CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9921 |
0.9915 |
-0.0006 |
-0.1% |
0.9768 |
| High |
0.9941 |
1.0018 |
0.0077 |
0.8% |
0.9921 |
| Low |
0.9848 |
0.9888 |
0.0040 |
0.4% |
0.9746 |
| Close |
0.9917 |
1.0000 |
0.0084 |
0.8% |
0.9887 |
| Range |
0.0093 |
0.0130 |
0.0037 |
40.0% |
0.0176 |
| ATR |
0.0119 |
0.0119 |
0.0001 |
0.7% |
0.0000 |
| Volume |
229,488 |
218,331 |
-11,157 |
-4.9% |
1,104,275 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0308 |
1.0071 |
|
| R3 |
1.0228 |
1.0179 |
1.0036 |
|
| R2 |
1.0098 |
1.0098 |
1.0024 |
|
| R1 |
1.0049 |
1.0049 |
1.0012 |
1.0074 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9981 |
| S1 |
0.9920 |
0.9920 |
0.9988 |
0.9944 |
| S2 |
0.9839 |
0.9839 |
0.9976 |
|
| S3 |
0.9710 |
0.9790 |
0.9964 |
|
| S4 |
0.9580 |
0.9661 |
0.9929 |
|
|
| 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 |
1.0018 |
0.9746 |
0.0272 |
2.7% |
0.0119 |
1.2% |
94% |
True |
False |
239,627 |
| 10 |
1.0018 |
0.9675 |
0.0343 |
3.4% |
0.0114 |
1.1% |
95% |
True |
False |
218,930 |
| 20 |
1.0055 |
0.9592 |
0.0463 |
4.6% |
0.0126 |
1.3% |
88% |
False |
False |
231,739 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.7% |
0.0121 |
1.2% |
61% |
False |
False |
200,771 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0113 |
1.1% |
47% |
False |
False |
134,838 |
| 80 |
1.0594 |
0.9592 |
0.1002 |
10.0% |
0.0114 |
1.1% |
41% |
False |
False |
101,491 |
| 100 |
1.0891 |
0.9592 |
0.1299 |
13.0% |
0.0111 |
1.1% |
31% |
False |
False |
81,367 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.2% |
0.0107 |
1.1% |
31% |
False |
False |
67,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0357 |
|
1.618 |
1.0227 |
|
1.000 |
1.0147 |
|
0.618 |
1.0098 |
|
HIGH |
1.0018 |
|
0.618 |
0.9968 |
|
0.500 |
0.9953 |
|
0.382 |
0.9937 |
|
LOW |
0.9888 |
|
0.618 |
0.9808 |
|
1.000 |
0.9759 |
|
1.618 |
0.9678 |
|
2.618 |
0.9549 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9984 |
0.9961 |
| PP |
0.9969 |
0.9921 |
| S1 |
0.9953 |
0.9882 |
|