CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0414 |
0.0264 |
2.6% |
1.0119 |
| High |
1.0359 |
1.0529 |
0.0171 |
1.6% |
1.0529 |
| Low |
1.0150 |
1.0334 |
0.0184 |
1.8% |
1.0119 |
| Close |
1.0343 |
1.0525 |
0.0182 |
1.8% |
1.0525 |
| Range |
0.0209 |
0.0196 |
-0.0013 |
-6.2% |
0.0411 |
| ATR |
0.0104 |
0.0111 |
0.0007 |
6.2% |
0.0000 |
| Volume |
893 |
281 |
-612 |
-68.5% |
1,292 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.0983 |
1.0633 |
|
| R3 |
1.0854 |
1.0787 |
1.0579 |
|
| R2 |
1.0658 |
1.0658 |
1.0561 |
|
| R1 |
1.0592 |
1.0592 |
1.0543 |
1.0625 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0479 |
| S1 |
1.0396 |
1.0396 |
1.0507 |
1.0429 |
| S2 |
1.0267 |
1.0267 |
1.0489 |
|
| S3 |
1.0072 |
1.0201 |
1.0471 |
|
| S4 |
0.9876 |
1.0005 |
1.0417 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1484 |
1.0751 |
|
| R3 |
1.1212 |
1.1074 |
1.0638 |
|
| R2 |
1.0801 |
1.0801 |
1.0600 |
|
| R1 |
1.0663 |
1.0663 |
1.0563 |
1.0732 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0425 |
| S1 |
1.0253 |
1.0253 |
1.0487 |
1.0322 |
| S2 |
0.9980 |
0.9980 |
1.0450 |
|
| S3 |
0.9570 |
0.9842 |
1.0412 |
|
| S4 |
0.9159 |
0.9432 |
1.0299 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1041 |
|
1.618 |
1.0845 |
|
1.000 |
1.0725 |
|
0.618 |
1.0650 |
|
HIGH |
1.0529 |
|
0.618 |
1.0454 |
|
0.500 |
1.0431 |
|
0.382 |
1.0408 |
|
LOW |
1.0334 |
|
0.618 |
1.0213 |
|
1.000 |
1.0138 |
|
1.618 |
1.0017 |
|
2.618 |
0.9822 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0494 |
1.0463 |
| PP |
1.0463 |
1.0401 |
| S1 |
1.0431 |
1.0340 |
|