CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0700 |
0.0004 |
0.0% |
1.0658 |
| High |
1.0732 |
1.0734 |
0.0002 |
0.0% |
1.0727 |
| Low |
1.0672 |
1.0665 |
-0.0007 |
-0.1% |
1.0634 |
| Close |
1.0703 |
1.0675 |
-0.0028 |
-0.3% |
1.0683 |
| Range |
0.0060 |
0.0069 |
0.0009 |
15.1% |
0.0093 |
| ATR |
0.0094 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
132,366 |
135,821 |
3,455 |
2.6% |
765,538 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0854 |
1.0713 |
|
| R3 |
1.0828 |
1.0786 |
1.0694 |
|
| R2 |
1.0760 |
1.0760 |
1.0688 |
|
| R1 |
1.0717 |
1.0717 |
1.0681 |
1.0704 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0685 |
| S1 |
1.0649 |
1.0649 |
1.0669 |
1.0636 |
| S2 |
1.0623 |
1.0623 |
1.0662 |
|
| S3 |
1.0554 |
1.0580 |
1.0656 |
|
| S4 |
1.0486 |
1.0512 |
1.0637 |
|
|
| 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 |
1.0734 |
1.0634 |
0.0100 |
0.9% |
0.0064 |
0.6% |
41% |
True |
False |
143,338 |
| 10 |
1.0807 |
1.0634 |
0.0173 |
1.6% |
0.0079 |
0.7% |
24% |
False |
False |
195,811 |
| 20 |
1.0807 |
1.0372 |
0.0436 |
4.1% |
0.0093 |
0.9% |
70% |
False |
False |
126,123 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0109 |
1.0% |
86% |
False |
False |
64,251 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.8% |
0.0109 |
1.0% |
87% |
False |
False |
43,062 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0110 |
1.0% |
89% |
False |
False |
32,580 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.8% |
0.0103 |
1.0% |
89% |
False |
False |
26,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0913 |
|
1.618 |
1.0844 |
|
1.000 |
1.0802 |
|
0.618 |
1.0776 |
|
HIGH |
1.0734 |
|
0.618 |
1.0707 |
|
0.500 |
1.0699 |
|
0.382 |
1.0691 |
|
LOW |
1.0665 |
|
0.618 |
1.0623 |
|
1.000 |
1.0597 |
|
1.618 |
1.0554 |
|
2.618 |
1.0486 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0691 |
| PP |
1.0691 |
1.0686 |
| S1 |
1.0683 |
1.0680 |
|