CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9842 |
0.9786 |
-0.0057 |
-0.6% |
0.9847 |
| High |
0.9867 |
0.9803 |
-0.0064 |
-0.6% |
1.0055 |
| Low |
0.9776 |
0.9730 |
-0.0046 |
-0.5% |
0.9776 |
| Close |
0.9786 |
0.9753 |
-0.0033 |
-0.3% |
0.9786 |
| Range |
0.0091 |
0.0073 |
-0.0018 |
-19.8% |
0.0279 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
191,581 |
179,155 |
-12,426 |
-6.5% |
1,113,354 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9940 |
0.9793 |
|
| R3 |
0.9908 |
0.9867 |
0.9773 |
|
| R2 |
0.9835 |
0.9835 |
0.9766 |
|
| R1 |
0.9794 |
0.9794 |
0.9760 |
0.9778 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9754 |
| S1 |
0.9721 |
0.9721 |
0.9746 |
0.9705 |
| S2 |
0.9689 |
0.9689 |
0.9740 |
|
| S3 |
0.9616 |
0.9648 |
0.9733 |
|
| S4 |
0.9543 |
0.9575 |
0.9713 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0525 |
0.9939 |
|
| R3 |
1.0429 |
1.0247 |
0.9862 |
|
| R2 |
1.0151 |
1.0151 |
0.9837 |
|
| R1 |
0.9968 |
0.9968 |
0.9811 |
0.9920 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9848 |
| S1 |
0.9690 |
0.9690 |
0.9760 |
0.9642 |
| S2 |
0.9594 |
0.9594 |
0.9734 |
|
| S3 |
0.9315 |
0.9411 |
0.9709 |
|
| S4 |
0.9037 |
0.9133 |
0.9632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0055 |
0.9730 |
0.0325 |
3.3% |
0.0132 |
1.4% |
7% |
False |
True |
216,633 |
| 10 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0137 |
1.4% |
35% |
False |
False |
250,086 |
| 20 |
1.0255 |
0.9592 |
0.0663 |
6.8% |
0.0129 |
1.3% |
24% |
False |
False |
263,050 |
| 40 |
1.0364 |
0.9592 |
0.0772 |
7.9% |
0.0117 |
1.2% |
21% |
False |
False |
142,483 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
9.0% |
0.0113 |
1.2% |
18% |
False |
False |
95,412 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.9% |
0.0112 |
1.2% |
14% |
False |
False |
71,856 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0108 |
1.1% |
12% |
False |
False |
57,605 |
| 120 |
1.1024 |
0.9592 |
0.1432 |
14.7% |
0.0103 |
1.1% |
11% |
False |
False |
48,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
0.9994 |
|
1.618 |
0.9921 |
|
1.000 |
0.9876 |
|
0.618 |
0.9848 |
|
HIGH |
0.9803 |
|
0.618 |
0.9775 |
|
0.500 |
0.9767 |
|
0.382 |
0.9758 |
|
LOW |
0.9730 |
|
0.618 |
0.9685 |
|
1.000 |
0.9657 |
|
1.618 |
0.9612 |
|
2.618 |
0.9539 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9854 |
| PP |
0.9762 |
0.9820 |
| S1 |
0.9758 |
0.9787 |
|