CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0121 |
1.0173 |
0.0052 |
0.5% |
1.0062 |
| High |
1.0195 |
1.0180 |
-0.0015 |
-0.1% |
1.0081 |
| Low |
1.0074 |
1.0098 |
0.0024 |
0.2% |
0.9835 |
| Close |
1.0175 |
1.0100 |
-0.0075 |
-0.7% |
1.0049 |
| Range |
0.0121 |
0.0082 |
-0.0039 |
-32.4% |
0.0246 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
941 |
644 |
-297 |
-31.6% |
4,341 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0316 |
1.0144 |
|
| R3 |
1.0289 |
1.0235 |
1.0122 |
|
| R2 |
1.0207 |
1.0207 |
1.0114 |
|
| R1 |
1.0153 |
1.0153 |
1.0107 |
1.0140 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0119 |
| S1 |
1.0072 |
1.0072 |
1.0092 |
1.0058 |
| S2 |
1.0044 |
1.0044 |
1.0085 |
|
| S3 |
0.9963 |
0.9990 |
1.0077 |
|
| S4 |
0.9881 |
0.9909 |
1.0055 |
|
|
| 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 |
1.0195 |
0.9835 |
0.0360 |
3.6% |
0.0128 |
1.3% |
74% |
False |
False |
811 |
| 10 |
1.0201 |
0.9835 |
0.0366 |
3.6% |
0.0120 |
1.2% |
72% |
False |
False |
848 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.3% |
0.0115 |
1.1% |
77% |
False |
False |
807 |
| 40 |
1.0201 |
0.9658 |
0.0544 |
5.4% |
0.0114 |
1.1% |
81% |
False |
False |
859 |
| 60 |
1.0350 |
0.9658 |
0.0693 |
6.9% |
0.0106 |
1.1% |
64% |
False |
False |
797 |
| 80 |
1.0524 |
0.9658 |
0.0867 |
8.6% |
0.0096 |
0.9% |
51% |
False |
False |
615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0526 |
|
2.618 |
1.0393 |
|
1.618 |
1.0311 |
|
1.000 |
1.0261 |
|
0.618 |
1.0230 |
|
HIGH |
1.0180 |
|
0.618 |
1.0148 |
|
0.500 |
1.0139 |
|
0.382 |
1.0129 |
|
LOW |
1.0098 |
|
0.618 |
1.0048 |
|
1.000 |
1.0017 |
|
1.618 |
0.9966 |
|
2.618 |
0.9885 |
|
4.250 |
0.9752 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0110 |
| PP |
1.0126 |
1.0106 |
| S1 |
1.0113 |
1.0103 |
|