CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9979 |
-0.0010 |
-0.1% |
0.9994 |
| High |
1.0057 |
1.0081 |
0.0024 |
0.2% |
1.0201 |
| Low |
0.9959 |
0.9919 |
-0.0040 |
-0.4% |
0.9940 |
| Close |
0.9988 |
0.9991 |
0.0004 |
0.0% |
1.0061 |
| Range |
0.0099 |
0.0162 |
0.0064 |
64.5% |
0.0262 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.7% |
0.0000 |
| Volume |
973 |
950 |
-23 |
-2.4% |
3,268 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0399 |
1.0080 |
|
| R3 |
1.0321 |
1.0237 |
1.0036 |
|
| R2 |
1.0159 |
1.0159 |
1.0021 |
|
| R1 |
1.0075 |
1.0075 |
1.0006 |
1.0117 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0018 |
| S1 |
0.9913 |
0.9913 |
0.9976 |
0.9955 |
| S2 |
0.9835 |
0.9835 |
0.9961 |
|
| S3 |
0.9673 |
0.9751 |
0.9946 |
|
| S4 |
0.9511 |
0.9589 |
0.9902 |
|
|
| 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 |
0.9919 |
0.0283 |
2.8% |
0.0111 |
1.1% |
26% |
False |
True |
885 |
| 10 |
1.0201 |
0.9822 |
0.0380 |
3.8% |
0.0113 |
1.1% |
45% |
False |
False |
758 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.4% |
0.0104 |
1.0% |
52% |
False |
False |
705 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0112 |
1.1% |
50% |
False |
False |
875 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0102 |
1.0% |
38% |
False |
False |
735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0505 |
|
1.618 |
1.0343 |
|
1.000 |
1.0243 |
|
0.618 |
1.0181 |
|
HIGH |
1.0081 |
|
0.618 |
1.0019 |
|
0.500 |
1.0000 |
|
0.382 |
0.9980 |
|
LOW |
0.9919 |
|
0.618 |
0.9818 |
|
1.000 |
0.9757 |
|
1.618 |
0.9656 |
|
2.618 |
0.9494 |
|
4.250 |
0.9230 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0000 |
| PP |
0.9997 |
0.9997 |
| S1 |
0.9994 |
0.9994 |
|