CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0604 |
1.0619 |
0.0015 |
0.1% |
1.0465 |
| High |
1.0625 |
1.0675 |
0.0050 |
0.5% |
1.0625 |
| Low |
1.0509 |
1.0560 |
0.0052 |
0.5% |
1.0372 |
| Close |
1.0616 |
1.0573 |
-0.0043 |
-0.4% |
1.0616 |
| Range |
0.0116 |
0.0115 |
-0.0002 |
-1.3% |
0.0253 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
8,322 |
15,470 |
7,148 |
85.9% |
44,870 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0874 |
1.0636 |
|
| R3 |
1.0832 |
1.0760 |
1.0604 |
|
| R2 |
1.0717 |
1.0717 |
1.0594 |
|
| R1 |
1.0645 |
1.0645 |
1.0583 |
1.0624 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0592 |
| S1 |
1.0531 |
1.0531 |
1.0563 |
1.0509 |
| S2 |
1.0488 |
1.0488 |
1.0552 |
|
| S3 |
1.0374 |
1.0416 |
1.0542 |
|
| S4 |
1.0259 |
1.0302 |
1.0510 |
|
|
| 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 |
1.0675 |
1.0372 |
0.0303 |
2.9% |
0.0117 |
1.1% |
67% |
True |
False |
10,986 |
| 10 |
1.0675 |
1.0317 |
0.0358 |
3.4% |
0.0110 |
1.0% |
72% |
True |
False |
8,096 |
| 20 |
1.0675 |
1.0025 |
0.0650 |
6.1% |
0.0121 |
1.1% |
84% |
True |
False |
4,691 |
| 40 |
1.0675 |
0.9762 |
0.0913 |
8.6% |
0.0115 |
1.1% |
89% |
True |
False |
2,733 |
| 60 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0117 |
1.1% |
90% |
True |
False |
2,151 |
| 80 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0109 |
1.0% |
90% |
True |
False |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1161 |
|
2.618 |
1.0974 |
|
1.618 |
1.0860 |
|
1.000 |
1.0789 |
|
0.618 |
1.0745 |
|
HIGH |
1.0675 |
|
0.618 |
1.0631 |
|
0.500 |
1.0617 |
|
0.382 |
1.0604 |
|
LOW |
1.0560 |
|
0.618 |
1.0489 |
|
1.000 |
1.0446 |
|
1.618 |
1.0375 |
|
2.618 |
1.0260 |
|
4.250 |
1.0073 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0574 |
| PP |
1.0603 |
1.0574 |
| S1 |
1.0588 |
1.0573 |
|