CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0757 |
0.0034 |
0.3% |
1.0746 |
| High |
1.0754 |
1.0791 |
0.0038 |
0.3% |
1.0781 |
| Low |
1.0712 |
1.0750 |
0.0038 |
0.4% |
1.0703 |
| Close |
1.0744 |
1.0765 |
0.0022 |
0.2% |
1.0744 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-1.2% |
0.0078 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
143 |
357 |
214 |
149.7% |
1,929 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0892 |
1.0869 |
1.0788 |
|
| R3 |
1.0851 |
1.0828 |
1.0776 |
|
| R2 |
1.0810 |
1.0810 |
1.0773 |
|
| R1 |
1.0787 |
1.0787 |
1.0769 |
1.0799 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0774 |
| S1 |
1.0746 |
1.0746 |
1.0761 |
1.0758 |
| S2 |
1.0728 |
1.0728 |
1.0757 |
|
| S3 |
1.0687 |
1.0705 |
1.0754 |
|
| S4 |
1.0646 |
1.0664 |
1.0742 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0977 |
1.0938 |
1.0786 |
|
| R3 |
1.0899 |
1.0860 |
1.0765 |
|
| R2 |
1.0821 |
1.0821 |
1.0758 |
|
| R1 |
1.0782 |
1.0782 |
1.0751 |
1.0762 |
| PP |
1.0743 |
1.0743 |
1.0743 |
1.0733 |
| S1 |
1.0704 |
1.0704 |
1.0736 |
1.0684 |
| S2 |
1.0665 |
1.0665 |
1.0729 |
|
| S3 |
1.0587 |
1.0626 |
1.0722 |
|
| S4 |
1.0509 |
1.0548 |
1.0701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0791 |
1.0703 |
0.0088 |
0.8% |
0.0052 |
0.5% |
70% |
True |
False |
367 |
| 10 |
1.0860 |
1.0675 |
0.0185 |
1.7% |
0.0070 |
0.7% |
49% |
False |
False |
559 |
| 20 |
1.0860 |
1.0478 |
0.0383 |
3.6% |
0.0074 |
0.7% |
75% |
False |
False |
756 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.7% |
0.0080 |
0.7% |
90% |
False |
False |
458 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0077 |
0.7% |
91% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0965 |
|
2.618 |
1.0898 |
|
1.618 |
1.0857 |
|
1.000 |
1.0832 |
|
0.618 |
1.0816 |
|
HIGH |
1.0791 |
|
0.618 |
1.0775 |
|
0.500 |
1.0771 |
|
0.382 |
1.0766 |
|
LOW |
1.0750 |
|
0.618 |
1.0725 |
|
1.000 |
1.0709 |
|
1.618 |
1.0684 |
|
2.618 |
1.0643 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0759 |
| PP |
1.0769 |
1.0753 |
| S1 |
1.0767 |
1.0747 |
|