CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
0.9938 |
-0.0099 |
-1.0% |
0.9733 |
| High |
1.0049 |
0.9977 |
-0.0072 |
-0.7% |
0.9909 |
| Low |
0.9887 |
0.9838 |
-0.0050 |
-0.5% |
0.9592 |
| Close |
0.9947 |
0.9843 |
-0.0104 |
-1.0% |
0.9862 |
| Range |
0.0162 |
0.0140 |
-0.0023 |
-13.9% |
0.0317 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.4% |
0.0000 |
| Volume |
250,906 |
201,035 |
-49,871 |
-19.9% |
1,555,027 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0213 |
0.9919 |
|
| R3 |
1.0165 |
1.0073 |
0.9881 |
|
| R2 |
1.0025 |
1.0025 |
0.9868 |
|
| R1 |
0.9934 |
0.9934 |
0.9855 |
0.9910 |
| PP |
0.9886 |
0.9886 |
0.9886 |
0.9874 |
| S1 |
0.9794 |
0.9794 |
0.9830 |
0.9770 |
| S2 |
0.9746 |
0.9746 |
0.9817 |
|
| S3 |
0.9607 |
0.9655 |
0.9804 |
|
| S4 |
0.9467 |
0.9515 |
0.9766 |
|
|
| 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 |
0.9788 |
0.0267 |
2.7% |
0.0142 |
1.4% |
20% |
False |
False |
252,398 |
| 10 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0155 |
1.6% |
54% |
False |
False |
279,201 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0134 |
1.4% |
37% |
False |
False |
252,762 |
| 40 |
1.0460 |
0.9592 |
0.0868 |
8.8% |
0.0117 |
1.2% |
29% |
False |
False |
133,264 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0113 |
1.2% |
29% |
False |
False |
89,317 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.8% |
0.0113 |
1.1% |
22% |
False |
False |
67,252 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0108 |
1.1% |
19% |
False |
False |
53,902 |
| 120 |
1.1024 |
0.9592 |
0.1432 |
14.5% |
0.0102 |
1.0% |
17% |
False |
False |
44,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0342 |
|
1.618 |
1.0203 |
|
1.000 |
1.0117 |
|
0.618 |
1.0063 |
|
HIGH |
0.9977 |
|
0.618 |
0.9924 |
|
0.500 |
0.9907 |
|
0.382 |
0.9891 |
|
LOW |
0.9838 |
|
0.618 |
0.9751 |
|
1.000 |
0.9698 |
|
1.618 |
0.9612 |
|
2.618 |
0.9472 |
|
4.250 |
0.9245 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9907 |
0.9946 |
| PP |
0.9886 |
0.9912 |
| S1 |
0.9864 |
0.9877 |
|