CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0666 |
-0.0004 |
0.0% |
1.0658 |
| High |
1.0723 |
1.0695 |
-0.0028 |
-0.3% |
1.0727 |
| Low |
1.0634 |
1.0649 |
0.0015 |
0.1% |
1.0634 |
| Close |
1.0657 |
1.0683 |
0.0027 |
0.2% |
1.0683 |
| Range |
0.0089 |
0.0046 |
-0.0043 |
-48.3% |
0.0093 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
172,449 |
123,728 |
-48,721 |
-28.3% |
765,538 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0814 |
1.0794 |
1.0708 |
|
| R3 |
1.0768 |
1.0748 |
1.0696 |
|
| R2 |
1.0722 |
1.0722 |
1.0691 |
|
| R1 |
1.0702 |
1.0702 |
1.0687 |
1.0712 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0681 |
| S1 |
1.0656 |
1.0656 |
1.0679 |
1.0666 |
| S2 |
1.0630 |
1.0630 |
1.0675 |
|
| S3 |
1.0584 |
1.0610 |
1.0670 |
|
| S4 |
1.0538 |
1.0564 |
1.0658 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0913 |
1.0734 |
|
| R3 |
1.0866 |
1.0821 |
1.0708 |
|
| R2 |
1.0774 |
1.0774 |
1.0700 |
|
| R1 |
1.0728 |
1.0728 |
1.0691 |
1.0751 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0693 |
| S1 |
1.0636 |
1.0636 |
1.0675 |
1.0659 |
| S2 |
1.0589 |
1.0589 |
1.0666 |
|
| S3 |
1.0496 |
1.0543 |
1.0658 |
|
| S4 |
1.0404 |
1.0451 |
1.0632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0727 |
1.0634 |
0.0093 |
0.9% |
0.0071 |
0.7% |
53% |
False |
False |
153,107 |
| 10 |
1.0807 |
1.0579 |
0.0229 |
2.1% |
0.0088 |
0.8% |
46% |
False |
False |
205,393 |
| 20 |
1.0807 |
1.0372 |
0.0436 |
4.1% |
0.0098 |
0.9% |
72% |
False |
False |
113,225 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0110 |
1.0% |
87% |
False |
False |
57,580 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0110 |
1.0% |
88% |
False |
False |
38,618 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0111 |
1.0% |
89% |
False |
False |
29,232 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0103 |
1.0% |
89% |
False |
False |
23,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0815 |
|
1.618 |
1.0769 |
|
1.000 |
1.0741 |
|
0.618 |
1.0723 |
|
HIGH |
1.0695 |
|
0.618 |
1.0677 |
|
0.500 |
1.0672 |
|
0.382 |
1.0667 |
|
LOW |
1.0649 |
|
0.618 |
1.0621 |
|
1.000 |
1.0603 |
|
1.618 |
1.0575 |
|
2.618 |
1.0529 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0682 |
| PP |
1.0676 |
1.0680 |
| S1 |
1.0672 |
1.0679 |
|