CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9826 |
0.0074 |
0.8% |
0.9786 |
| High |
0.9854 |
0.9856 |
0.0002 |
0.0% |
0.9856 |
| Low |
0.9675 |
0.9754 |
0.0079 |
0.8% |
0.9675 |
| Close |
0.9834 |
0.9770 |
-0.0064 |
-0.7% |
0.9770 |
| Range |
0.0179 |
0.0102 |
-0.0077 |
-42.9% |
0.0181 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
256,844 |
213,435 |
-43,409 |
-16.9% |
1,006,194 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0099 |
1.0037 |
0.9826 |
|
| R3 |
0.9997 |
0.9935 |
0.9798 |
|
| R2 |
0.9895 |
0.9895 |
0.9789 |
|
| R1 |
0.9833 |
0.9833 |
0.9779 |
0.9813 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9783 |
| S1 |
0.9731 |
0.9731 |
0.9761 |
0.9711 |
| S2 |
0.9691 |
0.9691 |
0.9751 |
|
| S3 |
0.9589 |
0.9629 |
0.9742 |
|
| S4 |
0.9487 |
0.9527 |
0.9714 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0220 |
0.9869 |
|
| R3 |
1.0128 |
1.0039 |
0.9820 |
|
| R2 |
0.9947 |
0.9947 |
0.9803 |
|
| R1 |
0.9859 |
0.9859 |
0.9787 |
0.9813 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9744 |
| S1 |
0.9678 |
0.9678 |
0.9753 |
0.9632 |
| S2 |
0.9586 |
0.9586 |
0.9737 |
|
| S3 |
0.9406 |
0.9498 |
0.9720 |
|
| S4 |
0.9225 |
0.9317 |
0.9671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9856 |
0.9675 |
0.0181 |
1.8% |
0.0105 |
1.1% |
53% |
True |
False |
201,238 |
| 10 |
1.0055 |
0.9675 |
0.0380 |
3.9% |
0.0121 |
1.2% |
25% |
False |
False |
211,954 |
| 20 |
1.0117 |
0.9592 |
0.0525 |
5.4% |
0.0130 |
1.3% |
34% |
False |
False |
249,576 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.9% |
0.0120 |
1.2% |
26% |
False |
False |
162,888 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0112 |
1.1% |
20% |
False |
False |
109,103 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.9% |
0.0111 |
1.1% |
15% |
False |
False |
82,152 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0109 |
1.1% |
14% |
False |
False |
65,869 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0104 |
1.1% |
14% |
False |
False |
54,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0289 |
|
2.618 |
1.0123 |
|
1.618 |
1.0021 |
|
1.000 |
0.9958 |
|
0.618 |
0.9919 |
|
HIGH |
0.9856 |
|
0.618 |
0.9817 |
|
0.500 |
0.9805 |
|
0.382 |
0.9792 |
|
LOW |
0.9754 |
|
0.618 |
0.9690 |
|
1.000 |
0.9652 |
|
1.618 |
0.9588 |
|
2.618 |
0.9486 |
|
4.250 |
0.9320 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9805 |
0.9768 |
| PP |
0.9793 |
0.9767 |
| S1 |
0.9782 |
0.9765 |
|