CME Euro FX (E) Future March 2023
Trading Metrics calculated at close of trading on 05-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.9968 |
1.0108 |
0.0140 |
1.4% |
0.9792 |
High |
1.0125 |
1.0120 |
-0.0005 |
0.0% |
0.9975 |
Low |
0.9955 |
0.9957 |
0.0002 |
0.0% |
0.9658 |
Close |
1.0125 |
1.0016 |
-0.0109 |
-1.1% |
0.9928 |
Range |
0.0170 |
0.0163 |
-0.0007 |
-4.1% |
0.0318 |
ATR |
0.0118 |
0.0121 |
0.0004 |
3.0% |
0.0000 |
Volume |
743 |
783 |
40 |
5.4% |
5,081 |
|
Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0518 |
1.0429 |
1.0105 |
|
R3 |
1.0356 |
1.0267 |
1.0060 |
|
R2 |
1.0193 |
1.0193 |
1.0045 |
|
R1 |
1.0104 |
1.0104 |
1.0030 |
1.0068 |
PP |
1.0031 |
1.0031 |
1.0031 |
1.0012 |
S1 |
0.9942 |
0.9942 |
1.0001 |
0.9905 |
S2 |
0.9868 |
0.9868 |
0.9986 |
|
S3 |
0.9706 |
0.9779 |
0.9971 |
|
S4 |
0.9543 |
0.9617 |
0.9926 |
|
|
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 |
1.0810 |
2.618 |
1.0545 |
1.618 |
1.0382 |
1.000 |
1.0282 |
0.618 |
1.0220 |
HIGH |
1.0120 |
0.618 |
1.0057 |
0.500 |
1.0038 |
0.382 |
1.0019 |
LOW |
0.9957 |
0.618 |
0.9857 |
1.000 |
0.9795 |
1.618 |
0.9694 |
2.618 |
0.9532 |
4.250 |
0.9266 |
|
|
Fisher Pivots for day following 05-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0038 |
1.0011 |
PP |
1.0031 |
1.0006 |
S1 |
1.0023 |
1.0002 |
|