CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0633 |
0.0046 |
0.4% |
1.0619 |
| High |
1.0640 |
1.0662 |
0.0023 |
0.2% |
1.0675 |
| Low |
1.0565 |
1.0579 |
0.0014 |
0.1% |
1.0521 |
| Close |
1.0635 |
1.0620 |
-0.0015 |
-0.1% |
1.0620 |
| Range |
0.0075 |
0.0084 |
0.0009 |
11.3% |
0.0154 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
25,100 |
52,023 |
26,923 |
107.3% |
165,701 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0871 |
1.0829 |
1.0666 |
|
| R3 |
1.0787 |
1.0745 |
1.0643 |
|
| R2 |
1.0704 |
1.0704 |
1.0635 |
|
| R1 |
1.0662 |
1.0662 |
1.0628 |
1.0641 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0610 |
| S1 |
1.0578 |
1.0578 |
1.0612 |
1.0558 |
| S2 |
1.0537 |
1.0537 |
1.0605 |
|
| S3 |
1.0453 |
1.0495 |
1.0597 |
|
| S4 |
1.0370 |
1.0411 |
1.0574 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.0996 |
1.0704 |
|
| R3 |
1.0912 |
1.0843 |
1.0662 |
|
| R2 |
1.0759 |
1.0759 |
1.0648 |
|
| R1 |
1.0689 |
1.0689 |
1.0634 |
1.0724 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0623 |
| S1 |
1.0536 |
1.0536 |
1.0606 |
1.0571 |
| S2 |
1.0452 |
1.0452 |
1.0592 |
|
| S3 |
1.0298 |
1.0382 |
1.0578 |
|
| S4 |
1.0145 |
1.0229 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0675 |
1.0521 |
0.0154 |
1.4% |
0.0091 |
0.9% |
64% |
False |
False |
33,140 |
| 10 |
1.0675 |
1.0372 |
0.0303 |
2.9% |
0.0109 |
1.0% |
82% |
False |
False |
21,057 |
| 20 |
1.0675 |
1.0260 |
0.0415 |
3.9% |
0.0109 |
1.0% |
87% |
False |
False |
12,013 |
| 40 |
1.0675 |
0.9822 |
0.0853 |
8.0% |
0.0115 |
1.1% |
94% |
False |
False |
6,440 |
| 60 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0116 |
1.1% |
95% |
False |
False |
4,574 |
| 80 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0110 |
1.0% |
95% |
False |
False |
3,621 |
| 100 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0101 |
0.9% |
95% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0881 |
|
1.618 |
1.0797 |
|
1.000 |
1.0746 |
|
0.618 |
1.0714 |
|
HIGH |
1.0662 |
|
0.618 |
1.0630 |
|
0.500 |
1.0620 |
|
0.382 |
1.0610 |
|
LOW |
1.0579 |
|
0.618 |
1.0527 |
|
1.000 |
1.0495 |
|
1.618 |
1.0443 |
|
2.618 |
1.0360 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0620 |
1.0611 |
| PP |
1.0620 |
1.0601 |
| S1 |
1.0620 |
1.0592 |
|