CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0161 |
-0.0004 |
0.0% |
1.0117 |
| High |
1.0165 |
1.0166 |
0.0002 |
0.0% |
1.0324 |
| Low |
1.0110 |
1.0089 |
-0.0022 |
-0.2% |
1.0096 |
| Close |
1.0117 |
1.0115 |
-0.0002 |
0.0% |
1.0188 |
| Range |
0.0055 |
0.0078 |
0.0023 |
42.2% |
0.0228 |
| ATR |
|
|
|
|
|
| Volume |
6 |
6 |
0 |
0.0% |
59 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0313 |
1.0158 |
|
| R3 |
1.0278 |
1.0235 |
1.0136 |
|
| R2 |
1.0201 |
1.0201 |
1.0129 |
|
| R1 |
1.0158 |
1.0158 |
1.0122 |
1.0141 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0115 |
| S1 |
1.0080 |
1.0080 |
1.0108 |
1.0063 |
| S2 |
1.0046 |
1.0046 |
1.0101 |
|
| S3 |
0.9968 |
1.0003 |
1.0094 |
|
| S4 |
0.9891 |
0.9925 |
1.0072 |
|
|
| 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 |
1.0495 |
|
2.618 |
1.0369 |
|
1.618 |
1.0291 |
|
1.000 |
1.0244 |
|
0.618 |
1.0214 |
|
HIGH |
1.0166 |
|
0.618 |
1.0136 |
|
0.500 |
1.0127 |
|
0.382 |
1.0118 |
|
LOW |
1.0089 |
|
0.618 |
1.0041 |
|
1.000 |
1.0011 |
|
1.618 |
0.9963 |
|
2.618 |
0.9886 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0127 |
1.0158 |
| PP |
1.0123 |
1.0144 |
| S1 |
1.0119 |
1.0129 |
|