CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0428 |
-0.0037 |
-0.3% |
1.0417 |
| High |
1.0580 |
1.0477 |
-0.0104 |
-1.0% |
1.0534 |
| Low |
1.0417 |
1.0403 |
-0.0014 |
-0.1% |
1.0317 |
| Close |
1.0422 |
1.0410 |
-0.0013 |
-0.1% |
1.0491 |
| Range |
0.0164 |
0.0074 |
-0.0090 |
-55.0% |
0.0217 |
| ATR |
0.0121 |
0.0117 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
5,410 |
4,819 |
-591 |
-10.9% |
20,621 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0603 |
1.0450 |
|
| R3 |
1.0577 |
1.0530 |
1.0430 |
|
| R2 |
1.0503 |
1.0503 |
1.0423 |
|
| R1 |
1.0456 |
1.0456 |
1.0416 |
1.0443 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0423 |
| S1 |
1.0383 |
1.0383 |
1.0403 |
1.0370 |
| S2 |
1.0356 |
1.0356 |
1.0396 |
|
| S3 |
1.0283 |
1.0309 |
1.0389 |
|
| S4 |
1.0209 |
1.0236 |
1.0369 |
|
|
| 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 |
1.0580 |
1.0336 |
0.0244 |
2.3% |
0.0097 |
0.9% |
30% |
False |
False |
6,026 |
| 10 |
1.0580 |
1.0317 |
0.0264 |
2.5% |
0.0105 |
1.0% |
35% |
False |
False |
3,712 |
| 20 |
1.0580 |
0.9835 |
0.0745 |
7.2% |
0.0125 |
1.2% |
77% |
False |
False |
2,379 |
| 40 |
1.0580 |
0.9762 |
0.0818 |
7.9% |
0.0116 |
1.1% |
79% |
False |
False |
1,532 |
| 60 |
1.0580 |
0.9658 |
0.0923 |
8.9% |
0.0116 |
1.1% |
82% |
False |
False |
1,399 |
| 80 |
1.0580 |
0.9658 |
0.0923 |
8.9% |
0.0105 |
1.0% |
82% |
False |
False |
1,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0789 |
|
2.618 |
1.0669 |
|
1.618 |
1.0595 |
|
1.000 |
1.0550 |
|
0.618 |
1.0522 |
|
HIGH |
1.0477 |
|
0.618 |
1.0448 |
|
0.500 |
1.0440 |
|
0.382 |
1.0431 |
|
LOW |
1.0403 |
|
0.618 |
1.0358 |
|
1.000 |
1.0330 |
|
1.618 |
1.0284 |
|
2.618 |
1.0211 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0440 |
1.0492 |
| PP |
1.0430 |
1.0464 |
| S1 |
1.0420 |
1.0437 |
|