CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0700 |
0.0036 |
0.3% |
1.0526 |
| High |
1.0692 |
1.0730 |
0.0038 |
0.4% |
1.0692 |
| Low |
1.0580 |
1.0638 |
0.0059 |
0.6% |
1.0478 |
| Close |
1.0684 |
1.0642 |
-0.0042 |
-0.4% |
1.0684 |
| Range |
0.0112 |
0.0092 |
-0.0021 |
-18.3% |
0.0214 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
162 |
2,058 |
1,896 |
1,170.4% |
965 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0885 |
1.0692 |
|
| R3 |
1.0853 |
1.0793 |
1.0667 |
|
| R2 |
1.0761 |
1.0761 |
1.0659 |
|
| R1 |
1.0702 |
1.0702 |
1.0650 |
1.0686 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0662 |
| S1 |
1.0610 |
1.0610 |
1.0634 |
1.0594 |
| S2 |
1.0578 |
1.0578 |
1.0625 |
|
| S3 |
1.0487 |
1.0519 |
1.0617 |
|
| S4 |
1.0395 |
1.0427 |
1.0592 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1186 |
1.0802 |
|
| R3 |
1.1046 |
1.0972 |
1.0743 |
|
| R2 |
1.0832 |
1.0832 |
1.0723 |
|
| R1 |
1.0758 |
1.0758 |
1.0704 |
1.0795 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0636 |
| S1 |
1.0544 |
1.0544 |
1.0664 |
1.0581 |
| S2 |
1.0404 |
1.0404 |
1.0645 |
|
| S3 |
1.0190 |
1.0330 |
1.0625 |
|
| S4 |
0.9976 |
1.0116 |
1.0566 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.0969 |
|
1.618 |
1.0878 |
|
1.000 |
1.0821 |
|
0.618 |
1.0786 |
|
HIGH |
1.0730 |
|
0.618 |
1.0695 |
|
0.500 |
1.0684 |
|
0.382 |
1.0673 |
|
LOW |
1.0638 |
|
0.618 |
1.0581 |
|
1.000 |
1.0547 |
|
1.618 |
1.0490 |
|
2.618 |
1.0398 |
|
4.250 |
1.0249 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0640 |
| PP |
1.0670 |
1.0639 |
| S1 |
1.0656 |
1.0637 |
|