CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0707 |
1.0752 |
0.0046 |
0.4% |
1.0619 |
| High |
1.0768 |
1.0807 |
0.0039 |
0.4% |
1.0675 |
| Low |
1.0690 |
1.0662 |
-0.0028 |
-0.3% |
1.0521 |
| Close |
1.0738 |
1.0699 |
-0.0039 |
-0.4% |
1.0620 |
| Range |
0.0078 |
0.0145 |
0.0067 |
85.9% |
0.0154 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.4% |
0.0000 |
| Volume |
403,796 |
311,645 |
-92,151 |
-22.8% |
165,701 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1073 |
1.0779 |
|
| R3 |
1.1013 |
1.0928 |
1.0739 |
|
| R2 |
1.0868 |
1.0868 |
1.0726 |
|
| R1 |
1.0783 |
1.0783 |
1.0712 |
1.0753 |
| PP |
1.0723 |
1.0723 |
1.0723 |
1.0708 |
| S1 |
1.0638 |
1.0638 |
1.0686 |
1.0608 |
| S2 |
1.0578 |
1.0578 |
1.0672 |
|
| S3 |
1.0433 |
1.0493 |
1.0659 |
|
| S4 |
1.0288 |
1.0348 |
1.0619 |
|
|
| 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 |
1.0807 |
1.0579 |
0.0229 |
2.1% |
0.0106 |
1.0% |
53% |
True |
False |
226,293 |
| 10 |
1.0807 |
1.0509 |
0.0299 |
2.8% |
0.0102 |
0.9% |
64% |
True |
False |
125,346 |
| 20 |
1.0807 |
1.0317 |
0.0491 |
4.6% |
0.0103 |
1.0% |
78% |
True |
False |
65,708 |
| 40 |
1.0807 |
0.9822 |
0.0986 |
9.2% |
0.0117 |
1.1% |
89% |
True |
False |
33,325 |
| 60 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0117 |
1.1% |
91% |
True |
False |
22,497 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0112 |
1.0% |
91% |
True |
False |
17,083 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0102 |
1.0% |
91% |
True |
False |
13,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1187 |
|
1.618 |
1.1042 |
|
1.000 |
1.0952 |
|
0.618 |
1.0897 |
|
HIGH |
1.0807 |
|
0.618 |
1.0752 |
|
0.500 |
1.0735 |
|
0.382 |
1.0717 |
|
LOW |
1.0662 |
|
0.618 |
1.0572 |
|
1.000 |
1.0517 |
|
1.618 |
1.0427 |
|
2.618 |
1.0282 |
|
4.250 |
1.0046 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0705 |
| PP |
1.0723 |
1.0703 |
| S1 |
1.0711 |
1.0701 |
|