CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9879 |
0.9847 |
-0.0032 |
-0.3% |
0.9733 |
| High |
0.9909 |
0.9899 |
-0.0010 |
-0.1% |
0.9909 |
| Low |
0.9788 |
0.9807 |
0.0019 |
0.2% |
0.9592 |
| Close |
0.9862 |
0.9871 |
0.0010 |
0.1% |
0.9862 |
| Range |
0.0121 |
0.0092 |
-0.0029 |
-23.7% |
0.0317 |
| ATR |
0.0127 |
0.0125 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
340,217 |
209,344 |
-130,873 |
-38.5% |
1,555,027 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0135 |
1.0095 |
0.9922 |
|
| R3 |
1.0043 |
1.0003 |
0.9896 |
|
| R2 |
0.9951 |
0.9951 |
0.9888 |
|
| R1 |
0.9911 |
0.9911 |
0.9879 |
0.9931 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9869 |
| S1 |
0.9819 |
0.9819 |
0.9863 |
0.9839 |
| S2 |
0.9767 |
0.9767 |
0.9854 |
|
| S3 |
0.9675 |
0.9727 |
0.9846 |
|
| S4 |
0.9583 |
0.9635 |
0.9820 |
|
|
| 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% |
0.0142 |
1.4% |
88% |
False |
False |
283,539 |
| 10 |
1.0117 |
0.9592 |
0.0525 |
5.3% |
0.0142 |
1.4% |
53% |
False |
False |
293,662 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0127 |
1.3% |
41% |
False |
False |
226,532 |
| 40 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0112 |
1.1% |
32% |
False |
False |
115,564 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0111 |
1.1% |
32% |
False |
False |
77,531 |
| 80 |
1.0890 |
0.9592 |
0.1298 |
13.1% |
0.0111 |
1.1% |
22% |
False |
False |
58,420 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0106 |
1.1% |
21% |
False |
False |
46,786 |
| 120 |
1.1076 |
0.9592 |
0.1484 |
15.0% |
0.0099 |
1.0% |
19% |
False |
False |
39,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0139 |
|
1.618 |
1.0047 |
|
1.000 |
0.9991 |
|
0.618 |
0.9955 |
|
HIGH |
0.9899 |
|
0.618 |
0.9863 |
|
0.500 |
0.9853 |
|
0.382 |
0.9842 |
|
LOW |
0.9807 |
|
0.618 |
0.9750 |
|
1.000 |
0.9715 |
|
1.618 |
0.9658 |
|
2.618 |
0.9566 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9865 |
0.9847 |
| PP |
0.9859 |
0.9823 |
| S1 |
0.9853 |
0.9799 |
|