CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0572 |
-0.0047 |
-0.4% |
1.0465 |
| High |
1.0675 |
1.0611 |
-0.0064 |
-0.6% |
1.0625 |
| Low |
1.0560 |
1.0538 |
-0.0023 |
-0.2% |
1.0372 |
| Close |
1.0573 |
1.0542 |
-0.0032 |
-0.3% |
1.0616 |
| Range |
0.0115 |
0.0074 |
-0.0041 |
-35.8% |
0.0253 |
| ATR |
0.0120 |
0.0116 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
15,470 |
18,358 |
2,888 |
18.7% |
44,870 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0736 |
1.0582 |
|
| R3 |
1.0710 |
1.0663 |
1.0562 |
|
| R2 |
1.0637 |
1.0637 |
1.0555 |
|
| R1 |
1.0589 |
1.0589 |
1.0548 |
1.0576 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0557 |
| S1 |
1.0516 |
1.0516 |
1.0535 |
1.0503 |
| S2 |
1.0490 |
1.0490 |
1.0528 |
|
| S3 |
1.0416 |
1.0442 |
1.0521 |
|
| S4 |
1.0343 |
1.0369 |
1.0501 |
|
|
| 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% |
56% |
False |
False |
13,693 |
| 10 |
1.0675 |
1.0336 |
0.0339 |
3.2% |
0.0107 |
1.0% |
61% |
False |
False |
9,860 |
| 20 |
1.0675 |
1.0033 |
0.0642 |
6.1% |
0.0120 |
1.1% |
79% |
False |
False |
5,583 |
| 40 |
1.0675 |
0.9762 |
0.0913 |
8.7% |
0.0116 |
1.1% |
85% |
False |
False |
3,177 |
| 60 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0117 |
1.1% |
87% |
False |
False |
2,440 |
| 80 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0109 |
1.0% |
87% |
False |
False |
1,975 |
| 100 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0100 |
0.9% |
87% |
False |
False |
1,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0803 |
|
1.618 |
1.0730 |
|
1.000 |
1.0685 |
|
0.618 |
1.0656 |
|
HIGH |
1.0611 |
|
0.618 |
1.0583 |
|
0.500 |
1.0574 |
|
0.382 |
1.0566 |
|
LOW |
1.0538 |
|
0.618 |
1.0492 |
|
1.000 |
1.0464 |
|
1.618 |
1.0419 |
|
2.618 |
1.0345 |
|
4.250 |
1.0225 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0592 |
| PP |
1.0563 |
1.0575 |
| S1 |
1.0552 |
1.0558 |
|