CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0121 |
1.0004 |
-0.0117 |
-1.2% |
0.9921 |
| High |
1.0132 |
1.0035 |
-0.0097 |
-1.0% |
1.0132 |
| Low |
0.9995 |
0.9963 |
-0.0032 |
-0.3% |
0.9848 |
| Close |
1.0000 |
0.9992 |
-0.0008 |
-0.1% |
0.9992 |
| Range |
0.0137 |
0.0072 |
-0.0066 |
-47.8% |
0.0284 |
| ATR |
0.0122 |
0.0119 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
291,972 |
203,946 |
-88,026 |
-30.1% |
1,207,760 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0173 |
1.0031 |
|
| R3 |
1.0140 |
1.0102 |
1.0012 |
|
| R2 |
1.0068 |
1.0068 |
1.0005 |
|
| R1 |
1.0030 |
1.0030 |
0.9999 |
1.0013 |
| PP |
0.9997 |
0.9997 |
0.9997 |
0.9988 |
| S1 |
0.9959 |
0.9959 |
0.9985 |
0.9942 |
| S2 |
0.9925 |
0.9925 |
0.9979 |
|
| S3 |
0.9854 |
0.9887 |
0.9972 |
|
| S4 |
0.9782 |
0.9816 |
0.9953 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0700 |
1.0148 |
|
| R3 |
1.0558 |
1.0417 |
1.0070 |
|
| R2 |
1.0274 |
1.0274 |
1.0044 |
|
| R1 |
1.0133 |
1.0133 |
1.0018 |
1.0204 |
| PP |
0.9991 |
0.9991 |
0.9991 |
1.0026 |
| S1 |
0.9850 |
0.9850 |
0.9966 |
0.9920 |
| S2 |
0.9707 |
0.9707 |
0.9940 |
|
| S3 |
0.9424 |
0.9566 |
0.9914 |
|
| S4 |
0.9140 |
0.9283 |
0.9836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0132 |
0.9848 |
0.0284 |
2.8% |
0.0115 |
1.2% |
51% |
False |
False |
241,552 |
| 10 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0115 |
1.1% |
64% |
False |
False |
231,203 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0118 |
1.2% |
69% |
False |
False |
221,579 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.7% |
0.0122 |
1.2% |
59% |
False |
False |
219,089 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0114 |
1.1% |
46% |
False |
False |
147,435 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0113 |
1.1% |
46% |
False |
False |
110,941 |
| 100 |
1.0890 |
0.9592 |
0.1298 |
13.0% |
0.0112 |
1.1% |
31% |
False |
False |
88,961 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.2% |
0.0107 |
1.1% |
30% |
False |
False |
74,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0338 |
|
2.618 |
1.0222 |
|
1.618 |
1.0150 |
|
1.000 |
1.0106 |
|
0.618 |
1.0079 |
|
HIGH |
1.0035 |
|
0.618 |
1.0007 |
|
0.500 |
0.9999 |
|
0.382 |
0.9990 |
|
LOW |
0.9963 |
|
0.618 |
0.9919 |
|
1.000 |
0.9892 |
|
1.618 |
0.9847 |
|
2.618 |
0.9776 |
|
4.250 |
0.9659 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
1.0047 |
| PP |
0.9997 |
1.0029 |
| S1 |
0.9994 |
1.0010 |
|