CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0417 |
-0.0044 |
-0.4% |
1.0425 |
| High |
1.0488 |
1.0417 |
-0.0071 |
-0.7% |
1.0568 |
| Low |
1.0408 |
1.0317 |
-0.0092 |
-0.9% |
1.0375 |
| Close |
1.0422 |
1.0331 |
-0.0091 |
-0.9% |
1.0422 |
| Range |
0.0080 |
0.0101 |
0.0021 |
25.6% |
0.0194 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,169 |
719 |
-1,450 |
-66.9% |
7,268 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0656 |
1.0594 |
1.0386 |
|
| R3 |
1.0556 |
1.0494 |
1.0359 |
|
| R2 |
1.0455 |
1.0455 |
1.0349 |
|
| R1 |
1.0393 |
1.0393 |
1.0340 |
1.0374 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0345 |
| S1 |
1.0293 |
1.0293 |
1.0322 |
1.0274 |
| S2 |
1.0254 |
1.0254 |
1.0313 |
|
| S3 |
1.0154 |
1.0192 |
1.0303 |
|
| S4 |
1.0053 |
1.0092 |
1.0276 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0922 |
1.0528 |
|
| R3 |
1.0842 |
1.0729 |
1.0475 |
|
| R2 |
1.0648 |
1.0648 |
1.0457 |
|
| R1 |
1.0535 |
1.0535 |
1.0440 |
1.0495 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0435 |
| S1 |
1.0342 |
1.0342 |
1.0404 |
1.0302 |
| S2 |
1.0261 |
1.0261 |
1.0387 |
|
| S3 |
1.0068 |
1.0148 |
1.0369 |
|
| S4 |
0.9874 |
0.9955 |
1.0316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0568 |
1.0317 |
0.0252 |
2.4% |
0.0113 |
1.1% |
6% |
False |
True |
1,397 |
| 10 |
1.0568 |
1.0033 |
0.0535 |
5.2% |
0.0132 |
1.3% |
56% |
False |
False |
1,306 |
| 20 |
1.0568 |
0.9835 |
0.0733 |
7.1% |
0.0129 |
1.2% |
68% |
False |
False |
1,050 |
| 40 |
1.0568 |
0.9658 |
0.0911 |
8.8% |
0.0121 |
1.2% |
74% |
False |
False |
902 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.8% |
0.0115 |
1.1% |
74% |
False |
False |
917 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.8% |
0.0102 |
1.0% |
74% |
False |
False |
748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0844 |
|
2.618 |
1.0680 |
|
1.618 |
1.0580 |
|
1.000 |
1.0518 |
|
0.618 |
1.0479 |
|
HIGH |
1.0417 |
|
0.618 |
1.0379 |
|
0.500 |
1.0367 |
|
0.382 |
1.0355 |
|
LOW |
1.0317 |
|
0.618 |
1.0254 |
|
1.000 |
1.0216 |
|
1.618 |
1.0154 |
|
2.618 |
1.0053 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0408 |
| PP |
1.0355 |
1.0382 |
| S1 |
1.0343 |
1.0357 |
|