CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9977 |
0.9883 |
-0.0094 |
-0.9% |
0.9855 |
| High |
0.9977 |
0.9955 |
-0.0022 |
-0.2% |
0.9928 |
| Low |
0.9877 |
0.9879 |
0.0002 |
0.0% |
0.9762 |
| Close |
0.9881 |
0.9898 |
0.0017 |
0.2% |
0.9843 |
| Range |
0.0100 |
0.0076 |
-0.0024 |
-24.0% |
0.0166 |
| ATR |
0.0108 |
0.0105 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,271 |
1,316 |
45 |
3.5% |
2,421 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0094 |
0.9940 |
|
| R3 |
1.0063 |
1.0018 |
0.9919 |
|
| R2 |
0.9987 |
0.9987 |
0.9912 |
|
| R1 |
0.9942 |
0.9942 |
0.9905 |
0.9965 |
| PP |
0.9911 |
0.9911 |
0.9911 |
0.9922 |
| S1 |
0.9866 |
0.9866 |
0.9891 |
0.9889 |
| S2 |
0.9835 |
0.9835 |
0.9884 |
|
| S3 |
0.9759 |
0.9790 |
0.9877 |
|
| S4 |
0.9683 |
0.9714 |
0.9856 |
|
|
| 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 |
0.9830 |
0.0161 |
1.6% |
0.0089 |
0.9% |
42% |
False |
False |
1,069 |
| 10 |
0.9991 |
0.9762 |
0.0229 |
2.3% |
0.0089 |
0.9% |
59% |
False |
False |
763 |
| 20 |
1.0125 |
0.9658 |
0.0467 |
4.7% |
0.0118 |
1.2% |
51% |
False |
False |
795 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0106 |
1.1% |
36% |
False |
False |
865 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0092 |
0.9% |
28% |
False |
False |
638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0154 |
|
1.618 |
1.0078 |
|
1.000 |
1.0031 |
|
0.618 |
1.0002 |
|
HIGH |
0.9955 |
|
0.618 |
0.9926 |
|
0.500 |
0.9917 |
|
0.382 |
0.9908 |
|
LOW |
0.9879 |
|
0.618 |
0.9832 |
|
1.000 |
0.9803 |
|
1.618 |
0.9756 |
|
2.618 |
0.9680 |
|
4.250 |
0.9556 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9917 |
0.9934 |
| PP |
0.9911 |
0.9922 |
| S1 |
0.9904 |
0.9910 |
|