CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9907 |
0.9968 |
0.0061 |
0.6% |
0.9792 |
| High |
0.9960 |
1.0125 |
0.0165 |
1.7% |
0.9975 |
| Low |
0.9879 |
0.9955 |
0.0076 |
0.8% |
0.9658 |
| Close |
0.9940 |
1.0125 |
0.0185 |
1.9% |
0.9928 |
| Range |
0.0081 |
0.0170 |
0.0089 |
109.3% |
0.0318 |
| ATR |
0.0113 |
0.0118 |
0.0005 |
4.6% |
0.0000 |
| Volume |
645 |
743 |
98 |
15.2% |
5,081 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0577 |
1.0520 |
1.0218 |
|
| R3 |
1.0407 |
1.0351 |
1.0171 |
|
| R2 |
1.0238 |
1.0238 |
1.0156 |
|
| R1 |
1.0181 |
1.0181 |
1.0140 |
1.0209 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0082 |
| S1 |
1.0012 |
1.0012 |
1.0109 |
1.0040 |
| S2 |
0.9899 |
0.9899 |
1.0093 |
|
| S3 |
0.9729 |
0.9842 |
1.0078 |
|
| S4 |
0.9560 |
0.9673 |
1.0031 |
|
|
| 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 |
1.0845 |
|
2.618 |
1.0568 |
|
1.618 |
1.0399 |
|
1.000 |
1.0294 |
|
0.618 |
1.0229 |
|
HIGH |
1.0125 |
|
0.618 |
1.0060 |
|
0.500 |
1.0040 |
|
0.382 |
1.0020 |
|
LOW |
0.9955 |
|
0.618 |
0.9850 |
|
1.000 |
0.9786 |
|
1.618 |
0.9681 |
|
2.618 |
0.9511 |
|
4.250 |
0.9235 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0080 |
| PP |
1.0068 |
1.0035 |
| S1 |
1.0040 |
0.9991 |
|