CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9914 |
0.9855 |
-0.0060 |
-0.6% |
0.9907 |
| High |
0.9934 |
0.9855 |
-0.0079 |
-0.8% |
1.0125 |
| Low |
0.9846 |
0.9800 |
-0.0046 |
-0.5% |
0.9846 |
| Close |
0.9854 |
0.9822 |
-0.0032 |
-0.3% |
0.9854 |
| Range |
0.0088 |
0.0055 |
-0.0033 |
-37.7% |
0.0279 |
| ATR |
0.0120 |
0.0115 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
332 |
617 |
285 |
85.8% |
2,716 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9960 |
0.9851 |
|
| R3 |
0.9934 |
0.9905 |
0.9836 |
|
| R2 |
0.9880 |
0.9880 |
0.9831 |
|
| R1 |
0.9851 |
0.9851 |
0.9826 |
0.9838 |
| PP |
0.9825 |
0.9825 |
0.9825 |
0.9819 |
| S1 |
0.9796 |
0.9796 |
0.9817 |
0.9784 |
| S2 |
0.9771 |
0.9771 |
0.9812 |
|
| S3 |
0.9716 |
0.9742 |
0.9807 |
|
| S4 |
0.9662 |
0.9687 |
0.9792 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0594 |
1.0007 |
|
| R3 |
1.0498 |
1.0315 |
0.9930 |
|
| R2 |
1.0220 |
1.0220 |
0.9905 |
|
| R1 |
1.0037 |
1.0037 |
0.9879 |
0.9989 |
| PP |
0.9941 |
0.9941 |
0.9941 |
0.9918 |
| S1 |
0.9758 |
0.9758 |
0.9828 |
0.9711 |
| S2 |
0.9663 |
0.9663 |
0.9802 |
|
| S3 |
0.9384 |
0.9480 |
0.9777 |
|
| S4 |
0.9106 |
0.9201 |
0.9700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0125 |
0.9800 |
0.0325 |
3.3% |
0.0121 |
1.2% |
7% |
False |
True |
537 |
| 10 |
1.0125 |
0.9658 |
0.0467 |
4.8% |
0.0128 |
1.3% |
35% |
False |
False |
759 |
| 20 |
1.0310 |
0.9658 |
0.0653 |
6.6% |
0.0119 |
1.2% |
25% |
False |
False |
966 |
| 40 |
1.0413 |
0.9658 |
0.0756 |
7.7% |
0.0102 |
1.0% |
22% |
False |
False |
774 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0089 |
0.9% |
19% |
False |
False |
538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
0.9997 |
|
1.618 |
0.9943 |
|
1.000 |
0.9909 |
|
0.618 |
0.9888 |
|
HIGH |
0.9855 |
|
0.618 |
0.9834 |
|
0.500 |
0.9827 |
|
0.382 |
0.9821 |
|
LOW |
0.9800 |
|
0.618 |
0.9766 |
|
1.000 |
0.9746 |
|
1.618 |
0.9712 |
|
2.618 |
0.9657 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9921 |
| PP |
0.9825 |
0.9888 |
| S1 |
0.9823 |
0.9855 |
|