CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0671 |
-0.0029 |
-0.3% |
1.0658 |
| High |
1.0734 |
1.0746 |
0.0012 |
0.1% |
1.0727 |
| Low |
1.0665 |
1.0665 |
0.0000 |
0.0% |
1.0634 |
| Close |
1.0675 |
1.0733 |
0.0058 |
0.5% |
1.0683 |
| Range |
0.0069 |
0.0081 |
0.0012 |
17.5% |
0.0093 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
135,821 |
131,334 |
-4,487 |
-3.3% |
765,538 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0925 |
1.0777 |
|
| R3 |
1.0875 |
1.0844 |
1.0755 |
|
| R2 |
1.0795 |
1.0795 |
1.0747 |
|
| R1 |
1.0764 |
1.0764 |
1.0740 |
1.0779 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0722 |
| S1 |
1.0683 |
1.0683 |
1.0725 |
1.0699 |
| S2 |
1.0634 |
1.0634 |
1.0718 |
|
| S3 |
1.0553 |
1.0603 |
1.0710 |
|
| S4 |
1.0473 |
1.0522 |
1.0688 |
|
|
| 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 |
1.0746 |
1.0634 |
0.0112 |
1.0% |
0.0069 |
0.6% |
88% |
True |
False |
139,139 |
| 10 |
1.0807 |
1.0634 |
0.0173 |
1.6% |
0.0079 |
0.7% |
57% |
False |
False |
168,565 |
| 20 |
1.0807 |
1.0473 |
0.0334 |
3.1% |
0.0090 |
0.8% |
78% |
False |
False |
132,126 |
| 40 |
1.0807 |
0.9835 |
0.0972 |
9.1% |
0.0109 |
1.0% |
92% |
False |
False |
67,510 |
| 60 |
1.0807 |
0.9762 |
0.1045 |
9.7% |
0.0107 |
1.0% |
93% |
False |
False |
45,239 |
| 80 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0110 |
1.0% |
94% |
False |
False |
34,203 |
| 100 |
1.0807 |
0.9658 |
0.1150 |
10.7% |
0.0103 |
1.0% |
94% |
False |
False |
27,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0956 |
|
1.618 |
1.0876 |
|
1.000 |
1.0826 |
|
0.618 |
1.0795 |
|
HIGH |
1.0746 |
|
0.618 |
1.0715 |
|
0.500 |
1.0705 |
|
0.382 |
1.0696 |
|
LOW |
1.0665 |
|
0.618 |
1.0615 |
|
1.000 |
1.0585 |
|
1.618 |
1.0535 |
|
2.618 |
1.0454 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0723 |
1.0723 |
| PP |
1.0714 |
1.0714 |
| S1 |
1.0705 |
1.0705 |
|