CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
0.9917 |
-0.0083 |
-0.8% |
0.9921 |
| High |
1.0001 |
0.9990 |
-0.0012 |
-0.1% |
1.0132 |
| Low |
0.9909 |
0.9888 |
-0.0021 |
-0.2% |
0.9848 |
| Close |
0.9924 |
0.9918 |
-0.0006 |
-0.1% |
0.9992 |
| Range |
0.0093 |
0.0102 |
0.0010 |
10.3% |
0.0284 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
165,706 |
184,396 |
18,690 |
11.3% |
1,207,760 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0180 |
0.9974 |
|
| R3 |
1.0136 |
1.0078 |
0.9946 |
|
| R2 |
1.0034 |
1.0034 |
0.9936 |
|
| R1 |
0.9976 |
0.9976 |
0.9927 |
1.0005 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9946 |
| S1 |
0.9874 |
0.9874 |
0.9908 |
0.9903 |
| S2 |
0.9830 |
0.9830 |
0.9899 |
|
| S3 |
0.9728 |
0.9772 |
0.9889 |
|
| S4 |
0.9626 |
0.9670 |
0.9861 |
|
|
| 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% |
0.0110 |
1.1% |
12% |
False |
True |
222,008 |
| 10 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0114 |
1.2% |
45% |
False |
False |
230,818 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0113 |
1.1% |
53% |
False |
False |
215,592 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0122 |
1.2% |
48% |
False |
False |
226,495 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0114 |
1.2% |
37% |
False |
False |
153,219 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0112 |
1.1% |
37% |
False |
False |
115,280 |
| 100 |
1.0762 |
0.9592 |
0.1170 |
11.8% |
0.0112 |
1.1% |
28% |
False |
False |
92,429 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0108 |
1.1% |
25% |
False |
False |
77,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0257 |
|
1.618 |
1.0155 |
|
1.000 |
1.0092 |
|
0.618 |
1.0053 |
|
HIGH |
0.9990 |
|
0.618 |
0.9951 |
|
0.500 |
0.9939 |
|
0.382 |
0.9926 |
|
LOW |
0.9888 |
|
0.618 |
0.9824 |
|
1.000 |
0.9786 |
|
1.618 |
0.9722 |
|
2.618 |
0.9620 |
|
4.250 |
0.9454 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9961 |
| PP |
0.9932 |
0.9947 |
| S1 |
0.9925 |
0.9932 |
|