CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0610 |
-0.0001 |
0.0% |
1.0619 |
| High |
1.0655 |
1.0748 |
0.0094 |
0.9% |
1.0675 |
| Low |
1.0579 |
1.0602 |
0.0024 |
0.2% |
1.0521 |
| Close |
1.0596 |
1.0711 |
0.0115 |
1.1% |
1.0620 |
| Range |
0.0076 |
0.0146 |
0.0070 |
92.1% |
0.0154 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.9% |
0.0000 |
| Volume |
115,772 |
248,229 |
132,457 |
114.4% |
165,701 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1064 |
1.0791 |
|
| R3 |
1.0979 |
1.0918 |
1.0751 |
|
| R2 |
1.0833 |
1.0833 |
1.0738 |
|
| R1 |
1.0772 |
1.0772 |
1.0724 |
1.0803 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0702 |
| S1 |
1.0626 |
1.0626 |
1.0698 |
1.0657 |
| S2 |
1.0541 |
1.0541 |
1.0684 |
|
| S3 |
1.0395 |
1.0480 |
1.0671 |
|
| S4 |
1.0249 |
1.0334 |
1.0631 |
|
|
| 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 |
1.0748 |
1.0521 |
0.0227 |
2.1% |
0.0098 |
0.9% |
84% |
True |
False |
99,174 |
| 10 |
1.0748 |
1.0372 |
0.0377 |
3.5% |
0.0107 |
1.0% |
90% |
True |
False |
56,434 |
| 20 |
1.0748 |
1.0317 |
0.0432 |
4.0% |
0.0106 |
1.0% |
91% |
True |
False |
30,073 |
| 40 |
1.0748 |
0.9822 |
0.0927 |
8.6% |
0.0115 |
1.1% |
96% |
True |
False |
15,490 |
| 60 |
1.0748 |
0.9658 |
0.1091 |
10.2% |
0.0118 |
1.1% |
97% |
True |
False |
10,636 |
| 80 |
1.0748 |
0.9658 |
0.1091 |
10.2% |
0.0111 |
1.0% |
97% |
True |
False |
8,155 |
| 100 |
1.0748 |
0.9658 |
0.1091 |
10.2% |
0.0101 |
0.9% |
97% |
True |
False |
6,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1130 |
|
1.618 |
1.0984 |
|
1.000 |
1.0894 |
|
0.618 |
1.0838 |
|
HIGH |
1.0748 |
|
0.618 |
1.0692 |
|
0.500 |
1.0675 |
|
0.382 |
1.0658 |
|
LOW |
1.0602 |
|
0.618 |
1.0512 |
|
1.000 |
1.0456 |
|
1.618 |
1.0366 |
|
2.618 |
1.0220 |
|
4.250 |
0.9982 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0695 |
| PP |
1.0687 |
1.0679 |
| S1 |
1.0675 |
1.0663 |
|