CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0165 |
-0.0022 |
-0.2% |
1.0117 |
| High |
1.0228 |
1.0165 |
-0.0064 |
-0.6% |
1.0324 |
| Low |
1.0168 |
1.0110 |
-0.0058 |
-0.6% |
1.0096 |
| Close |
1.0188 |
1.0117 |
-0.0072 |
-0.7% |
1.0188 |
| Range |
0.0061 |
0.0055 |
-0.0006 |
-9.9% |
0.0228 |
| ATR |
|
|
|
|
|
| Volume |
30 |
6 |
-24 |
-80.0% |
59 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0260 |
1.0146 |
|
| R3 |
1.0239 |
1.0205 |
1.0131 |
|
| R2 |
1.0185 |
1.0185 |
1.0126 |
|
| R1 |
1.0151 |
1.0151 |
1.0121 |
1.0141 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0125 |
| S1 |
1.0096 |
1.0096 |
1.0112 |
1.0086 |
| S2 |
1.0076 |
1.0076 |
1.0107 |
|
| S3 |
1.0021 |
1.0042 |
1.0102 |
|
| S4 |
0.9967 |
0.9987 |
1.0087 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0764 |
1.0313 |
|
| R3 |
1.0658 |
1.0537 |
1.0251 |
|
| R2 |
1.0430 |
1.0430 |
1.0230 |
|
| R1 |
1.0309 |
1.0309 |
1.0209 |
1.0370 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0233 |
| S1 |
1.0082 |
1.0082 |
1.0167 |
1.0142 |
| S2 |
0.9975 |
0.9975 |
1.0146 |
|
| S3 |
0.9748 |
0.9854 |
1.0125 |
|
| S4 |
0.9520 |
0.9627 |
1.0063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0307 |
|
1.618 |
1.0253 |
|
1.000 |
1.0219 |
|
0.618 |
1.0198 |
|
HIGH |
1.0165 |
|
0.618 |
1.0144 |
|
0.500 |
1.0137 |
|
0.382 |
1.0131 |
|
LOW |
1.0110 |
|
0.618 |
1.0076 |
|
1.000 |
1.0056 |
|
1.618 |
1.0022 |
|
2.618 |
0.9967 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0169 |
| PP |
1.0130 |
1.0152 |
| S1 |
1.0123 |
1.0134 |
|