CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9879 |
0.0087 |
0.9% |
0.9733 |
| High |
0.9871 |
0.9909 |
0.0038 |
0.4% |
0.9909 |
| Low |
0.9690 |
0.9788 |
0.0098 |
1.0% |
0.9592 |
| Close |
0.9847 |
0.9862 |
0.0015 |
0.2% |
0.9862 |
| Range |
0.0181 |
0.0121 |
-0.0061 |
-33.4% |
0.0317 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
295,624 |
340,217 |
44,593 |
15.1% |
1,555,027 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0158 |
0.9928 |
|
| R3 |
1.0094 |
1.0038 |
0.9895 |
|
| R2 |
0.9973 |
0.9973 |
0.9884 |
|
| R1 |
0.9917 |
0.9917 |
0.9873 |
0.9885 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9837 |
| S1 |
0.9797 |
0.9797 |
0.9850 |
0.9765 |
| S2 |
0.9732 |
0.9732 |
0.9839 |
|
| S3 |
0.9612 |
0.9676 |
0.9828 |
|
| S4 |
0.9491 |
0.9556 |
0.9795 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0616 |
1.0036 |
|
| R3 |
1.0420 |
1.0299 |
0.9949 |
|
| R2 |
1.0104 |
1.0104 |
0.9920 |
|
| R1 |
0.9983 |
0.9983 |
0.9891 |
1.0043 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9818 |
| S1 |
0.9666 |
0.9666 |
0.9832 |
0.9727 |
| S2 |
0.9471 |
0.9471 |
0.9803 |
|
| S3 |
0.9154 |
0.9350 |
0.9774 |
|
| S4 |
0.8838 |
0.9033 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9909 |
0.9592 |
0.0317 |
3.2% |
0.0156 |
1.6% |
85% |
True |
False |
311,005 |
| 10 |
1.0117 |
0.9592 |
0.0525 |
5.3% |
0.0139 |
1.4% |
51% |
False |
False |
287,198 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0127 |
1.3% |
40% |
False |
False |
216,600 |
| 40 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0112 |
1.1% |
31% |
False |
False |
110,363 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0111 |
1.1% |
31% |
False |
False |
74,062 |
| 80 |
1.0890 |
0.9592 |
0.1298 |
13.2% |
0.0111 |
1.1% |
21% |
False |
False |
55,807 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0105 |
1.1% |
20% |
False |
False |
44,692 |
| 120 |
1.1076 |
0.9592 |
0.1484 |
15.0% |
0.0098 |
1.0% |
18% |
False |
False |
37,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0224 |
|
1.618 |
1.0103 |
|
1.000 |
1.0029 |
|
0.618 |
0.9983 |
|
HIGH |
0.9909 |
|
0.618 |
0.9862 |
|
0.500 |
0.9848 |
|
0.382 |
0.9834 |
|
LOW |
0.9788 |
|
0.618 |
0.9714 |
|
1.000 |
0.9668 |
|
1.618 |
0.9593 |
|
2.618 |
0.9473 |
|
4.250 |
0.9276 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9824 |
| PP |
0.9853 |
0.9787 |
| S1 |
0.9848 |
0.9750 |
|