CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0173 |
1.0123 |
-0.0050 |
-0.5% |
1.0062 |
| High |
1.0180 |
1.0310 |
0.0131 |
1.3% |
1.0081 |
| Low |
1.0098 |
1.0033 |
-0.0065 |
-0.6% |
0.9835 |
| Close |
1.0100 |
1.0277 |
0.0177 |
1.8% |
1.0049 |
| Range |
0.0082 |
0.0277 |
0.0196 |
239.9% |
0.0246 |
| ATR |
0.0118 |
0.0129 |
0.0011 |
9.6% |
0.0000 |
| Volume |
644 |
1,677 |
1,033 |
160.4% |
4,341 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0934 |
1.0429 |
|
| R3 |
1.0761 |
1.0657 |
1.0353 |
|
| R2 |
1.0484 |
1.0484 |
1.0327 |
|
| R1 |
1.0380 |
1.0380 |
1.0302 |
1.0432 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0232 |
| S1 |
1.0103 |
1.0103 |
1.0251 |
1.0155 |
| S2 |
0.9930 |
0.9930 |
1.0226 |
|
| S3 |
0.9653 |
0.9826 |
1.0200 |
|
| S4 |
0.9376 |
0.9549 |
1.0124 |
|
|
| 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 |
1.0310 |
0.9844 |
0.0467 |
4.5% |
0.0162 |
1.6% |
93% |
True |
False |
938 |
| 10 |
1.0310 |
0.9835 |
0.0475 |
4.6% |
0.0134 |
1.3% |
93% |
True |
False |
901 |
| 20 |
1.0310 |
0.9822 |
0.0489 |
4.8% |
0.0121 |
1.2% |
93% |
True |
False |
867 |
| 40 |
1.0310 |
0.9658 |
0.0653 |
6.3% |
0.0120 |
1.2% |
95% |
True |
False |
854 |
| 60 |
1.0327 |
0.9658 |
0.0669 |
6.5% |
0.0111 |
1.1% |
93% |
False |
False |
824 |
| 80 |
1.0524 |
0.9658 |
0.0867 |
8.4% |
0.0098 |
1.0% |
71% |
False |
False |
635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1035 |
|
1.618 |
1.0758 |
|
1.000 |
1.0587 |
|
0.618 |
1.0481 |
|
HIGH |
1.0310 |
|
0.618 |
1.0204 |
|
0.500 |
1.0172 |
|
0.382 |
1.0139 |
|
LOW |
1.0033 |
|
0.618 |
0.9862 |
|
1.000 |
0.9756 |
|
1.618 |
0.9585 |
|
2.618 |
0.9308 |
|
4.250 |
0.8856 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0242 |
| PP |
1.0207 |
1.0207 |
| S1 |
1.0172 |
1.0172 |
|