CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9768 |
0.9886 |
0.0118 |
1.2% |
0.9786 |
| High |
0.9899 |
0.9921 |
0.0023 |
0.2% |
0.9856 |
| Low |
0.9766 |
0.9857 |
0.0091 |
0.9% |
0.9675 |
| Close |
0.9894 |
0.9895 |
0.0001 |
0.0% |
0.9770 |
| Range |
0.0133 |
0.0064 |
-0.0069 |
-51.7% |
0.0181 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
183,633 |
170,322 |
-13,311 |
-7.2% |
1,006,194 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0053 |
0.9930 |
|
| R3 |
1.0019 |
0.9989 |
0.9912 |
|
| R2 |
0.9955 |
0.9955 |
0.9906 |
|
| R1 |
0.9925 |
0.9925 |
0.9900 |
0.9940 |
| PP |
0.9891 |
0.9891 |
0.9891 |
0.9898 |
| S1 |
0.9861 |
0.9861 |
0.9889 |
0.9876 |
| S2 |
0.9827 |
0.9827 |
0.9883 |
|
| S3 |
0.9763 |
0.9797 |
0.9877 |
|
| S4 |
0.9699 |
0.9733 |
0.9859 |
|
|
| 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 |
0.9921 |
0.9675 |
0.0246 |
2.5% |
0.0109 |
1.1% |
89% |
True |
False |
198,233 |
| 10 |
1.0049 |
0.9675 |
0.0374 |
3.8% |
0.0112 |
1.1% |
59% |
False |
False |
200,367 |
| 20 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0132 |
1.3% |
65% |
False |
False |
249,781 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0120 |
1.2% |
45% |
False |
False |
171,541 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0112 |
1.1% |
35% |
False |
False |
114,959 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.7% |
0.0112 |
1.1% |
26% |
False |
False |
86,551 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0109 |
1.1% |
23% |
False |
False |
69,403 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0104 |
1.1% |
23% |
False |
False |
57,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0193 |
|
2.618 |
1.0089 |
|
1.618 |
1.0025 |
|
1.000 |
0.9985 |
|
0.618 |
0.9961 |
|
HIGH |
0.9921 |
|
0.618 |
0.9897 |
|
0.500 |
0.9889 |
|
0.382 |
0.9881 |
|
LOW |
0.9857 |
|
0.618 |
0.9817 |
|
1.000 |
0.9793 |
|
1.618 |
0.9753 |
|
2.618 |
0.9689 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9893 |
0.9875 |
| PP |
0.9891 |
0.9856 |
| S1 |
0.9889 |
0.9837 |
|