CME Euro FX (E) Future March 2023
Trading Metrics calculated at close of trading on 27-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
0.9792 |
0.9734 |
-0.0059 |
-0.6% |
1.0144 |
High |
0.9830 |
0.9791 |
-0.0040 |
-0.4% |
1.0180 |
Low |
0.9688 |
0.9701 |
0.0013 |
0.1% |
0.9796 |
Close |
0.9737 |
0.9723 |
-0.0014 |
-0.1% |
0.9798 |
Range |
0.0142 |
0.0090 |
-0.0052 |
-36.6% |
0.0384 |
ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
817 |
1,641 |
824 |
100.9% |
6,884 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0008 |
0.9955 |
0.9772 |
|
R3 |
0.9918 |
0.9865 |
0.9747 |
|
R2 |
0.9828 |
0.9828 |
0.9739 |
|
R1 |
0.9775 |
0.9775 |
0.9731 |
0.9757 |
PP |
0.9738 |
0.9738 |
0.9738 |
0.9729 |
S1 |
0.9685 |
0.9685 |
0.9714 |
0.9667 |
S2 |
0.9648 |
0.9648 |
0.9706 |
|
S3 |
0.9558 |
0.9595 |
0.9698 |
|
S4 |
0.9468 |
0.9505 |
0.9673 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1076 |
1.0821 |
1.0009 |
|
R3 |
1.0692 |
1.0437 |
0.9903 |
|
R2 |
1.0308 |
1.0308 |
0.9868 |
|
R1 |
1.0053 |
1.0053 |
0.9833 |
0.9989 |
PP |
0.9924 |
0.9924 |
0.9924 |
0.9892 |
S1 |
0.9669 |
0.9669 |
0.9762 |
0.9605 |
S2 |
0.9540 |
0.9540 |
0.9727 |
|
S3 |
0.9156 |
0.9285 |
0.9692 |
|
S4 |
0.8772 |
0.8901 |
0.9586 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0173 |
2.618 |
1.0026 |
1.618 |
0.9936 |
1.000 |
0.9881 |
0.618 |
0.9846 |
HIGH |
0.9791 |
0.618 |
0.9756 |
0.500 |
0.9746 |
0.382 |
0.9735 |
LOW |
0.9701 |
0.618 |
0.9645 |
1.000 |
0.9611 |
1.618 |
0.9555 |
2.618 |
0.9465 |
4.250 |
0.9318 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
0.9746 |
0.9833 |
PP |
0.9738 |
0.9796 |
S1 |
0.9730 |
0.9759 |
|