CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9849 |
1.0030 |
0.0181 |
1.8% |
1.0062 |
| High |
1.0066 |
1.0135 |
0.0069 |
0.7% |
1.0081 |
| Low |
0.9844 |
1.0025 |
0.0182 |
1.8% |
0.9835 |
| Close |
1.0049 |
1.0127 |
0.0078 |
0.8% |
1.0049 |
| Range |
0.0223 |
0.0110 |
-0.0113 |
-50.6% |
0.0246 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
910 |
518 |
-392 |
-43.1% |
4,341 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0386 |
1.0188 |
|
| R3 |
1.0316 |
1.0276 |
1.0157 |
|
| R2 |
1.0206 |
1.0206 |
1.0147 |
|
| R1 |
1.0166 |
1.0166 |
1.0137 |
1.0186 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0106 |
| S1 |
1.0056 |
1.0056 |
1.0117 |
1.0076 |
| S2 |
0.9986 |
0.9986 |
1.0107 |
|
| S3 |
0.9876 |
0.9946 |
1.0097 |
|
| S4 |
0.9766 |
0.9836 |
1.0067 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0632 |
1.0184 |
|
| R3 |
1.0479 |
1.0387 |
1.0117 |
|
| R2 |
1.0234 |
1.0234 |
1.0094 |
|
| R1 |
1.0141 |
1.0141 |
1.0072 |
1.0065 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9950 |
| S1 |
0.9896 |
0.9896 |
1.0026 |
0.9819 |
| S2 |
0.9743 |
0.9743 |
1.0004 |
|
| S3 |
0.9497 |
0.9650 |
0.9981 |
|
| S4 |
0.9252 |
0.9405 |
0.9914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
0.9835 |
0.0300 |
3.0% |
0.0140 |
1.4% |
97% |
True |
False |
879 |
| 10 |
1.0201 |
0.9835 |
0.0366 |
3.6% |
0.0126 |
1.2% |
80% |
False |
False |
795 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.3% |
0.0112 |
1.1% |
83% |
False |
False |
771 |
| 40 |
1.0310 |
0.9658 |
0.0653 |
6.4% |
0.0115 |
1.1% |
72% |
False |
False |
869 |
| 60 |
1.0413 |
0.9658 |
0.0756 |
7.5% |
0.0105 |
1.0% |
62% |
False |
False |
773 |
| 80 |
1.0524 |
0.9658 |
0.0867 |
8.6% |
0.0095 |
0.9% |
54% |
False |
False |
597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0423 |
|
1.618 |
1.0313 |
|
1.000 |
1.0245 |
|
0.618 |
1.0203 |
|
HIGH |
1.0135 |
|
0.618 |
1.0093 |
|
0.500 |
1.0080 |
|
0.382 |
1.0067 |
|
LOW |
1.0025 |
|
0.618 |
0.9957 |
|
1.000 |
0.9915 |
|
1.618 |
0.9847 |
|
2.618 |
0.9737 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0080 |
| PP |
1.0096 |
1.0032 |
| S1 |
1.0080 |
0.9985 |
|