CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
1.0007 |
0.0092 |
0.9% |
0.9768 |
| High |
1.0018 |
1.0129 |
0.0111 |
1.1% |
0.9921 |
| Low |
0.9888 |
0.9983 |
0.0095 |
1.0% |
0.9746 |
| Close |
1.0000 |
1.0121 |
0.0121 |
1.2% |
0.9887 |
| Range |
0.0130 |
0.0146 |
0.0016 |
12.4% |
0.0176 |
| ATR |
0.0119 |
0.0121 |
0.0002 |
1.6% |
0.0000 |
| Volume |
218,331 |
264,023 |
45,692 |
20.9% |
1,104,275 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0463 |
1.0201 |
|
| R3 |
1.0369 |
1.0318 |
1.0161 |
|
| R2 |
1.0223 |
1.0223 |
1.0148 |
|
| R1 |
1.0172 |
1.0172 |
1.0134 |
1.0198 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0090 |
| S1 |
1.0027 |
1.0027 |
1.0108 |
1.0052 |
| S2 |
0.9932 |
0.9932 |
1.0094 |
|
| S3 |
0.9787 |
0.9881 |
1.0081 |
|
| S4 |
0.9641 |
0.9736 |
1.0041 |
|
|
| 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 |
1.0129 |
0.9746 |
0.0383 |
3.8% |
0.0125 |
1.2% |
98% |
True |
False |
253,082 |
| 10 |
1.0129 |
0.9675 |
0.0454 |
4.5% |
0.0122 |
1.2% |
98% |
True |
False |
228,639 |
| 20 |
1.0129 |
0.9675 |
0.0454 |
4.5% |
0.0122 |
1.2% |
98% |
True |
False |
228,575 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.6% |
0.0123 |
1.2% |
79% |
False |
False |
207,163 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.6% |
0.0113 |
1.1% |
61% |
False |
False |
139,210 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.6% |
0.0113 |
1.1% |
61% |
False |
False |
104,766 |
| 100 |
1.0890 |
0.9592 |
0.1298 |
12.8% |
0.0112 |
1.1% |
41% |
False |
False |
84,006 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.0% |
0.0107 |
1.1% |
40% |
False |
False |
70,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0509 |
|
1.618 |
1.0364 |
|
1.000 |
1.0274 |
|
0.618 |
1.0218 |
|
HIGH |
1.0129 |
|
0.618 |
1.0073 |
|
0.500 |
1.0056 |
|
0.382 |
1.0039 |
|
LOW |
0.9983 |
|
0.618 |
0.9893 |
|
1.000 |
0.9838 |
|
1.618 |
0.9748 |
|
2.618 |
0.9602 |
|
4.250 |
0.9365 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0077 |
| PP |
1.0078 |
1.0033 |
| S1 |
1.0056 |
0.9988 |
|