CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9883 |
0.9885 |
0.0003 |
0.0% |
0.9856 |
| High |
0.9955 |
0.9981 |
0.0026 |
0.3% |
0.9991 |
| Low |
0.9879 |
0.9822 |
-0.0058 |
-0.6% |
0.9822 |
| Close |
0.9898 |
0.9959 |
0.0061 |
0.6% |
0.9959 |
| Range |
0.0076 |
0.0160 |
0.0084 |
109.9% |
0.0170 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.7% |
0.0000 |
| Volume |
1,316 |
614 |
-702 |
-53.3% |
5,498 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0338 |
1.0046 |
|
| R3 |
1.0239 |
1.0179 |
1.0002 |
|
| R2 |
1.0080 |
1.0080 |
0.9988 |
|
| R1 |
1.0019 |
1.0019 |
0.9973 |
1.0050 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9936 |
| S1 |
0.9860 |
0.9860 |
0.9944 |
0.9890 |
| S2 |
0.9761 |
0.9761 |
0.9929 |
|
| S3 |
0.9601 |
0.9700 |
0.9915 |
|
| S4 |
0.9442 |
0.9541 |
0.9871 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0432 |
1.0365 |
1.0052 |
|
| R3 |
1.0263 |
1.0195 |
1.0005 |
|
| R2 |
1.0093 |
1.0093 |
0.9990 |
|
| R1 |
1.0026 |
1.0026 |
0.9974 |
1.0060 |
| PP |
0.9924 |
0.9924 |
0.9924 |
0.9941 |
| S1 |
0.9856 |
0.9856 |
0.9943 |
0.9890 |
| S2 |
0.9754 |
0.9754 |
0.9927 |
|
| S3 |
0.9585 |
0.9687 |
0.9912 |
|
| S4 |
0.9415 |
0.9517 |
0.9865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9991 |
0.9822 |
0.0170 |
1.7% |
0.0102 |
1.0% |
81% |
False |
True |
1,099 |
| 10 |
0.9991 |
0.9762 |
0.0229 |
2.3% |
0.0097 |
1.0% |
86% |
False |
False |
791 |
| 20 |
1.0125 |
0.9658 |
0.0467 |
4.7% |
0.0116 |
1.2% |
64% |
False |
False |
785 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0109 |
1.1% |
45% |
False |
False |
875 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0094 |
0.9% |
35% |
False |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0399 |
|
1.618 |
1.0239 |
|
1.000 |
1.0141 |
|
0.618 |
1.0080 |
|
HIGH |
0.9981 |
|
0.618 |
0.9920 |
|
0.500 |
0.9901 |
|
0.382 |
0.9882 |
|
LOW |
0.9822 |
|
0.618 |
0.9723 |
|
1.000 |
0.9662 |
|
1.618 |
0.9563 |
|
2.618 |
0.9404 |
|
4.250 |
0.9144 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9939 |
| PP |
0.9920 |
0.9920 |
| S1 |
0.9901 |
0.9901 |
|