CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0492 |
0.0051 |
0.5% |
1.0030 |
| High |
1.0530 |
1.0499 |
-0.0031 |
-0.3% |
1.0461 |
| Low |
1.0435 |
1.0400 |
-0.0035 |
-0.3% |
1.0025 |
| Close |
1.0488 |
1.0459 |
-0.0030 |
-0.3% |
1.0460 |
| Range |
0.0095 |
0.0099 |
0.0004 |
4.2% |
0.0436 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
831 |
1,363 |
532 |
64.0% |
5,592 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0703 |
1.0513 |
|
| R3 |
1.0651 |
1.0604 |
1.0486 |
|
| R2 |
1.0552 |
1.0552 |
1.0477 |
|
| R1 |
1.0505 |
1.0505 |
1.0468 |
1.0479 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0439 |
| S1 |
1.0406 |
1.0406 |
1.0449 |
1.0380 |
| S2 |
1.0354 |
1.0354 |
1.0440 |
|
| S3 |
1.0255 |
1.0307 |
1.0431 |
|
| S4 |
1.0156 |
1.0208 |
1.0404 |
|
|
| 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 |
1.0260 |
0.0309 |
2.9% |
0.0133 |
1.3% |
65% |
False |
False |
1,382 |
| 10 |
1.0568 |
0.9844 |
0.0725 |
6.9% |
0.0147 |
1.4% |
85% |
False |
False |
1,160 |
| 20 |
1.0568 |
0.9822 |
0.0747 |
7.1% |
0.0132 |
1.3% |
85% |
False |
False |
945 |
| 40 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0125 |
1.2% |
88% |
False |
False |
870 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0115 |
1.1% |
88% |
False |
False |
892 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0102 |
1.0% |
88% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0758 |
|
1.618 |
1.0659 |
|
1.000 |
1.0598 |
|
0.618 |
1.0560 |
|
HIGH |
1.0499 |
|
0.618 |
1.0461 |
|
0.500 |
1.0450 |
|
0.382 |
1.0438 |
|
LOW |
1.0400 |
|
0.618 |
1.0339 |
|
1.000 |
1.0301 |
|
1.618 |
1.0240 |
|
2.618 |
1.0141 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0473 |
| PP |
1.0453 |
1.0468 |
| S1 |
1.0450 |
1.0463 |
|