CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0604 |
0.0106 |
1.0% |
1.0465 |
| High |
1.0615 |
1.0625 |
0.0010 |
0.1% |
1.0625 |
| Low |
1.0473 |
1.0509 |
0.0036 |
0.3% |
1.0372 |
| Close |
1.0600 |
1.0616 |
0.0017 |
0.2% |
1.0616 |
| Range |
0.0142 |
0.0116 |
-0.0026 |
-18.0% |
0.0253 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
15,057 |
8,322 |
-6,735 |
-44.7% |
44,870 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0890 |
1.0680 |
|
| R3 |
1.0815 |
1.0774 |
1.0648 |
|
| R2 |
1.0699 |
1.0699 |
1.0637 |
|
| R1 |
1.0658 |
1.0658 |
1.0627 |
1.0678 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0593 |
| S1 |
1.0542 |
1.0542 |
1.0605 |
1.0562 |
| S2 |
1.0467 |
1.0467 |
1.0595 |
|
| S3 |
1.0351 |
1.0426 |
1.0584 |
|
| S4 |
1.0235 |
1.0310 |
1.0552 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1209 |
1.0755 |
|
| R3 |
1.1043 |
1.0956 |
1.0686 |
|
| R2 |
1.0790 |
1.0790 |
1.0662 |
|
| R1 |
1.0703 |
1.0703 |
1.0639 |
1.0747 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0559 |
| S1 |
1.0450 |
1.0450 |
1.0593 |
1.0494 |
| S2 |
1.0284 |
1.0284 |
1.0570 |
|
| S3 |
1.0031 |
1.0197 |
1.0546 |
|
| S4 |
0.9778 |
0.9944 |
1.0477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0372 |
0.0253 |
2.4% |
0.0127 |
1.2% |
97% |
True |
False |
8,974 |
| 10 |
1.0625 |
1.0317 |
0.0308 |
2.9% |
0.0106 |
1.0% |
97% |
True |
False |
6,766 |
| 20 |
1.0625 |
0.9844 |
0.0781 |
7.4% |
0.0127 |
1.2% |
99% |
True |
False |
3,963 |
| 40 |
1.0625 |
0.9762 |
0.0863 |
8.1% |
0.0115 |
1.1% |
99% |
True |
False |
2,355 |
| 60 |
1.0625 |
0.9658 |
0.0967 |
9.1% |
0.0117 |
1.1% |
99% |
True |
False |
1,897 |
| 80 |
1.0625 |
0.9658 |
0.0967 |
9.1% |
0.0108 |
1.0% |
99% |
True |
False |
1,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.0928 |
|
1.618 |
1.0812 |
|
1.000 |
1.0741 |
|
0.618 |
1.0696 |
|
HIGH |
1.0625 |
|
0.618 |
1.0580 |
|
0.500 |
1.0567 |
|
0.382 |
1.0553 |
|
LOW |
1.0509 |
|
0.618 |
1.0437 |
|
1.000 |
1.0393 |
|
1.618 |
1.0321 |
|
2.618 |
1.0205 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0577 |
| PP |
1.0583 |
1.0537 |
| S1 |
1.0567 |
1.0498 |
|