CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0628 |
-0.0057 |
-0.5% |
1.0543 |
| High |
1.0739 |
1.0664 |
-0.0075 |
-0.7% |
1.0739 |
| Low |
1.0595 |
1.0587 |
-0.0008 |
-0.1% |
1.0512 |
| Close |
1.0632 |
1.0602 |
-0.0030 |
-0.3% |
1.0602 |
| Range |
0.0144 |
0.0078 |
-0.0067 |
-46.2% |
0.0227 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
437,740 |
65,403 |
-372,337 |
-85.1% |
1,757,833 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0850 |
1.0803 |
1.0644 |
|
| R3 |
1.0772 |
1.0726 |
1.0623 |
|
| R2 |
1.0695 |
1.0695 |
1.0616 |
|
| R1 |
1.0648 |
1.0648 |
1.0609 |
1.0633 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0610 |
| S1 |
1.0571 |
1.0571 |
1.0594 |
1.0555 |
| S2 |
1.0540 |
1.0540 |
1.0587 |
|
| S3 |
1.0462 |
1.0493 |
1.0580 |
|
| S4 |
1.0385 |
1.0416 |
1.0559 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1176 |
1.0726 |
|
| R3 |
1.1070 |
1.0949 |
1.0664 |
|
| R2 |
1.0844 |
1.0844 |
1.0643 |
|
| R1 |
1.0723 |
1.0723 |
1.0622 |
1.0783 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0648 |
| S1 |
1.0496 |
1.0496 |
1.0581 |
1.0557 |
| S2 |
1.0391 |
1.0391 |
1.0560 |
|
| S3 |
1.0164 |
1.0270 |
1.0539 |
|
| S4 |
0.9938 |
1.0043 |
1.0477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0739 |
1.0512 |
0.0227 |
2.1% |
0.0105 |
1.0% |
40% |
False |
False |
351,566 |
| 10 |
1.0739 |
1.0453 |
0.0286 |
2.7% |
0.0099 |
0.9% |
52% |
False |
False |
277,174 |
| 20 |
1.0739 |
1.0244 |
0.0495 |
4.7% |
0.0105 |
1.0% |
72% |
False |
False |
238,346 |
| 40 |
1.0739 |
0.9746 |
0.0993 |
9.4% |
0.0122 |
1.1% |
86% |
False |
False |
239,962 |
| 60 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0124 |
1.2% |
88% |
False |
False |
239,027 |
| 80 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0121 |
1.1% |
88% |
False |
False |
210,641 |
| 100 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0116 |
1.1% |
88% |
False |
False |
168,925 |
| 120 |
1.0739 |
0.9592 |
0.1147 |
10.8% |
0.0116 |
1.1% |
88% |
False |
False |
141,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0867 |
|
1.618 |
1.0789 |
|
1.000 |
1.0742 |
|
0.618 |
1.0712 |
|
HIGH |
1.0664 |
|
0.618 |
1.0634 |
|
0.500 |
1.0625 |
|
0.382 |
1.0616 |
|
LOW |
1.0587 |
|
0.618 |
1.0539 |
|
1.000 |
1.0509 |
|
1.618 |
1.0461 |
|
2.618 |
1.0384 |
|
4.250 |
1.0257 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0625 |
1.0663 |
| PP |
1.0617 |
1.0642 |
| S1 |
1.0609 |
1.0622 |
|