CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
0.9956 |
-0.0040 |
-0.4% |
0.9870 |
| High |
0.9996 |
1.0014 |
0.0019 |
0.2% |
0.9986 |
| Low |
0.9946 |
0.9956 |
0.0010 |
0.1% |
0.9826 |
| Close |
0.9946 |
0.9963 |
0.0018 |
0.2% |
0.9909 |
| Range |
0.0050 |
0.0059 |
0.0009 |
17.0% |
0.0160 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
702 |
1,921 |
1,219 |
173.6% |
740 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0117 |
0.9995 |
|
| R3 |
1.0095 |
1.0058 |
0.9979 |
|
| R2 |
1.0036 |
1.0036 |
0.9974 |
|
| R1 |
1.0000 |
1.0000 |
0.9968 |
1.0018 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9987 |
| S1 |
0.9941 |
0.9941 |
0.9958 |
0.9959 |
| S2 |
0.9919 |
0.9919 |
0.9952 |
|
| S3 |
0.9861 |
0.9883 |
0.9947 |
|
| S4 |
0.9802 |
0.9824 |
0.9931 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0306 |
0.9996 |
|
| R3 |
1.0226 |
1.0147 |
0.9952 |
|
| R2 |
1.0066 |
1.0066 |
0.9938 |
|
| R1 |
0.9987 |
0.9987 |
0.9923 |
1.0027 |
| PP |
0.9907 |
0.9907 |
0.9907 |
0.9926 |
| S1 |
0.9828 |
0.9828 |
0.9894 |
0.9867 |
| S2 |
0.9747 |
0.9747 |
0.9879 |
|
| S3 |
0.9588 |
0.9668 |
0.9865 |
|
| S4 |
0.9428 |
0.9509 |
0.9821 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0167 |
|
1.618 |
1.0109 |
|
1.000 |
1.0073 |
|
0.618 |
1.0050 |
|
HIGH |
1.0014 |
|
0.618 |
0.9992 |
|
0.500 |
0.9985 |
|
0.382 |
0.9978 |
|
LOW |
0.9956 |
|
0.618 |
0.9919 |
|
1.000 |
0.9897 |
|
1.618 |
0.9861 |
|
2.618 |
0.9802 |
|
4.250 |
0.9707 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
0.9989 |
| PP |
0.9978 |
0.9980 |
| S1 |
0.9970 |
0.9972 |
|