CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0666 |
1.0696 |
0.0030 |
0.3% |
1.0658 |
| High |
1.0695 |
1.0732 |
0.0037 |
0.3% |
1.0727 |
| Low |
1.0649 |
1.0672 |
0.0023 |
0.2% |
1.0634 |
| Close |
1.0683 |
1.0703 |
0.0020 |
0.2% |
1.0683 |
| Range |
0.0046 |
0.0060 |
0.0014 |
29.3% |
0.0093 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
123,728 |
132,366 |
8,638 |
7.0% |
765,538 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0851 |
1.0735 |
|
| R3 |
1.0821 |
1.0792 |
1.0719 |
|
| R2 |
1.0762 |
1.0762 |
1.0713 |
|
| R1 |
1.0732 |
1.0732 |
1.0708 |
1.0747 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0709 |
| S1 |
1.0673 |
1.0673 |
1.0697 |
1.0687 |
| S2 |
1.0643 |
1.0643 |
1.0692 |
|
| S3 |
1.0583 |
1.0613 |
1.0686 |
|
| S4 |
1.0524 |
1.0554 |
1.0670 |
|
|
| 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 |
1.0732 |
1.0634 |
0.0098 |
0.9% |
0.0066 |
0.6% |
70% |
True |
False |
150,924 |
| 10 |
1.0807 |
1.0602 |
0.0205 |
1.9% |
0.0086 |
0.8% |
49% |
False |
False |
207,052 |
| 20 |
1.0807 |
1.0372 |
0.0436 |
4.1% |
0.0093 |
0.9% |
76% |
False |
False |
119,573 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0110 |
1.0% |
89% |
False |
False |
60,867 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0109 |
1.0% |
90% |
False |
False |
40,809 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0110 |
1.0% |
91% |
False |
False |
30,885 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0103 |
1.0% |
91% |
False |
False |
24,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0887 |
|
1.618 |
1.0828 |
|
1.000 |
1.0791 |
|
0.618 |
1.0768 |
|
HIGH |
1.0732 |
|
0.618 |
1.0709 |
|
0.500 |
1.0702 |
|
0.382 |
1.0695 |
|
LOW |
1.0672 |
|
0.618 |
1.0635 |
|
1.000 |
1.0613 |
|
1.618 |
1.0576 |
|
2.618 |
1.0516 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0696 |
| PP |
1.0702 |
1.0689 |
| S1 |
1.0702 |
1.0683 |
|