CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9956 |
0.9940 |
-0.0016 |
-0.2% |
0.9919 |
| High |
1.0014 |
1.0046 |
0.0032 |
0.3% |
1.0046 |
| Low |
0.9956 |
0.9889 |
-0.0067 |
-0.7% |
0.9889 |
| Close |
0.9963 |
1.0025 |
0.0062 |
0.6% |
1.0025 |
| Range |
0.0059 |
0.0157 |
0.0099 |
168.4% |
0.0157 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.1% |
0.0000 |
| Volume |
1,921 |
808 |
-1,113 |
-57.9% |
3,492 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0398 |
1.0111 |
|
| R3 |
1.0301 |
1.0241 |
1.0068 |
|
| R2 |
1.0144 |
1.0144 |
1.0053 |
|
| R1 |
1.0084 |
1.0084 |
1.0039 |
1.0114 |
| PP |
0.9987 |
0.9987 |
0.9987 |
1.0001 |
| S1 |
0.9927 |
0.9927 |
1.0010 |
0.9957 |
| S2 |
0.9830 |
0.9830 |
0.9996 |
|
| S3 |
0.9673 |
0.9770 |
0.9981 |
|
| S4 |
0.9516 |
0.9613 |
0.9938 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0398 |
1.0111 |
|
| R3 |
1.0301 |
1.0241 |
1.0068 |
|
| R2 |
1.0144 |
1.0144 |
1.0053 |
|
| R1 |
1.0084 |
1.0084 |
1.0039 |
1.0114 |
| PP |
0.9987 |
0.9987 |
0.9987 |
1.0001 |
| S1 |
0.9927 |
0.9927 |
1.0010 |
0.9957 |
| S2 |
0.9830 |
0.9830 |
0.9996 |
|
| S3 |
0.9673 |
0.9770 |
0.9981 |
|
| S4 |
0.9516 |
0.9613 |
0.9938 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0713 |
|
2.618 |
1.0457 |
|
1.618 |
1.0300 |
|
1.000 |
1.0203 |
|
0.618 |
1.0143 |
|
HIGH |
1.0046 |
|
0.618 |
0.9986 |
|
0.500 |
0.9968 |
|
0.382 |
0.9949 |
|
LOW |
0.9889 |
|
0.618 |
0.9792 |
|
1.000 |
0.9732 |
|
1.618 |
0.9635 |
|
2.618 |
0.9478 |
|
4.250 |
0.9222 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0006 |
1.0006 |
| PP |
0.9987 |
0.9987 |
| S1 |
0.9968 |
0.9968 |
|