CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
0.9977 |
0.0031 |
0.3% |
0.9855 |
| High |
0.9991 |
0.9977 |
-0.0014 |
-0.1% |
0.9928 |
| Low |
0.9938 |
0.9877 |
-0.0061 |
-0.6% |
0.9762 |
| Close |
0.9967 |
0.9881 |
-0.0086 |
-0.9% |
0.9843 |
| Range |
0.0053 |
0.0100 |
0.0047 |
88.7% |
0.0166 |
| ATR |
0.0108 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
769 |
1,271 |
502 |
65.3% |
2,421 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0212 |
1.0146 |
0.9936 |
|
| R3 |
1.0112 |
1.0046 |
0.9909 |
|
| R2 |
1.0012 |
1.0012 |
0.9899 |
|
| R1 |
0.9946 |
0.9946 |
0.9890 |
0.9929 |
| PP |
0.9912 |
0.9912 |
0.9912 |
0.9903 |
| S1 |
0.9846 |
0.9846 |
0.9872 |
0.9829 |
| S2 |
0.9812 |
0.9812 |
0.9863 |
|
| S3 |
0.9712 |
0.9746 |
0.9854 |
|
| S4 |
0.9612 |
0.9646 |
0.9826 |
|
|
| 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 |
0.9991 |
0.9762 |
0.0229 |
2.3% |
0.0106 |
1.1% |
52% |
False |
False |
899 |
| 10 |
1.0041 |
0.9762 |
0.0279 |
2.8% |
0.0095 |
1.0% |
43% |
False |
False |
653 |
| 20 |
1.0125 |
0.9658 |
0.0467 |
4.7% |
0.0118 |
1.2% |
48% |
False |
False |
842 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0106 |
1.1% |
34% |
False |
False |
841 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0093 |
0.9% |
26% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0402 |
|
2.618 |
1.0239 |
|
1.618 |
1.0139 |
|
1.000 |
1.0077 |
|
0.618 |
1.0039 |
|
HIGH |
0.9977 |
|
0.618 |
0.9939 |
|
0.500 |
0.9927 |
|
0.382 |
0.9915 |
|
LOW |
0.9877 |
|
0.618 |
0.9815 |
|
1.000 |
0.9777 |
|
1.618 |
0.9715 |
|
2.618 |
0.9615 |
|
4.250 |
0.9452 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9927 |
0.9920 |
| PP |
0.9912 |
0.9907 |
| S1 |
0.9896 |
0.9894 |
|