CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0190 |
0.0119 |
1.2% |
0.9856 |
| High |
1.0197 |
1.0201 |
0.0004 |
0.0% |
0.9991 |
| Low |
1.0056 |
1.0065 |
0.0010 |
0.1% |
0.9822 |
| Close |
1.0192 |
1.0069 |
-0.0123 |
-1.2% |
0.9959 |
| Range |
0.0142 |
0.0136 |
-0.0006 |
-3.9% |
0.0170 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.7% |
0.0000 |
| Volume |
443 |
1,150 |
707 |
159.6% |
5,498 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0430 |
1.0143 |
|
| R3 |
1.0384 |
1.0294 |
1.0106 |
|
| R2 |
1.0248 |
1.0248 |
1.0093 |
|
| R1 |
1.0158 |
1.0158 |
1.0081 |
1.0135 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0100 |
| S1 |
1.0022 |
1.0022 |
1.0056 |
0.9999 |
| S2 |
0.9976 |
0.9976 |
1.0044 |
|
| S3 |
0.9840 |
0.9886 |
1.0031 |
|
| S4 |
0.9704 |
0.9750 |
0.9994 |
|
|
| 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 |
1.0201 |
0.9822 |
0.0380 |
3.8% |
0.0126 |
1.3% |
65% |
True |
False |
597 |
| 10 |
1.0201 |
0.9822 |
0.0380 |
3.8% |
0.0108 |
1.1% |
65% |
True |
False |
833 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.4% |
0.0109 |
1.1% |
70% |
True |
False |
693 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0112 |
1.1% |
62% |
False |
False |
884 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.6% |
0.0098 |
1.0% |
47% |
False |
False |
683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0557 |
|
1.618 |
1.0421 |
|
1.000 |
1.0337 |
|
0.618 |
1.0285 |
|
HIGH |
1.0201 |
|
0.618 |
1.0149 |
|
0.500 |
1.0133 |
|
0.382 |
1.0117 |
|
LOW |
1.0065 |
|
0.618 |
0.9981 |
|
1.000 |
0.9929 |
|
1.618 |
0.9845 |
|
2.618 |
0.9709 |
|
4.250 |
0.9487 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0084 |
| PP |
1.0112 |
1.0079 |
| S1 |
1.0090 |
1.0074 |
|