CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9887 |
0.9856 |
-0.0031 |
-0.3% |
0.9855 |
| High |
0.9928 |
0.9968 |
0.0040 |
0.4% |
0.9928 |
| Low |
0.9830 |
0.9848 |
0.0018 |
0.2% |
0.9762 |
| Close |
0.9843 |
0.9967 |
0.0124 |
1.3% |
0.9843 |
| Range |
0.0098 |
0.0120 |
0.0022 |
22.4% |
0.0166 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.9% |
0.0000 |
| Volume |
462 |
1,528 |
1,066 |
230.7% |
2,421 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0247 |
1.0033 |
|
| R3 |
1.0168 |
1.0127 |
1.0000 |
|
| R2 |
1.0048 |
1.0048 |
0.9989 |
|
| R1 |
1.0007 |
1.0007 |
0.9978 |
1.0028 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9938 |
| S1 |
0.9887 |
0.9887 |
0.9956 |
0.9908 |
| S2 |
0.9808 |
0.9808 |
0.9945 |
|
| S3 |
0.9688 |
0.9767 |
0.9934 |
|
| S4 |
0.9568 |
0.9647 |
0.9901 |
|
|
| 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 |
0.9968 |
0.9762 |
0.0206 |
2.1% |
0.0105 |
1.0% |
100% |
True |
False |
666 |
| 10 |
1.0125 |
0.9762 |
0.0363 |
3.6% |
0.0113 |
1.1% |
57% |
False |
False |
602 |
| 20 |
1.0180 |
0.9658 |
0.0522 |
5.2% |
0.0123 |
1.2% |
59% |
False |
False |
927 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0107 |
1.1% |
47% |
False |
False |
819 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0092 |
0.9% |
36% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0282 |
|
1.618 |
1.0162 |
|
1.000 |
1.0088 |
|
0.618 |
1.0042 |
|
HIGH |
0.9968 |
|
0.618 |
0.9922 |
|
0.500 |
0.9908 |
|
0.382 |
0.9894 |
|
LOW |
0.9848 |
|
0.618 |
0.9774 |
|
1.000 |
0.9728 |
|
1.618 |
0.9654 |
|
2.618 |
0.9534 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9947 |
0.9933 |
| PP |
0.9928 |
0.9899 |
| S1 |
0.9908 |
0.9865 |
|