CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0757 |
1.0748 |
-0.0009 |
-0.1% |
1.0746 |
| High |
1.0791 |
1.0782 |
-0.0010 |
-0.1% |
1.0781 |
| Low |
1.0750 |
1.0735 |
-0.0015 |
-0.1% |
1.0703 |
| Close |
1.0765 |
1.0738 |
-0.0027 |
-0.3% |
1.0744 |
| Range |
0.0041 |
0.0047 |
0.0006 |
13.4% |
0.0078 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
357 |
279 |
-78 |
-21.8% |
1,929 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0861 |
1.0764 |
|
| R3 |
1.0845 |
1.0815 |
1.0751 |
|
| R2 |
1.0798 |
1.0798 |
1.0747 |
|
| R1 |
1.0768 |
1.0768 |
1.0742 |
1.0760 |
| PP |
1.0752 |
1.0752 |
1.0752 |
1.0747 |
| S1 |
1.0722 |
1.0722 |
1.0734 |
1.0713 |
| S2 |
1.0705 |
1.0705 |
1.0729 |
|
| S3 |
1.0659 |
1.0675 |
1.0725 |
|
| S4 |
1.0612 |
1.0629 |
1.0712 |
|
|
| 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% |
0.0050 |
0.5% |
40% |
False |
False |
380 |
| 10 |
1.0860 |
1.0703 |
0.0157 |
1.5% |
0.0062 |
0.6% |
22% |
False |
False |
400 |
| 20 |
1.0860 |
1.0500 |
0.0360 |
3.4% |
0.0075 |
0.7% |
66% |
False |
False |
762 |
| 40 |
1.0860 |
0.9920 |
0.0941 |
8.8% |
0.0081 |
0.8% |
87% |
False |
False |
463 |
| 60 |
1.0860 |
0.9826 |
0.1034 |
9.6% |
0.0077 |
0.7% |
88% |
False |
False |
405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0903 |
|
1.618 |
1.0857 |
|
1.000 |
1.0828 |
|
0.618 |
1.0810 |
|
HIGH |
1.0782 |
|
0.618 |
1.0764 |
|
0.500 |
1.0758 |
|
0.382 |
1.0753 |
|
LOW |
1.0735 |
|
0.618 |
1.0706 |
|
1.000 |
1.0689 |
|
1.618 |
1.0660 |
|
2.618 |
1.0613 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0758 |
1.0752 |
| PP |
1.0752 |
1.0747 |
| S1 |
1.0745 |
1.0743 |
|