CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
1.0000 |
-0.0005 |
0.0% |
0.9921 |
| High |
1.0035 |
1.0001 |
-0.0034 |
-0.3% |
1.0132 |
| Low |
0.9963 |
0.9909 |
-0.0055 |
-0.5% |
0.9848 |
| Close |
0.9992 |
0.9924 |
-0.0069 |
-0.7% |
0.9992 |
| Range |
0.0072 |
0.0093 |
0.0021 |
29.4% |
0.0284 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
203,946 |
165,706 |
-38,240 |
-18.8% |
1,207,760 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0165 |
0.9974 |
|
| R3 |
1.0129 |
1.0073 |
0.9949 |
|
| R2 |
1.0037 |
1.0037 |
0.9940 |
|
| R1 |
0.9980 |
0.9980 |
0.9932 |
0.9962 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9935 |
| S1 |
0.9888 |
0.9888 |
0.9915 |
0.9870 |
| S2 |
0.9852 |
0.9852 |
0.9907 |
|
| S3 |
0.9759 |
0.9795 |
0.9898 |
|
| S4 |
0.9667 |
0.9703 |
0.9873 |
|
|
| 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 |
0.9888 |
0.0244 |
2.5% |
0.0115 |
1.2% |
15% |
False |
False |
228,795 |
| 10 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0111 |
1.1% |
46% |
False |
False |
229,410 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0118 |
1.2% |
54% |
False |
False |
219,397 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0122 |
1.2% |
49% |
False |
False |
222,964 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0114 |
1.1% |
38% |
False |
False |
150,175 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0113 |
1.1% |
38% |
False |
False |
112,997 |
| 100 |
1.0890 |
0.9592 |
0.1298 |
13.1% |
0.0113 |
1.1% |
26% |
False |
False |
90,615 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0108 |
1.1% |
25% |
False |
False |
75,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0243 |
|
1.618 |
1.0151 |
|
1.000 |
1.0094 |
|
0.618 |
1.0058 |
|
HIGH |
1.0001 |
|
0.618 |
0.9966 |
|
0.500 |
0.9955 |
|
0.382 |
0.9944 |
|
LOW |
0.9909 |
|
0.618 |
0.9851 |
|
1.000 |
0.9816 |
|
1.618 |
0.9759 |
|
2.618 |
0.9666 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9955 |
1.0020 |
| PP |
0.9944 |
0.9988 |
| S1 |
0.9934 |
0.9956 |
|