CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9885 |
0.9994 |
0.0109 |
1.1% |
0.9856 |
| High |
0.9981 |
1.0010 |
0.0029 |
0.3% |
0.9991 |
| Low |
0.9822 |
0.9940 |
0.0118 |
1.2% |
0.9822 |
| Close |
0.9959 |
0.9989 |
0.0030 |
0.3% |
0.9959 |
| Range |
0.0160 |
0.0071 |
-0.0089 |
-55.8% |
0.0170 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
614 |
170 |
-444 |
-72.3% |
5,498 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0160 |
1.0027 |
|
| R3 |
1.0120 |
1.0090 |
1.0008 |
|
| R2 |
1.0050 |
1.0050 |
1.0001 |
|
| R1 |
1.0019 |
1.0019 |
0.9995 |
0.9999 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9969 |
| S1 |
0.9949 |
0.9949 |
0.9982 |
0.9929 |
| S2 |
0.9909 |
0.9909 |
0.9976 |
|
| S3 |
0.9838 |
0.9878 |
0.9969 |
|
| S4 |
0.9768 |
0.9808 |
0.9950 |
|
|
| 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 |
1.0010 |
0.9822 |
0.0189 |
1.9% |
0.0092 |
0.9% |
89% |
True |
False |
828 |
| 10 |
1.0010 |
0.9762 |
0.0248 |
2.5% |
0.0098 |
1.0% |
91% |
True |
False |
747 |
| 20 |
1.0125 |
0.9658 |
0.0467 |
4.7% |
0.0113 |
1.1% |
71% |
False |
False |
753 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0107 |
1.1% |
50% |
False |
False |
851 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0094 |
0.9% |
38% |
False |
False |
647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0310 |
|
2.618 |
1.0195 |
|
1.618 |
1.0124 |
|
1.000 |
1.0081 |
|
0.618 |
1.0054 |
|
HIGH |
1.0010 |
|
0.618 |
0.9983 |
|
0.500 |
0.9975 |
|
0.382 |
0.9966 |
|
LOW |
0.9940 |
|
0.618 |
0.9896 |
|
1.000 |
0.9869 |
|
1.618 |
0.9825 |
|
2.618 |
0.9755 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9984 |
0.9964 |
| PP |
0.9979 |
0.9940 |
| S1 |
0.9975 |
0.9916 |
|