CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9820 |
-0.0008 |
-0.1% |
0.9907 |
| High |
0.9890 |
0.9849 |
-0.0041 |
-0.4% |
1.0125 |
| Low |
0.9787 |
0.9806 |
0.0019 |
0.2% |
0.9846 |
| Close |
0.9826 |
0.9817 |
-0.0009 |
-0.1% |
0.9854 |
| Range |
0.0103 |
0.0044 |
-0.0060 |
-57.8% |
0.0279 |
| ATR |
0.0114 |
0.0109 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
400 |
474 |
74 |
18.5% |
2,716 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9954 |
0.9929 |
0.9840 |
|
| R3 |
0.9911 |
0.9885 |
0.9828 |
|
| R2 |
0.9867 |
0.9867 |
0.9824 |
|
| R1 |
0.9842 |
0.9842 |
0.9820 |
0.9833 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9819 |
| S1 |
0.9798 |
0.9798 |
0.9813 |
0.9789 |
| S2 |
0.9780 |
0.9780 |
0.9809 |
|
| S3 |
0.9737 |
0.9755 |
0.9805 |
|
| S4 |
0.9693 |
0.9711 |
0.9793 |
|
|
| 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 |
1.0041 |
0.9787 |
0.0254 |
2.6% |
0.0084 |
0.9% |
12% |
False |
False |
407 |
| 10 |
1.0125 |
0.9765 |
0.0360 |
3.7% |
0.0112 |
1.1% |
14% |
False |
False |
569 |
| 20 |
1.0180 |
0.9658 |
0.0522 |
5.3% |
0.0113 |
1.2% |
30% |
False |
False |
911 |
| 40 |
1.0350 |
0.9658 |
0.0693 |
7.1% |
0.0102 |
1.0% |
23% |
False |
False |
792 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0090 |
0.9% |
18% |
False |
False |
551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9963 |
|
1.618 |
0.9919 |
|
1.000 |
0.9893 |
|
0.618 |
0.9876 |
|
HIGH |
0.9849 |
|
0.618 |
0.9832 |
|
0.500 |
0.9827 |
|
0.382 |
0.9822 |
|
LOW |
0.9806 |
|
0.618 |
0.9779 |
|
1.000 |
0.9762 |
|
1.618 |
0.9735 |
|
2.618 |
0.9692 |
|
4.250 |
0.9621 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9839 |
| PP |
0.9824 |
0.9831 |
| S1 |
0.9820 |
0.9824 |
|