CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9979 |
0.9916 |
-0.0063 |
-0.6% |
0.9994 |
| High |
1.0081 |
0.9940 |
-0.0141 |
-1.4% |
1.0201 |
| Low |
0.9919 |
0.9835 |
-0.0084 |
-0.8% |
0.9940 |
| Close |
0.9991 |
0.9854 |
-0.0138 |
-1.4% |
1.0061 |
| Range |
0.0162 |
0.0105 |
-0.0057 |
-35.2% |
0.0262 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
2.9% |
0.0000 |
| Volume |
950 |
1,045 |
95 |
10.0% |
3,268 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0127 |
0.9911 |
|
| R3 |
1.0086 |
1.0022 |
0.9882 |
|
| R2 |
0.9981 |
0.9981 |
0.9873 |
|
| R1 |
0.9917 |
0.9917 |
0.9863 |
0.9897 |
| PP |
0.9876 |
0.9876 |
0.9876 |
0.9866 |
| S1 |
0.9812 |
0.9812 |
0.9844 |
0.9792 |
| S2 |
0.9771 |
0.9771 |
0.9834 |
|
| S3 |
0.9666 |
0.9707 |
0.9825 |
|
| S4 |
0.9561 |
0.9602 |
0.9796 |
|
|
| 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 |
1.0103 |
0.9835 |
0.0268 |
2.7% |
0.0105 |
1.1% |
7% |
False |
True |
864 |
| 10 |
1.0201 |
0.9822 |
0.0380 |
3.9% |
0.0116 |
1.2% |
8% |
False |
False |
731 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.5% |
0.0102 |
1.0% |
21% |
False |
False |
747 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0113 |
1.1% |
30% |
False |
False |
865 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0102 |
1.0% |
23% |
False |
False |
750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0215 |
|
1.618 |
1.0110 |
|
1.000 |
1.0045 |
|
0.618 |
1.0005 |
|
HIGH |
0.9940 |
|
0.618 |
0.9900 |
|
0.500 |
0.9888 |
|
0.382 |
0.9875 |
|
LOW |
0.9835 |
|
0.618 |
0.9770 |
|
1.000 |
0.9730 |
|
1.618 |
0.9665 |
|
2.618 |
0.9560 |
|
4.250 |
0.9389 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9958 |
| PP |
0.9876 |
0.9923 |
| S1 |
0.9865 |
0.9888 |
|