CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0421 |
-0.0005 |
0.0% |
1.0030 |
| High |
1.0452 |
1.0568 |
0.0116 |
1.1% |
1.0461 |
| Low |
1.0375 |
1.0378 |
0.0004 |
0.0% |
1.0025 |
| Close |
1.0450 |
1.0461 |
0.0011 |
0.1% |
1.0460 |
| Range |
0.0078 |
0.0190 |
0.0113 |
145.2% |
0.0436 |
| ATR |
0.0131 |
0.0135 |
0.0004 |
3.2% |
0.0000 |
| Volume |
998 |
1,907 |
909 |
91.1% |
5,592 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0940 |
1.0565 |
|
| R3 |
1.0849 |
1.0750 |
1.0513 |
|
| R2 |
1.0659 |
1.0659 |
1.0495 |
|
| R1 |
1.0560 |
1.0560 |
1.0478 |
1.0609 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0494 |
| S1 |
1.0370 |
1.0370 |
1.0443 |
1.0419 |
| S2 |
1.0279 |
1.0279 |
1.0426 |
|
| S3 |
1.0089 |
1.0180 |
1.0408 |
|
| S4 |
0.9899 |
0.9990 |
1.0356 |
|
|
| 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 |
1.0568 |
1.0033 |
0.0535 |
5.1% |
0.0165 |
1.6% |
80% |
True |
False |
1,407 |
| 10 |
1.0568 |
0.9835 |
0.0733 |
7.0% |
0.0155 |
1.5% |
85% |
True |
False |
1,140 |
| 20 |
1.0568 |
0.9822 |
0.0747 |
7.1% |
0.0131 |
1.2% |
86% |
True |
False |
965 |
| 40 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0126 |
1.2% |
88% |
True |
False |
962 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0114 |
1.1% |
88% |
True |
False |
865 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0102 |
1.0% |
88% |
True |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1065 |
|
1.618 |
1.0875 |
|
1.000 |
1.0758 |
|
0.618 |
1.0685 |
|
HIGH |
1.0568 |
|
0.618 |
1.0495 |
|
0.500 |
1.0473 |
|
0.382 |
1.0451 |
|
LOW |
1.0378 |
|
0.618 |
1.0261 |
|
1.000 |
1.0188 |
|
1.618 |
1.0071 |
|
2.618 |
0.9881 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0445 |
| PP |
1.0469 |
1.0429 |
| S1 |
1.0465 |
1.0414 |
|