CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
1.0036 |
0.0159 |
1.6% |
0.9733 |
| High |
1.0055 |
1.0049 |
-0.0006 |
-0.1% |
0.9909 |
| Low |
0.9860 |
0.9887 |
0.0028 |
0.3% |
0.9592 |
| Close |
1.0053 |
0.9947 |
-0.0106 |
-1.1% |
0.9862 |
| Range |
0.0195 |
0.0162 |
-0.0033 |
-16.9% |
0.0317 |
| ATR |
0.0130 |
0.0132 |
0.0003 |
2.0% |
0.0000 |
| Volume |
260,488 |
250,906 |
-9,582 |
-3.7% |
1,555,027 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0359 |
1.0036 |
|
| R3 |
1.0285 |
1.0197 |
0.9991 |
|
| R2 |
1.0123 |
1.0123 |
0.9976 |
|
| R1 |
1.0035 |
1.0035 |
0.9961 |
0.9998 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9942 |
| S1 |
0.9873 |
0.9873 |
0.9932 |
0.9836 |
| S2 |
0.9799 |
0.9799 |
0.9917 |
|
| S3 |
0.9637 |
0.9711 |
0.9902 |
|
| S4 |
0.9475 |
0.9549 |
0.9857 |
|
|
| 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 |
0.9690 |
0.0365 |
3.7% |
0.0150 |
1.5% |
70% |
False |
False |
271,315 |
| 10 |
1.0055 |
0.9592 |
0.0463 |
4.6% |
0.0152 |
1.5% |
77% |
False |
False |
291,199 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0132 |
1.3% |
53% |
False |
False |
246,435 |
| 40 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0118 |
1.2% |
41% |
False |
False |
128,284 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0113 |
1.1% |
41% |
False |
False |
86,012 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.6% |
0.0112 |
1.1% |
31% |
False |
False |
64,759 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0107 |
1.1% |
27% |
False |
False |
51,893 |
| 120 |
1.1076 |
0.9592 |
0.1484 |
14.9% |
0.0102 |
1.0% |
24% |
False |
False |
43,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0473 |
|
1.618 |
1.0311 |
|
1.000 |
1.0211 |
|
0.618 |
1.0149 |
|
HIGH |
1.0049 |
|
0.618 |
0.9987 |
|
0.500 |
0.9968 |
|
0.382 |
0.9949 |
|
LOW |
0.9887 |
|
0.618 |
0.9787 |
|
1.000 |
0.9725 |
|
1.618 |
0.9625 |
|
2.618 |
0.9463 |
|
4.250 |
0.9199 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9941 |
| PP |
0.9961 |
0.9936 |
| S1 |
0.9954 |
0.9931 |
|