CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0293 |
0.0170 |
1.7% |
1.0030 |
| High |
1.0310 |
1.0461 |
0.0151 |
1.5% |
1.0461 |
| Low |
1.0033 |
1.0260 |
0.0227 |
2.3% |
1.0025 |
| Close |
1.0277 |
1.0460 |
0.0183 |
1.8% |
1.0460 |
| Range |
0.0277 |
0.0201 |
-0.0076 |
-27.4% |
0.0436 |
| ATR |
0.0129 |
0.0135 |
0.0005 |
3.9% |
0.0000 |
| Volume |
1,677 |
1,812 |
135 |
8.1% |
5,592 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0929 |
1.0570 |
|
| R3 |
1.0795 |
1.0728 |
1.0515 |
|
| R2 |
1.0594 |
1.0594 |
1.0496 |
|
| R1 |
1.0527 |
1.0527 |
1.0478 |
1.0561 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0410 |
| S1 |
1.0326 |
1.0326 |
1.0441 |
1.0360 |
| S2 |
1.0192 |
1.0192 |
1.0423 |
|
| S3 |
0.9991 |
1.0125 |
1.0404 |
|
| S4 |
0.9790 |
0.9924 |
1.0349 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1476 |
1.0699 |
|
| R3 |
1.1186 |
1.1041 |
1.0579 |
|
| R2 |
1.0751 |
1.0751 |
1.0539 |
|
| R1 |
1.0605 |
1.0605 |
1.0499 |
1.0678 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0351 |
| S1 |
1.0170 |
1.0170 |
1.0420 |
1.0242 |
| S2 |
0.9880 |
0.9880 |
1.0380 |
|
| S3 |
0.9444 |
0.9734 |
1.0340 |
|
| S4 |
0.9009 |
0.9299 |
1.0220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0025 |
0.0436 |
4.2% |
0.0158 |
1.5% |
100% |
True |
False |
1,118 |
| 10 |
1.0461 |
0.9835 |
0.0626 |
6.0% |
0.0147 |
1.4% |
100% |
True |
False |
993 |
| 20 |
1.0461 |
0.9822 |
0.0639 |
6.1% |
0.0126 |
1.2% |
100% |
True |
False |
934 |
| 40 |
1.0461 |
0.9658 |
0.0803 |
7.7% |
0.0123 |
1.2% |
100% |
True |
False |
895 |
| 60 |
1.0461 |
0.9658 |
0.0803 |
7.7% |
0.0113 |
1.1% |
100% |
True |
False |
837 |
| 80 |
1.0524 |
0.9658 |
0.0867 |
8.3% |
0.0100 |
1.0% |
93% |
False |
False |
655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1315 |
|
2.618 |
1.0987 |
|
1.618 |
1.0786 |
|
1.000 |
1.0662 |
|
0.618 |
1.0585 |
|
HIGH |
1.0461 |
|
0.618 |
1.0384 |
|
0.500 |
1.0360 |
|
0.382 |
1.0336 |
|
LOW |
1.0260 |
|
0.618 |
1.0135 |
|
1.000 |
1.0059 |
|
1.618 |
0.9934 |
|
2.618 |
0.9733 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0426 |
1.0389 |
| PP |
1.0393 |
1.0318 |
| S1 |
1.0360 |
1.0247 |
|