CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9820 |
0.9824 |
0.0004 |
0.0% |
0.9907 |
| High |
0.9849 |
0.9920 |
0.0071 |
0.7% |
1.0125 |
| Low |
0.9806 |
0.9762 |
-0.0044 |
-0.4% |
0.9846 |
| Close |
0.9817 |
0.9907 |
0.0091 |
0.9% |
0.9854 |
| Range |
0.0044 |
0.0158 |
0.0115 |
263.2% |
0.0279 |
| ATR |
0.0109 |
0.0112 |
0.0004 |
3.2% |
0.0000 |
| Volume |
474 |
468 |
-6 |
-1.3% |
2,716 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0280 |
0.9994 |
|
| R3 |
1.0179 |
1.0122 |
0.9950 |
|
| R2 |
1.0021 |
1.0021 |
0.9936 |
|
| R1 |
0.9964 |
0.9964 |
0.9921 |
0.9993 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9877 |
| S1 |
0.9806 |
0.9806 |
0.9893 |
0.9835 |
| S2 |
0.9705 |
0.9705 |
0.9878 |
|
| S3 |
0.9547 |
0.9648 |
0.9864 |
|
| S4 |
0.9389 |
0.9490 |
0.9820 |
|
|
| 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 |
0.9934 |
0.9762 |
0.0172 |
1.7% |
0.0089 |
0.9% |
85% |
False |
True |
458 |
| 10 |
1.0125 |
0.9762 |
0.0363 |
3.7% |
0.0111 |
1.1% |
40% |
False |
True |
553 |
| 20 |
1.0180 |
0.9658 |
0.0522 |
5.3% |
0.0119 |
1.2% |
48% |
False |
False |
841 |
| 40 |
1.0327 |
0.9658 |
0.0669 |
6.8% |
0.0106 |
1.1% |
37% |
False |
False |
802 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0091 |
0.9% |
29% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0334 |
|
1.618 |
1.0176 |
|
1.000 |
1.0078 |
|
0.618 |
1.0018 |
|
HIGH |
0.9920 |
|
0.618 |
0.9860 |
|
0.500 |
0.9841 |
|
0.382 |
0.9822 |
|
LOW |
0.9762 |
|
0.618 |
0.9664 |
|
1.000 |
0.9604 |
|
1.618 |
0.9506 |
|
2.618 |
0.9348 |
|
4.250 |
0.9091 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9885 |
0.9885 |
| PP |
0.9863 |
0.9863 |
| S1 |
0.9841 |
0.9841 |
|