CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0736 |
-0.0008 |
-0.1% |
1.0652 |
| High |
1.0769 |
1.0781 |
0.0012 |
0.1% |
1.0860 |
| Low |
1.0724 |
1.0703 |
-0.0021 |
-0.2% |
1.0652 |
| Close |
1.0741 |
1.0718 |
-0.0024 |
-0.2% |
1.0731 |
| Range |
0.0045 |
0.0078 |
0.0033 |
73.3% |
0.0208 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
468 |
654 |
186 |
39.7% |
3,539 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0921 |
1.0760 |
|
| R3 |
1.0890 |
1.0843 |
1.0739 |
|
| R2 |
1.0812 |
1.0812 |
1.0732 |
|
| R1 |
1.0765 |
1.0765 |
1.0725 |
1.0749 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0726 |
| S1 |
1.0687 |
1.0687 |
1.0710 |
1.0671 |
| S2 |
1.0656 |
1.0656 |
1.0703 |
|
| S3 |
1.0578 |
1.0609 |
1.0696 |
|
| S4 |
1.0500 |
1.0531 |
1.0675 |
|
|
| 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 |
1.0792 |
1.0703 |
0.0089 |
0.8% |
0.0059 |
0.6% |
16% |
False |
True |
460 |
| 10 |
1.0860 |
1.0652 |
0.0208 |
1.9% |
0.0077 |
0.7% |
31% |
False |
False |
541 |
| 20 |
1.0860 |
1.0478 |
0.0383 |
3.6% |
0.0080 |
0.7% |
63% |
False |
False |
740 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.8% |
0.0083 |
0.8% |
85% |
False |
False |
449 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0080 |
0.7% |
86% |
False |
False |
394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.0985 |
|
1.618 |
1.0907 |
|
1.000 |
1.0859 |
|
0.618 |
1.0829 |
|
HIGH |
1.0781 |
|
0.618 |
1.0751 |
|
0.500 |
1.0742 |
|
0.382 |
1.0733 |
|
LOW |
1.0703 |
|
0.618 |
1.0655 |
|
1.000 |
1.0625 |
|
1.618 |
1.0577 |
|
2.618 |
1.0499 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0742 |
| PP |
1.0734 |
1.0734 |
| S1 |
1.0726 |
1.0726 |
|