CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9754 |
-0.0032 |
-0.3% |
0.9847 |
| High |
0.9803 |
0.9824 |
0.0021 |
0.2% |
1.0055 |
| Low |
0.9730 |
0.9719 |
-0.0012 |
-0.1% |
0.9776 |
| Close |
0.9753 |
0.9757 |
0.0004 |
0.0% |
0.9786 |
| Range |
0.0073 |
0.0105 |
0.0032 |
43.8% |
0.0279 |
| ATR |
0.0126 |
0.0124 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
179,155 |
189,825 |
10,670 |
6.0% |
1,113,354 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0024 |
0.9814 |
|
| R3 |
0.9976 |
0.9919 |
0.9785 |
|
| R2 |
0.9871 |
0.9871 |
0.9776 |
|
| R1 |
0.9814 |
0.9814 |
0.9766 |
0.9843 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9781 |
| S1 |
0.9709 |
0.9709 |
0.9747 |
0.9738 |
| S2 |
0.9661 |
0.9661 |
0.9737 |
|
| S3 |
0.9556 |
0.9604 |
0.9728 |
|
| S4 |
0.9451 |
0.9499 |
0.9699 |
|
|
| 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 |
1.0049 |
0.9719 |
0.0331 |
3.4% |
0.0114 |
1.2% |
11% |
False |
True |
202,500 |
| 10 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0138 |
1.4% |
36% |
False |
False |
244,548 |
| 20 |
1.0117 |
0.9592 |
0.0525 |
5.4% |
0.0124 |
1.3% |
31% |
False |
False |
263,545 |
| 40 |
1.0294 |
0.9592 |
0.0702 |
7.2% |
0.0117 |
1.2% |
23% |
False |
False |
147,195 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0113 |
1.2% |
19% |
False |
False |
98,561 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.9% |
0.0111 |
1.1% |
14% |
False |
False |
74,209 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0108 |
1.1% |
12% |
False |
False |
59,501 |
| 120 |
1.1010 |
0.9592 |
0.1418 |
14.5% |
0.0103 |
1.1% |
12% |
False |
False |
49,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0098 |
|
1.618 |
0.9993 |
|
1.000 |
0.9929 |
|
0.618 |
0.9888 |
|
HIGH |
0.9824 |
|
0.618 |
0.9783 |
|
0.500 |
0.9771 |
|
0.382 |
0.9759 |
|
LOW |
0.9719 |
|
0.618 |
0.9654 |
|
1.000 |
0.9614 |
|
1.618 |
0.9549 |
|
2.618 |
0.9444 |
|
4.250 |
0.9272 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9793 |
| PP |
0.9766 |
0.9781 |
| S1 |
0.9761 |
0.9769 |
|