CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0743 |
0.0009 |
0.1% |
1.0652 |
| High |
1.0775 |
1.0769 |
-0.0006 |
-0.1% |
1.0860 |
| Low |
1.0720 |
1.0724 |
0.0004 |
0.0% |
1.0652 |
| Close |
1.0753 |
1.0741 |
-0.0012 |
-0.1% |
1.0731 |
| Range |
0.0055 |
0.0045 |
-0.0010 |
-18.2% |
0.0208 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
215 |
468 |
253 |
117.7% |
3,539 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0855 |
1.0766 |
|
| R3 |
1.0835 |
1.0810 |
1.0753 |
|
| R2 |
1.0790 |
1.0790 |
1.0749 |
|
| R1 |
1.0765 |
1.0765 |
1.0745 |
1.0755 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0740 |
| S1 |
1.0720 |
1.0720 |
1.0737 |
1.0710 |
| S2 |
1.0700 |
1.0700 |
1.0733 |
|
| S3 |
1.0655 |
1.0675 |
1.0729 |
|
| S4 |
1.0610 |
1.0630 |
1.0716 |
|
|
| 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% |
0.0069 |
0.6% |
15% |
False |
False |
465 |
| 10 |
1.0860 |
1.0638 |
0.0222 |
2.1% |
0.0076 |
0.7% |
46% |
False |
False |
592 |
| 20 |
1.0860 |
1.0478 |
0.0383 |
3.6% |
0.0080 |
0.7% |
69% |
False |
False |
712 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.8% |
0.0082 |
0.8% |
87% |
False |
False |
435 |
| 60 |
1.0860 |
0.9725 |
0.1135 |
10.6% |
0.0082 |
0.8% |
90% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0960 |
|
2.618 |
1.0887 |
|
1.618 |
1.0842 |
|
1.000 |
1.0814 |
|
0.618 |
1.0797 |
|
HIGH |
1.0769 |
|
0.618 |
1.0752 |
|
0.500 |
1.0747 |
|
0.382 |
1.0741 |
|
LOW |
1.0724 |
|
0.618 |
1.0696 |
|
1.000 |
1.0679 |
|
1.618 |
1.0651 |
|
2.618 |
1.0606 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0747 |
1.0749 |
| PP |
1.0745 |
1.0746 |
| S1 |
1.0743 |
1.0744 |
|