CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0658 |
-0.0038 |
-0.4% |
1.0610 |
| High |
1.0732 |
1.0726 |
-0.0006 |
-0.1% |
1.0807 |
| Low |
1.0652 |
1.0644 |
-0.0008 |
-0.1% |
1.0579 |
| Close |
1.0669 |
1.0672 |
0.0004 |
0.0% |
1.0669 |
| Range |
0.0080 |
0.0083 |
0.0003 |
3.1% |
0.0229 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
208,953 |
143,284 |
-65,669 |
-31.4% |
1,288,395 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0883 |
1.0717 |
|
| R3 |
1.0846 |
1.0800 |
1.0695 |
|
| R2 |
1.0763 |
1.0763 |
1.0687 |
|
| R1 |
1.0718 |
1.0718 |
1.0680 |
1.0740 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0692 |
| S1 |
1.0635 |
1.0635 |
1.0664 |
1.0658 |
| S2 |
1.0598 |
1.0598 |
1.0657 |
|
| S3 |
1.0516 |
1.0553 |
1.0649 |
|
| S4 |
1.0433 |
1.0470 |
1.0627 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1248 |
1.0794 |
|
| R3 |
1.1142 |
1.1019 |
1.0731 |
|
| R2 |
1.0913 |
1.0913 |
1.0710 |
|
| R1 |
1.0791 |
1.0791 |
1.0689 |
1.0852 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0715 |
| S1 |
1.0562 |
1.0562 |
1.0648 |
1.0624 |
| S2 |
1.0456 |
1.0456 |
1.0627 |
|
| S3 |
1.0228 |
1.0334 |
1.0606 |
|
| S4 |
0.9999 |
1.0105 |
1.0543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0807 |
1.0602 |
0.0205 |
1.9% |
0.0106 |
1.0% |
34% |
False |
False |
263,181 |
| 10 |
1.0807 |
1.0521 |
0.0286 |
2.7% |
0.0095 |
0.9% |
53% |
False |
False |
158,191 |
| 20 |
1.0807 |
1.0317 |
0.0491 |
4.6% |
0.0102 |
1.0% |
72% |
False |
False |
83,143 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0115 |
1.1% |
86% |
False |
False |
42,083 |
| 60 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0115 |
1.1% |
88% |
False |
False |
28,317 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0112 |
1.0% |
88% |
False |
False |
21,479 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0102 |
1.0% |
88% |
False |
False |
17,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1077 |
|
2.618 |
1.0942 |
|
1.618 |
1.0859 |
|
1.000 |
1.0809 |
|
0.618 |
1.0777 |
|
HIGH |
1.0726 |
|
0.618 |
1.0694 |
|
0.500 |
1.0685 |
|
0.382 |
1.0675 |
|
LOW |
1.0644 |
|
0.618 |
1.0593 |
|
1.000 |
1.0561 |
|
1.618 |
1.0510 |
|
2.618 |
1.0428 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0725 |
| PP |
1.0681 |
1.0708 |
| S1 |
1.0676 |
1.0690 |
|