CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0547 |
1.0628 |
0.0081 |
0.8% |
1.0204 |
| High |
1.0590 |
1.0634 |
0.0044 |
0.4% |
1.0581 |
| Low |
1.0531 |
1.0618 |
0.0088 |
0.8% |
1.0204 |
| Close |
1.0588 |
1.0618 |
0.0031 |
0.3% |
1.0583 |
| Range |
0.0060 |
0.0016 |
-0.0044 |
-73.1% |
0.0377 |
| ATR |
0.0095 |
0.0091 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
10 |
37 |
27 |
270.0% |
354 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0661 |
1.0627 |
|
| R3 |
1.0655 |
1.0645 |
1.0622 |
|
| R2 |
1.0639 |
1.0639 |
1.0621 |
|
| R1 |
1.0629 |
1.0629 |
1.0619 |
1.0626 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0622 |
| S1 |
1.0613 |
1.0613 |
1.0617 |
1.0610 |
| S2 |
1.0607 |
1.0607 |
1.0615 |
|
| S3 |
1.0591 |
1.0597 |
1.0614 |
|
| S4 |
1.0575 |
1.0581 |
1.0609 |
|
|
| 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 |
1.0702 |
|
2.618 |
1.0676 |
|
1.618 |
1.0660 |
|
1.000 |
1.0650 |
|
0.618 |
1.0644 |
|
HIGH |
1.0634 |
|
0.618 |
1.0628 |
|
0.500 |
1.0626 |
|
0.382 |
1.0624 |
|
LOW |
1.0618 |
|
0.618 |
1.0608 |
|
1.000 |
1.0602 |
|
1.618 |
1.0592 |
|
2.618 |
1.0576 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0606 |
| PP |
1.0623 |
1.0594 |
| S1 |
1.0621 |
1.0582 |
|