CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9886 |
0.9905 |
0.0020 |
0.2% |
0.9786 |
| High |
0.9921 |
0.9917 |
-0.0005 |
0.0% |
0.9856 |
| Low |
0.9857 |
0.9801 |
-0.0056 |
-0.6% |
0.9675 |
| Close |
0.9895 |
0.9810 |
-0.0085 |
-0.9% |
0.9770 |
| Range |
0.0064 |
0.0116 |
0.0052 |
80.5% |
0.0181 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
170,322 |
196,749 |
26,427 |
15.5% |
1,006,194 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0115 |
0.9874 |
|
| R3 |
1.0074 |
1.0000 |
0.9842 |
|
| R2 |
0.9958 |
0.9958 |
0.9831 |
|
| R1 |
0.9884 |
0.9884 |
0.9821 |
0.9863 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9832 |
| S1 |
0.9769 |
0.9769 |
0.9799 |
0.9748 |
| S2 |
0.9727 |
0.9727 |
0.9789 |
|
| S3 |
0.9612 |
0.9653 |
0.9778 |
|
| S4 |
0.9496 |
0.9538 |
0.9746 |
|
|
| 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% |
0.0119 |
1.2% |
55% |
False |
False |
204,196 |
| 10 |
0.9977 |
0.9675 |
0.0302 |
3.1% |
0.0107 |
1.1% |
45% |
False |
False |
194,951 |
| 20 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0129 |
1.3% |
47% |
False |
False |
243,075 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.9% |
0.0120 |
1.2% |
32% |
False |
False |
176,373 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0112 |
1.1% |
25% |
False |
False |
118,217 |
| 80 |
1.0744 |
0.9592 |
0.1152 |
11.7% |
0.0113 |
1.1% |
19% |
False |
False |
89,005 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0110 |
1.1% |
17% |
False |
False |
71,369 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0105 |
1.1% |
17% |
False |
False |
59,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0219 |
|
1.618 |
1.0103 |
|
1.000 |
1.0032 |
|
0.618 |
0.9988 |
|
HIGH |
0.9917 |
|
0.618 |
0.9872 |
|
0.500 |
0.9859 |
|
0.382 |
0.9845 |
|
LOW |
0.9801 |
|
0.618 |
0.9730 |
|
1.000 |
0.9686 |
|
1.618 |
0.9614 |
|
2.618 |
0.9499 |
|
4.250 |
0.9310 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9859 |
0.9844 |
| PP |
0.9843 |
0.9832 |
| S1 |
0.9826 |
0.9821 |
|