CME Euro FX (E) Future March 2023
Trading Metrics calculated at close of trading on 03-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.9940 |
0.9907 |
-0.0033 |
-0.3% |
0.9792 |
High |
0.9975 |
0.9960 |
-0.0015 |
-0.2% |
0.9975 |
Low |
0.9857 |
0.9879 |
0.0022 |
0.2% |
0.9658 |
Close |
0.9928 |
0.9940 |
0.0012 |
0.1% |
0.9928 |
Range |
0.0118 |
0.0081 |
-0.0037 |
-31.4% |
0.0318 |
ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
864 |
645 |
-219 |
-25.3% |
5,081 |
|
Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0169 |
1.0136 |
0.9985 |
|
R3 |
1.0088 |
1.0055 |
0.9962 |
|
R2 |
1.0007 |
1.0007 |
0.9955 |
|
R1 |
0.9974 |
0.9974 |
0.9947 |
0.9991 |
PP |
0.9926 |
0.9926 |
0.9926 |
0.9935 |
S1 |
0.9893 |
0.9893 |
0.9933 |
0.9910 |
S2 |
0.9845 |
0.9845 |
0.9925 |
|
S3 |
0.9764 |
0.9812 |
0.9918 |
|
S4 |
0.9683 |
0.9731 |
0.9895 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0806 |
1.0685 |
1.0103 |
|
R3 |
1.0489 |
1.0367 |
1.0015 |
|
R2 |
1.0171 |
1.0171 |
0.9986 |
|
R1 |
1.0050 |
1.0050 |
0.9957 |
1.0110 |
PP |
0.9854 |
0.9854 |
0.9854 |
0.9884 |
S1 |
0.9732 |
0.9732 |
0.9899 |
0.9793 |
S2 |
0.9536 |
0.9536 |
0.9870 |
|
S3 |
0.9219 |
0.9415 |
0.9841 |
|
S4 |
0.8901 |
0.9097 |
0.9753 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0304 |
2.618 |
1.0172 |
1.618 |
1.0091 |
1.000 |
1.0041 |
0.618 |
1.0010 |
HIGH |
0.9960 |
0.618 |
0.9929 |
0.500 |
0.9920 |
0.382 |
0.9910 |
LOW |
0.9879 |
0.618 |
0.9829 |
1.000 |
0.9798 |
1.618 |
0.9748 |
2.618 |
0.9667 |
4.250 |
0.9535 |
|
|
Fisher Pivots for day following 03-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.9933 |
0.9917 |
PP |
0.9926 |
0.9893 |
S1 |
0.9920 |
0.9870 |
|