CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0491 |
0.0096 |
0.9% |
1.0417 |
| High |
1.0490 |
1.0534 |
0.0044 |
0.4% |
1.0534 |
| Low |
1.0388 |
1.0441 |
0.0053 |
0.5% |
1.0317 |
| Close |
1.0489 |
1.0491 |
0.0002 |
0.0% |
1.0491 |
| Range |
0.0103 |
0.0093 |
-0.0010 |
-9.3% |
0.0217 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
6,594 |
12,049 |
5,455 |
82.7% |
20,621 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0722 |
1.0542 |
|
| R3 |
1.0674 |
1.0629 |
1.0516 |
|
| R2 |
1.0581 |
1.0581 |
1.0508 |
|
| R1 |
1.0536 |
1.0536 |
1.0499 |
1.0512 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0476 |
| S1 |
1.0443 |
1.0443 |
1.0482 |
1.0419 |
| S2 |
1.0395 |
1.0395 |
1.0473 |
|
| S3 |
1.0302 |
1.0350 |
1.0465 |
|
| S4 |
1.0209 |
1.0257 |
1.0439 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1011 |
1.0610 |
|
| R3 |
1.0881 |
1.0794 |
1.0550 |
|
| R2 |
1.0664 |
1.0664 |
1.0530 |
|
| R1 |
1.0577 |
1.0577 |
1.0510 |
1.0621 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0469 |
| S1 |
1.0360 |
1.0360 |
1.0471 |
1.0404 |
| S2 |
1.0230 |
1.0230 |
1.0451 |
|
| S3 |
1.0013 |
1.0143 |
1.0431 |
|
| S4 |
0.9796 |
0.9926 |
1.0371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0534 |
1.0317 |
0.0217 |
2.1% |
0.0086 |
0.8% |
80% |
True |
False |
4,558 |
| 10 |
1.0568 |
1.0260 |
0.0309 |
2.9% |
0.0109 |
1.0% |
75% |
False |
False |
2,970 |
| 20 |
1.0568 |
0.9835 |
0.0733 |
7.0% |
0.0121 |
1.2% |
89% |
False |
False |
1,935 |
| 40 |
1.0568 |
0.9762 |
0.0806 |
7.7% |
0.0115 |
1.1% |
90% |
False |
False |
1,314 |
| 60 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0115 |
1.1% |
91% |
False |
False |
1,234 |
| 80 |
1.0568 |
0.9658 |
0.0911 |
8.7% |
0.0104 |
1.0% |
91% |
False |
False |
996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0777 |
|
1.618 |
1.0684 |
|
1.000 |
1.0627 |
|
0.618 |
1.0591 |
|
HIGH |
1.0534 |
|
0.618 |
1.0498 |
|
0.500 |
1.0487 |
|
0.382 |
1.0476 |
|
LOW |
1.0441 |
|
0.618 |
1.0383 |
|
1.000 |
1.0348 |
|
1.618 |
1.0290 |
|
2.618 |
1.0197 |
|
4.250 |
1.0045 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0489 |
1.0472 |
| PP |
1.0488 |
1.0453 |
| S1 |
1.0487 |
1.0435 |
|