CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9940 |
0.9989 |
0.0049 |
0.5% |
0.9919 |
| High |
1.0046 |
1.0056 |
0.0010 |
0.1% |
1.0046 |
| Low |
0.9889 |
0.9989 |
0.0100 |
1.0% |
0.9889 |
| Close |
1.0025 |
1.0056 |
0.0031 |
0.3% |
1.0025 |
| Range |
0.0157 |
0.0067 |
-0.0091 |
-57.6% |
0.0157 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
808 |
2 |
-806 |
-99.8% |
3,492 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0233 |
1.0211 |
1.0092 |
|
| R3 |
1.0166 |
1.0144 |
1.0074 |
|
| R2 |
1.0100 |
1.0100 |
1.0068 |
|
| R1 |
1.0078 |
1.0078 |
1.0062 |
1.0089 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0039 |
| S1 |
1.0011 |
1.0011 |
1.0049 |
1.0022 |
| S2 |
0.9967 |
0.9967 |
1.0043 |
|
| S3 |
0.9900 |
0.9945 |
1.0037 |
|
| S4 |
0.9834 |
0.9878 |
1.0019 |
|
|
| 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 |
1.0338 |
|
2.618 |
1.0230 |
|
1.618 |
1.0163 |
|
1.000 |
1.0122 |
|
0.618 |
1.0097 |
|
HIGH |
1.0056 |
|
0.618 |
1.0030 |
|
0.500 |
1.0022 |
|
0.382 |
1.0014 |
|
LOW |
0.9989 |
|
0.618 |
0.9948 |
|
1.000 |
0.9923 |
|
1.618 |
0.9881 |
|
2.618 |
0.9815 |
|
4.250 |
0.9706 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0028 |
| PP |
1.0033 |
1.0000 |
| S1 |
1.0022 |
0.9972 |
|