CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9779 |
-0.0067 |
-0.7% |
1.0000 |
| High |
0.9872 |
0.9998 |
0.0127 |
1.3% |
1.0012 |
| Low |
0.9761 |
0.9773 |
0.0013 |
0.1% |
0.9761 |
| Close |
0.9784 |
0.9980 |
0.0196 |
2.0% |
0.9980 |
| Range |
0.0111 |
0.0225 |
0.0114 |
102.7% |
0.0251 |
| ATR |
0.0122 |
0.0130 |
0.0007 |
6.0% |
0.0000 |
| Volume |
209,971 |
295,663 |
85,692 |
40.8% |
1,091,768 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0511 |
1.0103 |
|
| R3 |
1.0367 |
1.0286 |
1.0041 |
|
| R2 |
1.0142 |
1.0142 |
1.0021 |
|
| R1 |
1.0061 |
1.0061 |
1.0000 |
1.0101 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9937 |
| S1 |
0.9836 |
0.9836 |
0.9959 |
0.9876 |
| S2 |
0.9692 |
0.9692 |
0.9938 |
|
| S3 |
0.9467 |
0.9611 |
0.9918 |
|
| S4 |
0.9242 |
0.9386 |
0.9856 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0576 |
1.0118 |
|
| R3 |
1.0419 |
1.0325 |
1.0049 |
|
| R2 |
1.0168 |
1.0168 |
1.0026 |
|
| R1 |
1.0074 |
1.0074 |
1.0003 |
0.9996 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9878 |
| S1 |
0.9823 |
0.9823 |
0.9956 |
0.9745 |
| S2 |
0.9666 |
0.9666 |
0.9933 |
|
| S3 |
0.9415 |
0.9572 |
0.9910 |
|
| S4 |
0.9164 |
0.9321 |
0.9841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0012 |
0.9761 |
0.0251 |
2.5% |
0.0139 |
1.4% |
87% |
False |
False |
218,353 |
| 10 |
1.0132 |
0.9761 |
0.0371 |
3.7% |
0.0127 |
1.3% |
59% |
False |
False |
229,952 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0118 |
1.2% |
67% |
False |
False |
220,499 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.7% |
0.0125 |
1.3% |
58% |
False |
False |
240,384 |
| 60 |
1.0423 |
0.9592 |
0.0831 |
8.3% |
0.0118 |
1.2% |
47% |
False |
False |
165,521 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.7% |
0.0114 |
1.1% |
44% |
False |
False |
124,469 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.6% |
0.0114 |
1.1% |
33% |
False |
False |
99,808 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.2% |
0.0110 |
1.1% |
29% |
False |
False |
83,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0587 |
|
1.618 |
1.0362 |
|
1.000 |
1.0223 |
|
0.618 |
1.0137 |
|
HIGH |
0.9998 |
|
0.618 |
0.9912 |
|
0.500 |
0.9886 |
|
0.382 |
0.9859 |
|
LOW |
0.9773 |
|
0.618 |
0.9634 |
|
1.000 |
0.9548 |
|
1.618 |
0.9409 |
|
2.618 |
0.9184 |
|
4.250 |
0.8817 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9948 |
0.9948 |
| PP |
0.9917 |
0.9917 |
| S1 |
0.9886 |
0.9886 |
|