CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9824 |
0.9887 |
0.0063 |
0.6% |
0.9855 |
| High |
0.9920 |
0.9928 |
0.0008 |
0.1% |
0.9928 |
| Low |
0.9762 |
0.9830 |
0.0068 |
0.7% |
0.9762 |
| Close |
0.9907 |
0.9843 |
-0.0064 |
-0.6% |
0.9843 |
| Range |
0.0158 |
0.0098 |
-0.0060 |
-38.0% |
0.0166 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
468 |
462 |
-6 |
-1.3% |
2,421 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0100 |
0.9897 |
|
| R3 |
1.0063 |
1.0002 |
0.9870 |
|
| R2 |
0.9965 |
0.9965 |
0.9861 |
|
| R1 |
0.9904 |
0.9904 |
0.9852 |
0.9886 |
| PP |
0.9867 |
0.9867 |
0.9867 |
0.9858 |
| S1 |
0.9806 |
0.9806 |
0.9834 |
0.9788 |
| S2 |
0.9769 |
0.9769 |
0.9825 |
|
| S3 |
0.9671 |
0.9708 |
0.9816 |
|
| S4 |
0.9573 |
0.9610 |
0.9789 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0259 |
0.9934 |
|
| R3 |
1.0176 |
1.0093 |
0.9889 |
|
| R2 |
1.0010 |
1.0010 |
0.9873 |
|
| R1 |
0.9927 |
0.9927 |
0.9858 |
0.9886 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9824 |
| S1 |
0.9761 |
0.9761 |
0.9828 |
0.9720 |
| S2 |
0.9678 |
0.9678 |
0.9813 |
|
| S3 |
0.9512 |
0.9595 |
0.9797 |
|
| S4 |
0.9346 |
0.9429 |
0.9752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9928 |
0.9762 |
0.0166 |
1.7% |
0.0091 |
0.9% |
49% |
True |
False |
484 |
| 10 |
1.0125 |
0.9762 |
0.0363 |
3.7% |
0.0109 |
1.1% |
22% |
False |
False |
513 |
| 20 |
1.0180 |
0.9658 |
0.0522 |
5.3% |
0.0120 |
1.2% |
36% |
False |
False |
855 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0106 |
1.1% |
28% |
False |
False |
788 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0092 |
0.9% |
21% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0345 |
|
2.618 |
1.0185 |
|
1.618 |
1.0087 |
|
1.000 |
1.0026 |
|
0.618 |
0.9989 |
|
HIGH |
0.9928 |
|
0.618 |
0.9891 |
|
0.500 |
0.9879 |
|
0.382 |
0.9867 |
|
LOW |
0.9830 |
|
0.618 |
0.9769 |
|
1.000 |
0.9732 |
|
1.618 |
0.9671 |
|
2.618 |
0.9573 |
|
4.250 |
0.9414 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9879 |
0.9845 |
| PP |
0.9867 |
0.9844 |
| S1 |
0.9855 |
0.9844 |
|