CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9768 |
-0.0059 |
-0.6% |
0.9786 |
| High |
0.9856 |
0.9899 |
0.0043 |
0.4% |
0.9856 |
| Low |
0.9754 |
0.9766 |
0.0013 |
0.1% |
0.9675 |
| Close |
0.9770 |
0.9894 |
0.0124 |
1.3% |
0.9770 |
| Range |
0.0102 |
0.0133 |
0.0031 |
29.9% |
0.0181 |
| ATR |
0.0123 |
0.0123 |
0.0001 |
0.6% |
0.0000 |
| Volume |
213,435 |
183,633 |
-29,802 |
-14.0% |
1,006,194 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0204 |
0.9966 |
|
| R3 |
1.0118 |
1.0072 |
0.9930 |
|
| R2 |
0.9985 |
0.9985 |
0.9918 |
|
| R1 |
0.9939 |
0.9939 |
0.9906 |
0.9962 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9864 |
| S1 |
0.9807 |
0.9807 |
0.9881 |
0.9830 |
| S2 |
0.9720 |
0.9720 |
0.9869 |
|
| S3 |
0.9588 |
0.9674 |
0.9857 |
|
| S4 |
0.9455 |
0.9542 |
0.9821 |
|
|
| 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 |
0.9899 |
0.9675 |
0.0224 |
2.3% |
0.0117 |
1.2% |
98% |
True |
False |
202,134 |
| 10 |
1.0055 |
0.9675 |
0.0380 |
3.8% |
0.0125 |
1.3% |
58% |
False |
False |
209,383 |
| 20 |
1.0117 |
0.9592 |
0.0525 |
5.3% |
0.0133 |
1.3% |
57% |
False |
False |
251,523 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0121 |
1.2% |
45% |
False |
False |
167,410 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0112 |
1.1% |
35% |
False |
False |
112,128 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.7% |
0.0112 |
1.1% |
26% |
False |
False |
84,443 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0109 |
1.1% |
23% |
False |
False |
67,703 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0105 |
1.1% |
23% |
False |
False |
56,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0245 |
|
1.618 |
1.0113 |
|
1.000 |
1.0031 |
|
0.618 |
0.9980 |
|
HIGH |
0.9899 |
|
0.618 |
0.9848 |
|
0.500 |
0.9832 |
|
0.382 |
0.9817 |
|
LOW |
0.9766 |
|
0.618 |
0.9684 |
|
1.000 |
0.9634 |
|
1.618 |
0.9552 |
|
2.618 |
0.9419 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9873 |
0.9858 |
| PP |
0.9853 |
0.9822 |
| S1 |
0.9832 |
0.9787 |
|