CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0441 |
0.0020 |
0.2% |
1.0030 |
| High |
1.0568 |
1.0530 |
-0.0039 |
-0.4% |
1.0461 |
| Low |
1.0378 |
1.0435 |
0.0057 |
0.5% |
1.0025 |
| Close |
1.0461 |
1.0488 |
0.0028 |
0.3% |
1.0460 |
| Range |
0.0190 |
0.0095 |
-0.0095 |
-50.0% |
0.0436 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
1,907 |
831 |
-1,076 |
-56.4% |
5,592 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0724 |
1.0540 |
|
| R3 |
1.0674 |
1.0629 |
1.0514 |
|
| R2 |
1.0579 |
1.0579 |
1.0505 |
|
| R1 |
1.0534 |
1.0534 |
1.0497 |
1.0556 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0495 |
| S1 |
1.0439 |
1.0439 |
1.0479 |
1.0461 |
| S2 |
1.0389 |
1.0389 |
1.0471 |
|
| S3 |
1.0294 |
1.0344 |
1.0462 |
|
| S4 |
1.0199 |
1.0249 |
1.0436 |
|
|
| 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% |
0.0168 |
1.6% |
85% |
False |
False |
1,445 |
| 10 |
1.0568 |
0.9835 |
0.0733 |
7.0% |
0.0148 |
1.4% |
89% |
False |
False |
1,128 |
| 20 |
1.0568 |
0.9822 |
0.0747 |
7.1% |
0.0130 |
1.2% |
89% |
False |
False |
943 |
| 40 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0124 |
1.2% |
91% |
False |
False |
892 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0114 |
1.1% |
91% |
False |
False |
875 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0102 |
1.0% |
91% |
False |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0933 |
|
2.618 |
1.0778 |
|
1.618 |
1.0683 |
|
1.000 |
1.0625 |
|
0.618 |
1.0588 |
|
HIGH |
1.0530 |
|
0.618 |
1.0493 |
|
0.500 |
1.0482 |
|
0.382 |
1.0471 |
|
LOW |
1.0435 |
|
0.618 |
1.0376 |
|
1.000 |
1.0340 |
|
1.618 |
1.0281 |
|
2.618 |
1.0186 |
|
4.250 |
1.0031 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0482 |
| PP |
1.0484 |
1.0477 |
| S1 |
1.0482 |
1.0471 |
|