CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0336 |
-0.0081 |
-0.8% |
1.0425 |
| High |
1.0417 |
1.0390 |
-0.0027 |
-0.3% |
1.0568 |
| Low |
1.0317 |
1.0336 |
0.0020 |
0.2% |
1.0375 |
| Close |
1.0331 |
1.0385 |
0.0054 |
0.5% |
1.0422 |
| Range |
0.0101 |
0.0054 |
-0.0047 |
-46.3% |
0.0194 |
| ATR |
0.0125 |
0.0120 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
719 |
1,259 |
540 |
75.1% |
7,268 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0513 |
1.0415 |
|
| R3 |
1.0478 |
1.0459 |
1.0400 |
|
| R2 |
1.0424 |
1.0424 |
1.0395 |
|
| R1 |
1.0405 |
1.0405 |
1.0390 |
1.0415 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0375 |
| S1 |
1.0351 |
1.0351 |
1.0380 |
1.0361 |
| S2 |
1.0316 |
1.0316 |
1.0375 |
|
| S3 |
1.0262 |
1.0297 |
1.0370 |
|
| S4 |
1.0208 |
1.0243 |
1.0355 |
|
|
| 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 |
1.0530 |
1.0317 |
0.0213 |
2.1% |
0.0086 |
0.8% |
32% |
False |
False |
1,268 |
| 10 |
1.0568 |
1.0033 |
0.0535 |
5.2% |
0.0126 |
1.2% |
66% |
False |
False |
1,337 |
| 20 |
1.0568 |
0.9835 |
0.0733 |
7.1% |
0.0126 |
1.2% |
75% |
False |
False |
1,083 |
| 40 |
1.0568 |
0.9658 |
0.0911 |
8.8% |
0.0120 |
1.2% |
80% |
False |
False |
892 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.8% |
0.0114 |
1.1% |
80% |
False |
False |
936 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.8% |
0.0103 |
1.0% |
80% |
False |
False |
763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0531 |
|
1.618 |
1.0477 |
|
1.000 |
1.0444 |
|
0.618 |
1.0423 |
|
HIGH |
1.0390 |
|
0.618 |
1.0369 |
|
0.500 |
1.0363 |
|
0.382 |
1.0357 |
|
LOW |
1.0336 |
|
0.618 |
1.0303 |
|
1.000 |
1.0282 |
|
1.618 |
1.0249 |
|
2.618 |
1.0195 |
|
4.250 |
1.0107 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0402 |
| PP |
1.0370 |
1.0397 |
| S1 |
1.0363 |
1.0391 |
|