CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0670 |
-0.0018 |
-0.2% |
1.0610 |
| High |
1.0712 |
1.0723 |
0.0011 |
0.1% |
1.0807 |
| Low |
1.0655 |
1.0634 |
-0.0021 |
-0.2% |
1.0579 |
| Close |
1.0680 |
1.0657 |
-0.0023 |
-0.2% |
1.0669 |
| Range |
0.0057 |
0.0089 |
0.0032 |
56.1% |
0.0229 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
152,326 |
172,449 |
20,123 |
13.2% |
1,288,395 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0886 |
1.0705 |
|
| R3 |
1.0849 |
1.0797 |
1.0681 |
|
| R2 |
1.0760 |
1.0760 |
1.0673 |
|
| R1 |
1.0708 |
1.0708 |
1.0665 |
1.0690 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0662 |
| S1 |
1.0619 |
1.0619 |
1.0648 |
1.0601 |
| S2 |
1.0582 |
1.0582 |
1.0640 |
|
| S3 |
1.0493 |
1.0530 |
1.0632 |
|
| S4 |
1.0404 |
1.0441 |
1.0608 |
|
|
| 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 |
1.0732 |
1.0634 |
0.0098 |
0.9% |
0.0078 |
0.7% |
23% |
False |
True |
170,152 |
| 10 |
1.0807 |
1.0579 |
0.0229 |
2.1% |
0.0092 |
0.9% |
34% |
False |
False |
198,222 |
| 20 |
1.0807 |
1.0372 |
0.0436 |
4.1% |
0.0101 |
0.9% |
65% |
False |
False |
107,641 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0112 |
1.1% |
85% |
False |
False |
54,516 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0112 |
1.0% |
86% |
False |
False |
36,566 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0112 |
1.0% |
87% |
False |
False |
27,691 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0103 |
1.0% |
87% |
False |
False |
22,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.0956 |
|
1.618 |
1.0867 |
|
1.000 |
1.0812 |
|
0.618 |
1.0778 |
|
HIGH |
1.0723 |
|
0.618 |
1.0689 |
|
0.500 |
1.0679 |
|
0.382 |
1.0668 |
|
LOW |
1.0634 |
|
0.618 |
1.0579 |
|
1.000 |
1.0545 |
|
1.618 |
1.0490 |
|
2.618 |
1.0401 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0680 |
| PP |
1.0671 |
1.0672 |
| S1 |
1.0664 |
1.0664 |
|