CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0413 |
1.0498 |
0.0085 |
0.8% |
1.0417 |
| High |
1.0510 |
1.0615 |
0.0105 |
1.0% |
1.0534 |
| Low |
1.0372 |
1.0473 |
0.0102 |
1.0% |
1.0317 |
| Close |
1.0496 |
1.0600 |
0.0104 |
1.0% |
1.0491 |
| Range |
0.0139 |
0.0142 |
0.0003 |
2.2% |
0.0217 |
| ATR |
0.0119 |
0.0120 |
0.0002 |
1.4% |
0.0000 |
| Volume |
11,262 |
15,057 |
3,795 |
33.7% |
20,621 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0935 |
1.0677 |
|
| R3 |
1.0845 |
1.0793 |
1.0638 |
|
| R2 |
1.0704 |
1.0704 |
1.0625 |
|
| R1 |
1.0652 |
1.0652 |
1.0612 |
1.0678 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0575 |
| S1 |
1.0510 |
1.0510 |
1.0587 |
1.0536 |
| S2 |
1.0421 |
1.0421 |
1.0574 |
|
| S3 |
1.0279 |
1.0369 |
1.0561 |
|
| S4 |
1.0138 |
1.0227 |
1.0522 |
|
|
| 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 |
1.0615 |
1.0372 |
0.0243 |
2.3% |
0.0122 |
1.2% |
94% |
True |
False |
9,719 |
| 10 |
1.0615 |
1.0317 |
0.0298 |
2.8% |
0.0105 |
1.0% |
95% |
True |
False |
6,070 |
| 20 |
1.0615 |
0.9835 |
0.0780 |
7.4% |
0.0126 |
1.2% |
98% |
True |
False |
3,599 |
| 40 |
1.0615 |
0.9762 |
0.0853 |
8.0% |
0.0115 |
1.1% |
98% |
True |
False |
2,152 |
| 60 |
1.0615 |
0.9658 |
0.0957 |
9.0% |
0.0117 |
1.1% |
98% |
True |
False |
1,783 |
| 80 |
1.0615 |
0.9658 |
0.0957 |
9.0% |
0.0108 |
1.0% |
98% |
True |
False |
1,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.0985 |
|
1.618 |
1.0843 |
|
1.000 |
1.0756 |
|
0.618 |
1.0702 |
|
HIGH |
1.0615 |
|
0.618 |
1.0560 |
|
0.500 |
1.0544 |
|
0.382 |
1.0527 |
|
LOW |
1.0473 |
|
0.618 |
1.0386 |
|
1.000 |
1.0332 |
|
1.618 |
1.0244 |
|
2.618 |
1.0103 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0581 |
1.0564 |
| PP |
1.0562 |
1.0529 |
| S1 |
1.0544 |
1.0493 |
|