CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0126 |
-0.0035 |
-0.3% |
1.0117 |
| High |
1.0166 |
1.0206 |
0.0040 |
0.4% |
1.0324 |
| Low |
1.0089 |
1.0117 |
0.0029 |
0.3% |
1.0096 |
| Close |
1.0115 |
1.0117 |
0.0002 |
0.0% |
1.0188 |
| Range |
0.0078 |
0.0089 |
0.0012 |
14.8% |
0.0228 |
| ATR |
|
|
|
|
|
| Volume |
6 |
5 |
-1 |
-16.7% |
59 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0354 |
1.0166 |
|
| R3 |
1.0325 |
1.0265 |
1.0141 |
|
| R2 |
1.0236 |
1.0236 |
1.0133 |
|
| R1 |
1.0176 |
1.0176 |
1.0125 |
1.0162 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0139 |
| S1 |
1.0087 |
1.0087 |
1.0109 |
1.0073 |
| S2 |
1.0058 |
1.0058 |
1.0101 |
|
| S3 |
0.9969 |
0.9998 |
1.0093 |
|
| S4 |
0.9880 |
0.9909 |
1.0068 |
|
|
| 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 |
1.0584 |
|
2.618 |
1.0439 |
|
1.618 |
1.0350 |
|
1.000 |
1.0295 |
|
0.618 |
1.0261 |
|
HIGH |
1.0206 |
|
0.618 |
1.0172 |
|
0.500 |
1.0162 |
|
0.382 |
1.0151 |
|
LOW |
1.0117 |
|
0.618 |
1.0062 |
|
1.000 |
1.0028 |
|
1.618 |
0.9973 |
|
2.618 |
0.9884 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0147 |
| PP |
1.0147 |
1.0137 |
| S1 |
1.0132 |
1.0127 |
|