CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0735 |
-0.0012 |
-0.1% |
1.0652 |
| High |
1.0778 |
1.0775 |
-0.0003 |
0.0% |
1.0860 |
| Low |
1.0733 |
1.0720 |
-0.0013 |
-0.1% |
1.0652 |
| Close |
1.0735 |
1.0753 |
0.0018 |
0.2% |
1.0731 |
| Range |
0.0045 |
0.0055 |
0.0010 |
22.2% |
0.0208 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
449 |
215 |
-234 |
-52.1% |
3,539 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0914 |
1.0889 |
1.0783 |
|
| R3 |
1.0859 |
1.0834 |
1.0768 |
|
| R2 |
1.0804 |
1.0804 |
1.0763 |
|
| R1 |
1.0779 |
1.0779 |
1.0758 |
1.0792 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0756 |
| S1 |
1.0724 |
1.0724 |
1.0748 |
1.0737 |
| S2 |
1.0694 |
1.0694 |
1.0743 |
|
| S3 |
1.0639 |
1.0669 |
1.0738 |
|
| S4 |
1.0584 |
1.0614 |
1.0723 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1259 |
1.0845 |
|
| R3 |
1.1164 |
1.1051 |
1.0788 |
|
| R2 |
1.0956 |
1.0956 |
1.0769 |
|
| R1 |
1.0843 |
1.0843 |
1.0750 |
1.0899 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0776 |
| S1 |
1.0635 |
1.0635 |
1.0711 |
1.0691 |
| S2 |
1.0540 |
1.0540 |
1.0692 |
|
| S3 |
1.0332 |
1.0427 |
1.0673 |
|
| S4 |
1.0124 |
1.0219 |
1.0616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0860 |
1.0720 |
0.0140 |
1.3% |
0.0073 |
0.7% |
24% |
False |
True |
419 |
| 10 |
1.0860 |
1.0608 |
0.0252 |
2.3% |
0.0078 |
0.7% |
58% |
False |
False |
869 |
| 20 |
1.0860 |
1.0414 |
0.0446 |
4.1% |
0.0079 |
0.7% |
76% |
False |
False |
703 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.7% |
0.0084 |
0.8% |
89% |
False |
False |
440 |
| 60 |
1.0860 |
0.9725 |
0.1135 |
10.6% |
0.0083 |
0.8% |
91% |
False |
False |
379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0919 |
|
1.618 |
1.0864 |
|
1.000 |
1.0830 |
|
0.618 |
1.0809 |
|
HIGH |
1.0775 |
|
0.618 |
1.0754 |
|
0.500 |
1.0748 |
|
0.382 |
1.0741 |
|
LOW |
1.0720 |
|
0.618 |
1.0686 |
|
1.000 |
1.0665 |
|
1.618 |
1.0631 |
|
2.618 |
1.0576 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0756 |
| PP |
1.0749 |
1.0755 |
| S1 |
1.0748 |
1.0754 |
|