CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9994 |
0.9996 |
0.0002 |
0.0% |
0.9856 |
| High |
1.0010 |
1.0090 |
0.0080 |
0.8% |
0.9991 |
| Low |
0.9940 |
0.9966 |
0.0027 |
0.3% |
0.9822 |
| Close |
0.9989 |
1.0072 |
0.0084 |
0.8% |
0.9959 |
| Range |
0.0071 |
0.0124 |
0.0053 |
75.2% |
0.0170 |
| ATR |
0.0106 |
0.0108 |
0.0001 |
1.1% |
0.0000 |
| Volume |
170 |
612 |
442 |
260.0% |
5,498 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0366 |
1.0140 |
|
| R3 |
1.0290 |
1.0243 |
1.0106 |
|
| R2 |
1.0166 |
1.0166 |
1.0095 |
|
| R1 |
1.0119 |
1.0119 |
1.0083 |
1.0143 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0054 |
| S1 |
0.9996 |
0.9996 |
1.0061 |
1.0019 |
| S2 |
0.9919 |
0.9919 |
1.0049 |
|
| S3 |
0.9796 |
0.9872 |
1.0038 |
|
| S4 |
0.9672 |
0.9749 |
1.0004 |
|
|
| 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 |
1.0090 |
0.9822 |
0.0268 |
2.7% |
0.0106 |
1.1% |
93% |
True |
False |
796 |
| 10 |
1.0090 |
0.9762 |
0.0328 |
3.3% |
0.0100 |
1.0% |
95% |
True |
False |
768 |
| 20 |
1.0125 |
0.9658 |
0.0467 |
4.6% |
0.0115 |
1.1% |
89% |
False |
False |
702 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0108 |
1.1% |
62% |
False |
False |
862 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.6% |
0.0095 |
0.9% |
48% |
False |
False |
657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0614 |
|
2.618 |
1.0413 |
|
1.618 |
1.0289 |
|
1.000 |
1.0213 |
|
0.618 |
1.0166 |
|
HIGH |
1.0090 |
|
0.618 |
1.0042 |
|
0.500 |
1.0028 |
|
0.382 |
1.0013 |
|
LOW |
0.9966 |
|
0.618 |
0.9890 |
|
1.000 |
0.9843 |
|
1.618 |
0.9766 |
|
2.618 |
0.9643 |
|
4.250 |
0.9441 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0033 |
| PP |
1.0043 |
0.9994 |
| S1 |
1.0028 |
0.9956 |
|