CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0428 |
1.0413 |
-0.0015 |
-0.1% |
1.0417 |
| High |
1.0477 |
1.0510 |
0.0034 |
0.3% |
1.0534 |
| Low |
1.0403 |
1.0372 |
-0.0032 |
-0.3% |
1.0317 |
| Close |
1.0410 |
1.0496 |
0.0086 |
0.8% |
1.0491 |
| Range |
0.0074 |
0.0139 |
0.0065 |
88.4% |
0.0217 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.3% |
0.0000 |
| Volume |
4,819 |
11,262 |
6,443 |
133.7% |
20,621 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0824 |
1.0572 |
|
| R3 |
1.0736 |
1.0685 |
1.0534 |
|
| R2 |
1.0598 |
1.0598 |
1.0521 |
|
| R1 |
1.0547 |
1.0547 |
1.0508 |
1.0572 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0472 |
| S1 |
1.0408 |
1.0408 |
1.0483 |
1.0434 |
| S2 |
1.0321 |
1.0321 |
1.0470 |
|
| S3 |
1.0182 |
1.0270 |
1.0457 |
|
| S4 |
1.0044 |
1.0131 |
1.0419 |
|
|
| 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 |
1.0372 |
0.0209 |
2.0% |
0.0114 |
1.1% |
59% |
False |
True |
8,026 |
| 10 |
1.0580 |
1.0317 |
0.0264 |
2.5% |
0.0100 |
1.0% |
68% |
False |
False |
4,647 |
| 20 |
1.0580 |
0.9835 |
0.0745 |
7.1% |
0.0127 |
1.2% |
89% |
False |
False |
2,893 |
| 40 |
1.0580 |
0.9762 |
0.0818 |
7.8% |
0.0116 |
1.1% |
90% |
False |
False |
1,795 |
| 60 |
1.0580 |
0.9658 |
0.0923 |
8.8% |
0.0116 |
1.1% |
91% |
False |
False |
1,562 |
| 80 |
1.0580 |
0.9658 |
0.0923 |
8.8% |
0.0106 |
1.0% |
91% |
False |
False |
1,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.0873 |
|
1.618 |
1.0734 |
|
1.000 |
1.0649 |
|
0.618 |
1.0596 |
|
HIGH |
1.0510 |
|
0.618 |
1.0457 |
|
0.500 |
1.0441 |
|
0.382 |
1.0424 |
|
LOW |
1.0372 |
|
0.618 |
1.0286 |
|
1.000 |
1.0233 |
|
1.618 |
1.0147 |
|
2.618 |
1.0009 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0489 |
| PP |
1.0459 |
1.0482 |
| S1 |
1.0441 |
1.0476 |
|