CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9847 |
0.9878 |
0.0031 |
0.3% |
0.9733 |
| High |
0.9899 |
1.0055 |
0.0156 |
1.6% |
0.9909 |
| Low |
0.9807 |
0.9860 |
0.0053 |
0.5% |
0.9592 |
| Close |
0.9871 |
1.0053 |
0.0182 |
1.8% |
0.9862 |
| Range |
0.0092 |
0.0195 |
0.0103 |
112.0% |
0.0317 |
| ATR |
0.0125 |
0.0130 |
0.0005 |
4.0% |
0.0000 |
| Volume |
209,344 |
260,488 |
51,144 |
24.4% |
1,555,027 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0508 |
1.0160 |
|
| R3 |
1.0379 |
1.0313 |
1.0106 |
|
| R2 |
1.0184 |
1.0184 |
1.0088 |
|
| R1 |
1.0118 |
1.0118 |
1.0070 |
1.0151 |
| PP |
0.9989 |
0.9989 |
0.9989 |
1.0005 |
| S1 |
0.9923 |
0.9923 |
1.0035 |
0.9956 |
| S2 |
0.9794 |
0.9794 |
1.0017 |
|
| S3 |
0.9599 |
0.9728 |
0.9999 |
|
| S4 |
0.9404 |
0.9533 |
0.9945 |
|
|
| 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 |
1.0055 |
0.9592 |
0.0463 |
4.6% |
0.0161 |
1.6% |
100% |
True |
False |
286,596 |
| 10 |
1.0055 |
0.9592 |
0.0463 |
4.6% |
0.0152 |
1.5% |
100% |
True |
False |
299,195 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.7% |
0.0131 |
1.3% |
68% |
False |
False |
237,399 |
| 40 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0115 |
1.1% |
53% |
False |
False |
122,033 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0112 |
1.1% |
53% |
False |
False |
81,843 |
| 80 |
1.0762 |
0.9592 |
0.1170 |
11.6% |
0.0112 |
1.1% |
39% |
False |
False |
61,638 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.1% |
0.0107 |
1.1% |
35% |
False |
False |
49,387 |
| 120 |
1.1076 |
0.9592 |
0.1484 |
14.8% |
0.0100 |
1.0% |
31% |
False |
False |
41,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0565 |
|
1.618 |
1.0370 |
|
1.000 |
1.0250 |
|
0.618 |
1.0175 |
|
HIGH |
1.0055 |
|
0.618 |
0.9980 |
|
0.500 |
0.9957 |
|
0.382 |
0.9934 |
|
LOW |
0.9860 |
|
0.618 |
0.9739 |
|
1.000 |
0.9665 |
|
1.618 |
0.9544 |
|
2.618 |
0.9349 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0009 |
| PP |
0.9989 |
0.9965 |
| S1 |
0.9957 |
0.9921 |
|