CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9829 |
0.0013 |
0.1% |
0.9768 |
| High |
0.9888 |
0.9912 |
0.0024 |
0.2% |
0.9921 |
| Low |
0.9796 |
0.9746 |
-0.0051 |
-0.5% |
0.9746 |
| Close |
0.9826 |
0.9887 |
0.0061 |
0.6% |
0.9887 |
| Range |
0.0092 |
0.0166 |
0.0074 |
80.4% |
0.0176 |
| ATR |
0.0117 |
0.0121 |
0.0003 |
3.0% |
0.0000 |
| Volume |
202,698 |
350,873 |
148,175 |
73.1% |
1,104,275 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0283 |
0.9978 |
|
| R3 |
1.0180 |
1.0117 |
0.9933 |
|
| R2 |
1.0014 |
1.0014 |
0.9917 |
|
| R1 |
0.9951 |
0.9951 |
0.9902 |
0.9982 |
| PP |
0.9848 |
0.9848 |
0.9848 |
0.9864 |
| S1 |
0.9785 |
0.9785 |
0.9872 |
0.9816 |
| S2 |
0.9682 |
0.9682 |
0.9857 |
|
| S3 |
0.9516 |
0.9619 |
0.9841 |
|
| S4 |
0.9350 |
0.9453 |
0.9796 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0378 |
1.0308 |
0.9984 |
|
| R3 |
1.0202 |
1.0132 |
0.9935 |
|
| R2 |
1.0027 |
1.0027 |
0.9919 |
|
| R1 |
0.9957 |
0.9957 |
0.9903 |
0.9992 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9869 |
| S1 |
0.9781 |
0.9781 |
0.9871 |
0.9816 |
| S2 |
0.9676 |
0.9676 |
0.9855 |
|
| S3 |
0.9500 |
0.9606 |
0.9839 |
|
| S4 |
0.9325 |
0.9430 |
0.9790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9921 |
0.9746 |
0.0176 |
1.8% |
0.0114 |
1.2% |
81% |
False |
True |
220,855 |
| 10 |
0.9921 |
0.9675 |
0.0246 |
2.5% |
0.0110 |
1.1% |
86% |
False |
False |
211,046 |
| 20 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0128 |
1.3% |
64% |
False |
False |
238,942 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0122 |
1.2% |
44% |
False |
False |
189,967 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0112 |
1.1% |
34% |
False |
False |
127,400 |
| 80 |
1.0616 |
0.9592 |
0.1024 |
10.4% |
0.0113 |
1.1% |
29% |
False |
False |
95,912 |
| 100 |
1.0891 |
0.9592 |
0.1299 |
13.1% |
0.0111 |
1.1% |
23% |
False |
False |
76,894 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0106 |
1.1% |
22% |
False |
False |
64,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0346 |
|
1.618 |
1.0180 |
|
1.000 |
1.0078 |
|
0.618 |
1.0014 |
|
HIGH |
0.9912 |
|
0.618 |
0.9848 |
|
0.500 |
0.9829 |
|
0.382 |
0.9809 |
|
LOW |
0.9746 |
|
0.618 |
0.9643 |
|
1.000 |
0.9580 |
|
1.618 |
0.9477 |
|
2.618 |
0.9311 |
|
4.250 |
0.9040 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9868 |
0.9868 |
| PP |
0.9848 |
0.9850 |
| S1 |
0.9829 |
0.9831 |
|