CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9829 |
0.9921 |
0.0092 |
0.9% |
0.9768 |
| High |
0.9912 |
0.9941 |
0.0029 |
0.3% |
0.9921 |
| Low |
0.9746 |
0.9848 |
0.0103 |
1.1% |
0.9746 |
| Close |
0.9887 |
0.9917 |
0.0030 |
0.3% |
0.9887 |
| Range |
0.0166 |
0.0093 |
-0.0074 |
-44.3% |
0.0176 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
350,873 |
229,488 |
-121,385 |
-34.6% |
1,104,275 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0140 |
0.9967 |
|
| R3 |
1.0087 |
1.0048 |
0.9942 |
|
| R2 |
0.9994 |
0.9994 |
0.9933 |
|
| R1 |
0.9955 |
0.9955 |
0.9925 |
0.9929 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9888 |
| S1 |
0.9863 |
0.9863 |
0.9908 |
0.9836 |
| S2 |
0.9809 |
0.9809 |
0.9900 |
|
| S3 |
0.9717 |
0.9770 |
0.9891 |
|
| S4 |
0.9624 |
0.9678 |
0.9866 |
|
|
| 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 |
0.9941 |
0.9746 |
0.0195 |
2.0% |
0.0106 |
1.1% |
88% |
True |
False |
230,026 |
| 10 |
0.9941 |
0.9675 |
0.0266 |
2.7% |
0.0112 |
1.1% |
91% |
True |
False |
216,080 |
| 20 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0124 |
1.3% |
70% |
False |
False |
233,083 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0121 |
1.2% |
48% |
False |
False |
195,490 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0112 |
1.1% |
37% |
False |
False |
131,214 |
| 80 |
1.0615 |
0.9592 |
0.1023 |
10.3% |
0.0113 |
1.1% |
32% |
False |
False |
98,770 |
| 100 |
1.0891 |
0.9592 |
0.1299 |
13.1% |
0.0110 |
1.1% |
25% |
False |
False |
79,185 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0106 |
1.1% |
25% |
False |
False |
66,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0334 |
|
2.618 |
1.0183 |
|
1.618 |
1.0090 |
|
1.000 |
1.0033 |
|
0.618 |
0.9998 |
|
HIGH |
0.9941 |
|
0.618 |
0.9905 |
|
0.500 |
0.9894 |
|
0.382 |
0.9883 |
|
LOW |
0.9848 |
|
0.618 |
0.9791 |
|
1.000 |
0.9756 |
|
1.618 |
0.9698 |
|
2.618 |
0.9606 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9909 |
0.9892 |
| PP |
0.9902 |
0.9868 |
| S1 |
0.9894 |
0.9843 |
|