CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
1.0121 |
0.0115 |
1.1% |
0.9768 |
| High |
1.0129 |
1.0132 |
0.0003 |
0.0% |
0.9921 |
| Low |
0.9983 |
0.9995 |
0.0012 |
0.1% |
0.9746 |
| Close |
1.0121 |
1.0000 |
-0.0122 |
-1.2% |
0.9887 |
| Range |
0.0146 |
0.0137 |
-0.0009 |
-5.8% |
0.0176 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.9% |
0.0000 |
| Volume |
264,023 |
291,972 |
27,949 |
10.6% |
1,104,275 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0363 |
1.0075 |
|
| R3 |
1.0316 |
1.0226 |
1.0037 |
|
| R2 |
1.0179 |
1.0179 |
1.0025 |
|
| R1 |
1.0089 |
1.0089 |
1.0012 |
1.0066 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0030 |
| S1 |
0.9952 |
0.9952 |
0.9987 |
0.9929 |
| S2 |
0.9905 |
0.9905 |
0.9974 |
|
| S3 |
0.9768 |
0.9815 |
0.9962 |
|
| S4 |
0.9631 |
0.9678 |
0.9924 |
|
|
| 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 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0134 |
1.3% |
66% |
True |
False |
270,937 |
| 10 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0118 |
1.2% |
66% |
True |
False |
232,152 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0120 |
1.2% |
71% |
True |
False |
228,392 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.7% |
0.0124 |
1.2% |
61% |
False |
False |
214,276 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0114 |
1.1% |
47% |
False |
False |
144,059 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0113 |
1.1% |
47% |
False |
False |
108,403 |
| 100 |
1.0890 |
0.9592 |
0.1298 |
13.0% |
0.0112 |
1.1% |
31% |
False |
False |
86,923 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.2% |
0.0107 |
1.1% |
31% |
False |
False |
72,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0714 |
|
2.618 |
1.0490 |
|
1.618 |
1.0353 |
|
1.000 |
1.0269 |
|
0.618 |
1.0216 |
|
HIGH |
1.0132 |
|
0.618 |
1.0079 |
|
0.500 |
1.0063 |
|
0.382 |
1.0047 |
|
LOW |
0.9995 |
|
0.618 |
0.9910 |
|
1.000 |
0.9858 |
|
1.618 |
0.9773 |
|
2.618 |
0.9636 |
|
4.250 |
0.9412 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0063 |
1.0010 |
| PP |
1.0042 |
1.0006 |
| S1 |
1.0021 |
1.0003 |
|