CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0566 |
0.0077 |
0.7% |
1.0119 |
| High |
1.0518 |
1.0613 |
0.0096 |
0.9% |
1.0529 |
| Low |
1.0459 |
1.0523 |
0.0064 |
0.6% |
1.0119 |
| Close |
1.0518 |
1.0526 |
0.0009 |
0.1% |
1.0525 |
| Range |
0.0059 |
0.0090 |
0.0032 |
53.8% |
0.0411 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
92 |
362 |
270 |
293.5% |
1,292 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0765 |
1.0576 |
|
| R3 |
1.0734 |
1.0675 |
1.0551 |
|
| R2 |
1.0644 |
1.0644 |
1.0543 |
|
| R1 |
1.0585 |
1.0585 |
1.0534 |
1.0570 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0546 |
| S1 |
1.0495 |
1.0495 |
1.0518 |
1.0480 |
| S2 |
1.0464 |
1.0464 |
1.0510 |
|
| S3 |
1.0374 |
1.0405 |
1.0501 |
|
| S4 |
1.0284 |
1.0315 |
1.0477 |
|
|
| 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 |
1.0996 |
|
2.618 |
1.0849 |
|
1.618 |
1.0759 |
|
1.000 |
1.0703 |
|
0.618 |
1.0669 |
|
HIGH |
1.0613 |
|
0.618 |
1.0579 |
|
0.500 |
1.0568 |
|
0.382 |
1.0557 |
|
LOW |
1.0523 |
|
0.618 |
1.0467 |
|
1.000 |
1.0433 |
|
1.618 |
1.0377 |
|
2.618 |
1.0287 |
|
4.250 |
1.0141 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0568 |
1.0508 |
| PP |
1.0554 |
1.0491 |
| S1 |
1.0540 |
1.0473 |
|