CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0395 |
0.0144 |
1.4% |
1.0204 |
| High |
1.0433 |
1.0581 |
0.0148 |
1.4% |
1.0581 |
| Low |
1.0251 |
1.0395 |
0.0144 |
1.4% |
1.0204 |
| Close |
1.0404 |
1.0583 |
0.0180 |
1.7% |
1.0583 |
| Range |
0.0182 |
0.0186 |
0.0004 |
1.9% |
0.0377 |
| ATR |
0.0096 |
0.0102 |
0.0006 |
6.7% |
0.0000 |
| Volume |
19 |
39 |
20 |
105.3% |
354 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.1015 |
1.0685 |
|
| R3 |
1.0891 |
1.0830 |
1.0634 |
|
| R2 |
1.0705 |
1.0705 |
1.0617 |
|
| R1 |
1.0644 |
1.0644 |
1.0600 |
1.0675 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0535 |
| S1 |
1.0459 |
1.0459 |
1.0566 |
1.0489 |
| S2 |
1.0334 |
1.0334 |
1.0549 |
|
| S3 |
1.0149 |
1.0273 |
1.0532 |
|
| S4 |
0.9963 |
1.0088 |
1.0481 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1462 |
1.0790 |
|
| R3 |
1.1210 |
1.1085 |
1.0687 |
|
| R2 |
1.0833 |
1.0833 |
1.0652 |
|
| R1 |
1.0708 |
1.0708 |
1.0618 |
1.0770 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0487 |
| S1 |
1.0331 |
1.0331 |
1.0548 |
1.0393 |
| S2 |
1.0079 |
1.0079 |
1.0514 |
|
| S3 |
0.9702 |
0.9954 |
1.0479 |
|
| S4 |
0.9325 |
0.9577 |
1.0376 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1066 |
|
1.618 |
1.0881 |
|
1.000 |
1.0766 |
|
0.618 |
1.0695 |
|
HIGH |
1.0581 |
|
0.618 |
1.0510 |
|
0.500 |
1.0488 |
|
0.382 |
1.0466 |
|
LOW |
1.0395 |
|
0.618 |
1.0280 |
|
1.000 |
1.0210 |
|
1.618 |
1.0095 |
|
2.618 |
0.9909 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0551 |
1.0524 |
| PP |
1.0520 |
1.0465 |
| S1 |
1.0488 |
1.0406 |
|