CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0838 |
0.0069 |
0.6% |
1.0776 |
| High |
1.0874 |
1.0898 |
0.0025 |
0.2% |
1.0793 |
| Low |
1.0769 |
1.0838 |
0.0069 |
0.6% |
1.0676 |
| Close |
1.0839 |
1.0866 |
0.0027 |
0.2% |
1.0752 |
| Range |
0.0105 |
0.0061 |
-0.0045 |
-42.4% |
0.0117 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
116 |
39 |
-77 |
-66.4% |
1,058 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.1018 |
1.0899 |
|
| R3 |
1.0988 |
1.0957 |
1.0882 |
|
| R2 |
1.0928 |
1.0928 |
1.0877 |
|
| R1 |
1.0897 |
1.0897 |
1.0871 |
1.0912 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0875 |
| S1 |
1.0836 |
1.0836 |
1.0860 |
1.0852 |
| S2 |
1.0807 |
1.0807 |
1.0854 |
|
| S3 |
1.0746 |
1.0776 |
1.0849 |
|
| S4 |
1.0686 |
1.0715 |
1.0832 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1037 |
1.0816 |
|
| R3 |
1.0973 |
1.0921 |
1.0784 |
|
| R2 |
1.0857 |
1.0857 |
1.0773 |
|
| R1 |
1.0804 |
1.0804 |
1.0762 |
1.0772 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0724 |
| S1 |
1.0688 |
1.0688 |
1.0741 |
1.0656 |
| S2 |
1.0624 |
1.0624 |
1.0730 |
|
| S3 |
1.0507 |
1.0571 |
1.0719 |
|
| S4 |
1.0391 |
1.0455 |
1.0687 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1056 |
|
1.618 |
1.0996 |
|
1.000 |
1.0959 |
|
0.618 |
1.0935 |
|
HIGH |
1.0898 |
|
0.618 |
1.0875 |
|
0.500 |
1.0868 |
|
0.382 |
1.0861 |
|
LOW |
1.0838 |
|
0.618 |
1.0800 |
|
1.000 |
1.0777 |
|
1.618 |
1.0740 |
|
2.618 |
1.0679 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0868 |
1.0848 |
| PP |
1.0867 |
1.0831 |
| S1 |
1.0866 |
1.0814 |
|