.0859 |
1.0671 |
|
| R2 |
1.0799 |
1.0799 |
1.0658 |
|
| R1 |
1.0715 |
1.0715 |
1.0645 |
1.0685 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0640 |
| S1 |
1.0571 |
1.0571 |
1.0618 |
1.0541 |
| S2 |
1.0511 |
1.0511 |
1.0605 |
|
| S3 |
1.0367 |
1.0427 |
1.0592 |
|
| S4 |
1.0223 |
1.0283 |
1.0552 |
|
|
| 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 |
1.0739 |
1.0500 |
0.0239 |
2.2% |
0.0108 |
1.0% |
55% |
True |
False |
380,153 |
| 10 |
1.0739 |
1.0440 |
0.0299 |
2.8% |
0.0103 |
1.0% |
64% |
True |
False |
295,523 |
| 20 |
1.0739 |
1.0244 |
0.0495 |
4.7% |
0.0106 |
1.0% |
78% |
True |
False |
244,220 |
| 40 |
1.0739 |
0.9746 |
0.0993 |
9.3% |
0.0122 |
1.1% |
89% |
True |
False |
243,394 |
| 60 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0124 |
1.2% |
91% |
True |
False |
243,288 |
| 80 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0121 |
1.1% |
91% |
True |
False |
209,884 |
| 100 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0116 |
1.1% |
91% |
True |
False |
168,288 |
| 120 |
1.0744 |
0.9592 |
0.1152 |
10.8% |
0.0116 |
1.1% |
90% |
False |
False |
140,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1115 |
|
1.618 |
1.0971 |
|
1.000 |
1.0883 |
|
0.618 |
1.0827 |
|
HIGH |
1.0739 |
|
0.618 |
1.0683 |
|
0.500 |
1.0667 |
|
0.382 |
1.0650 |
|
LOW |
1.0595 |
|
0.618 |
1.0506 |
|
1.000 |
1.0451 |
|
1.618 |
1.0362 |
|
2.618 |
1.0218 |
|
4.250 |
0.9983 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0636 |
| PP |
1.0655 |
1.0634 |
| S1 |
1.0643 |
1.0633 |
|