CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0688 |
0.0013 |
0.1% |
1.0610 |
| High |
1.0727 |
1.0712 |
-0.0015 |
-0.1% |
1.0807 |
| Low |
1.0646 |
1.0655 |
0.0009 |
0.1% |
1.0579 |
| Close |
1.0690 |
1.0680 |
-0.0010 |
-0.1% |
1.0669 |
| Range |
0.0081 |
0.0057 |
-0.0024 |
-29.2% |
0.0229 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
173,751 |
152,326 |
-21,425 |
-12.3% |
1,288,395 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0823 |
1.0711 |
|
| R3 |
1.0796 |
1.0766 |
1.0695 |
|
| R2 |
1.0739 |
1.0739 |
1.0690 |
|
| R1 |
1.0709 |
1.0709 |
1.0685 |
1.0696 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0675 |
| S1 |
1.0652 |
1.0652 |
1.0674 |
1.0639 |
| S2 |
1.0625 |
1.0625 |
1.0669 |
|
| S3 |
1.0568 |
1.0595 |
1.0664 |
|
| S4 |
1.0511 |
1.0538 |
1.0648 |
|
|
| 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 |
1.0644 |
0.0164 |
1.5% |
0.0089 |
0.8% |
22% |
False |
False |
197,991 |
| 10 |
1.0807 |
1.0565 |
0.0243 |
2.3% |
0.0090 |
0.8% |
47% |
False |
False |
183,487 |
| 20 |
1.0807 |
1.0372 |
0.0436 |
4.1% |
0.0101 |
0.9% |
71% |
False |
False |
99,348 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0113 |
1.1% |
87% |
False |
False |
50,215 |
| 60 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0114 |
1.1% |
89% |
False |
False |
33,711 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0111 |
1.0% |
89% |
False |
False |
25,539 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0102 |
1.0% |
89% |
False |
False |
20,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0861 |
|
1.618 |
1.0804 |
|
1.000 |
1.0769 |
|
0.618 |
1.0747 |
|
HIGH |
1.0712 |
|
0.618 |
1.0690 |
|
0.500 |
1.0684 |
|
0.382 |
1.0677 |
|
LOW |
1.0655 |
|
0.618 |
1.0620 |
|
1.000 |
1.0598 |
|
1.618 |
1.0563 |
|
2.618 |
1.0506 |
|
4.250 |
1.0413 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0685 |
| PP |
1.0682 |
1.0683 |
| S1 |
1.0681 |
1.0681 |
|