CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0610 |
-0.0023 |
-0.2% |
1.0619 |
| High |
1.0662 |
1.0655 |
-0.0008 |
-0.1% |
1.0675 |
| Low |
1.0579 |
1.0579 |
0.0000 |
0.0% |
1.0521 |
| Close |
1.0620 |
1.0596 |
-0.0024 |
-0.2% |
1.0620 |
| Range |
0.0084 |
0.0076 |
-0.0008 |
-9.0% |
0.0154 |
| ATR |
0.0111 |
0.0108 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
52,023 |
115,772 |
63,749 |
122.5% |
165,701 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0793 |
1.0638 |
|
| R3 |
1.0762 |
1.0717 |
1.0617 |
|
| R2 |
1.0686 |
1.0686 |
1.0610 |
|
| R1 |
1.0641 |
1.0641 |
1.0603 |
1.0625 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0602 |
| S1 |
1.0565 |
1.0565 |
1.0589 |
1.0549 |
| S2 |
1.0534 |
1.0534 |
1.0582 |
|
| S3 |
1.0458 |
1.0489 |
1.0575 |
|
| S4 |
1.0382 |
1.0413 |
1.0554 |
|
|
| 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 |
1.0662 |
1.0521 |
0.0141 |
1.3% |
0.0083 |
0.8% |
53% |
False |
False |
53,200 |
| 10 |
1.0675 |
1.0372 |
0.0303 |
2.9% |
0.0100 |
0.9% |
74% |
False |
False |
32,093 |
| 20 |
1.0675 |
1.0317 |
0.0358 |
3.4% |
0.0103 |
1.0% |
78% |
False |
False |
17,711 |
| 40 |
1.0675 |
0.9822 |
0.0853 |
8.1% |
0.0114 |
1.1% |
91% |
False |
False |
9,323 |
| 60 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0116 |
1.1% |
92% |
False |
False |
6,500 |
| 80 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0110 |
1.0% |
92% |
False |
False |
5,055 |
| 100 |
1.0675 |
0.9658 |
0.1017 |
9.6% |
0.0101 |
1.0% |
92% |
False |
False |
4,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0853 |
|
1.618 |
1.0777 |
|
1.000 |
1.0731 |
|
0.618 |
1.0701 |
|
HIGH |
1.0655 |
|
0.618 |
1.0625 |
|
0.500 |
1.0617 |
|
0.382 |
1.0608 |
|
LOW |
1.0579 |
|
0.618 |
1.0532 |
|
1.000 |
1.0503 |
|
1.618 |
1.0456 |
|
2.618 |
1.0380 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0613 |
| PP |
1.0610 |
1.0608 |
| S1 |
1.0603 |
1.0602 |
|