CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0540 |
1.0608 |
0.0068 |
0.6% |
1.0451 |
| High |
1.0540 |
1.0628 |
0.0088 |
0.8% |
1.0659 |
| Low |
1.0540 |
1.0608 |
0.0068 |
0.6% |
1.0451 |
| Close |
1.0540 |
1.0628 |
0.0088 |
0.8% |
1.0622 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0209 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.4% |
0.0000 |
| Volume |
20 |
14 |
-6 |
-30.0% |
235 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0680 |
1.0673 |
1.0638 |
|
| R3 |
1.0660 |
1.0654 |
1.0633 |
|
| R2 |
1.0641 |
1.0641 |
1.0631 |
|
| R1 |
1.0634 |
1.0634 |
1.0629 |
1.0637 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0623 |
| S1 |
1.0615 |
1.0615 |
1.0626 |
1.0618 |
| S2 |
1.0602 |
1.0602 |
1.0624 |
|
| S3 |
1.0582 |
1.0595 |
1.0622 |
|
| S4 |
1.0563 |
1.0576 |
1.0617 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1121 |
1.0736 |
|
| R3 |
1.0994 |
1.0912 |
1.0679 |
|
| R2 |
1.0786 |
1.0786 |
1.0660 |
|
| R1 |
1.0704 |
1.0704 |
1.0641 |
1.0745 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0598 |
| S1 |
1.0495 |
1.0495 |
1.0602 |
1.0536 |
| S2 |
1.0369 |
1.0369 |
1.0583 |
|
| S3 |
1.0160 |
1.0287 |
1.0564 |
|
| S4 |
0.9952 |
1.0078 |
1.0507 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0679 |
|
1.618 |
1.0659 |
|
1.000 |
1.0647 |
|
0.618 |
1.0640 |
|
HIGH |
1.0628 |
|
0.618 |
1.0620 |
|
0.500 |
1.0618 |
|
0.382 |
1.0615 |
|
LOW |
1.0608 |
|
0.618 |
1.0596 |
|
1.000 |
1.0589 |
|
1.618 |
1.0576 |
|
2.618 |
1.0557 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0618 |
| PP |
1.0621 |
1.0608 |
| S1 |
1.0618 |
1.0598 |
|