CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0062 |
-0.0013 |
-0.1% |
0.9994 |
| High |
1.0103 |
1.0069 |
-0.0034 |
-0.3% |
1.0201 |
| Low |
1.0034 |
0.9978 |
-0.0056 |
-0.6% |
0.9940 |
| Close |
1.0061 |
0.9993 |
-0.0069 |
-0.7% |
1.0061 |
| Range |
0.0069 |
0.0091 |
0.0022 |
31.2% |
0.0262 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
893 |
463 |
-430 |
-48.2% |
3,268 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0229 |
1.0042 |
|
| R3 |
1.0194 |
1.0139 |
1.0017 |
|
| R2 |
1.0104 |
1.0104 |
1.0009 |
|
| R1 |
1.0048 |
1.0048 |
1.0001 |
1.0031 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0004 |
| S1 |
0.9958 |
0.9958 |
0.9984 |
0.9940 |
| S2 |
0.9923 |
0.9923 |
0.9976 |
|
| S3 |
0.9832 |
0.9867 |
0.9968 |
|
| S4 |
0.9742 |
0.9777 |
0.9943 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0718 |
1.0205 |
|
| R3 |
1.0590 |
1.0456 |
1.0133 |
|
| R2 |
1.0329 |
1.0329 |
1.0109 |
|
| R1 |
1.0195 |
1.0195 |
1.0085 |
1.0262 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0101 |
| S1 |
0.9933 |
0.9933 |
1.0037 |
1.0000 |
| S2 |
0.9806 |
0.9806 |
1.0013 |
|
| S3 |
0.9544 |
0.9672 |
0.9989 |
|
| S4 |
0.9283 |
0.9410 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0201 |
0.9966 |
0.0235 |
2.4% |
0.0112 |
1.1% |
11% |
False |
False |
712 |
| 10 |
1.0201 |
0.9822 |
0.0380 |
3.8% |
0.0102 |
1.0% |
45% |
False |
False |
770 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.4% |
0.0107 |
1.1% |
53% |
False |
False |
686 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0111 |
1.1% |
50% |
False |
False |
910 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0098 |
1.0% |
39% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0305 |
|
1.618 |
1.0215 |
|
1.000 |
1.0159 |
|
0.618 |
1.0124 |
|
HIGH |
1.0069 |
|
0.618 |
1.0034 |
|
0.500 |
1.0023 |
|
0.382 |
1.0013 |
|
LOW |
0.9978 |
|
0.618 |
0.9922 |
|
1.000 |
0.9888 |
|
1.618 |
0.9832 |
|
2.618 |
0.9741 |
|
4.250 |
0.9593 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0090 |
| PP |
1.0013 |
1.0057 |
| S1 |
1.0003 |
1.0025 |
|