CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0496 |
-0.0010 |
-0.1% |
1.0119 |
| High |
1.0574 |
1.0528 |
-0.0046 |
-0.4% |
1.0529 |
| Low |
1.0506 |
1.0486 |
-0.0021 |
-0.2% |
1.0119 |
| Close |
1.0557 |
1.0528 |
-0.0029 |
-0.3% |
1.0525 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-37.0% |
0.0411 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
460 |
18 |
-442 |
-96.1% |
1,292 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0627 |
1.0551 |
|
| R3 |
1.0599 |
1.0585 |
1.0540 |
|
| R2 |
1.0556 |
1.0556 |
1.0536 |
|
| R1 |
1.0542 |
1.0542 |
1.0532 |
1.0549 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0517 |
| S1 |
1.0500 |
1.0500 |
1.0524 |
1.0507 |
| S2 |
1.0471 |
1.0471 |
1.0520 |
|
| S3 |
1.0429 |
1.0457 |
1.0516 |
|
| S4 |
1.0386 |
1.0415 |
1.0505 |
|
|
| 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 |
1.0709 |
|
2.618 |
1.0639 |
|
1.618 |
1.0597 |
|
1.000 |
1.0571 |
|
0.618 |
1.0554 |
|
HIGH |
1.0528 |
|
0.618 |
1.0512 |
|
0.500 |
1.0507 |
|
0.382 |
1.0502 |
|
LOW |
1.0486 |
|
0.618 |
1.0459 |
|
1.000 |
1.0443 |
|
1.618 |
1.0417 |
|
2.618 |
1.0374 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0549 |
| PP |
1.0514 |
1.0542 |
| S1 |
1.0507 |
1.0535 |
|