CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9842 |
-0.0096 |
-1.0% |
0.9847 |
| High |
0.9977 |
0.9867 |
-0.0110 |
-1.1% |
1.0055 |
| Low |
0.9838 |
0.9776 |
-0.0062 |
-0.6% |
0.9776 |
| Close |
0.9843 |
0.9786 |
-0.0057 |
-0.6% |
0.9786 |
| Range |
0.0140 |
0.0091 |
-0.0049 |
-34.8% |
0.0279 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
201,035 |
191,581 |
-9,454 |
-4.7% |
1,113,354 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0025 |
0.9836 |
|
| R3 |
0.9992 |
0.9934 |
0.9811 |
|
| R2 |
0.9901 |
0.9901 |
0.9802 |
|
| R1 |
0.9843 |
0.9843 |
0.9794 |
0.9826 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9801 |
| S1 |
0.9752 |
0.9752 |
0.9777 |
0.9735 |
| S2 |
0.9719 |
0.9719 |
0.9769 |
|
| S3 |
0.9628 |
0.9661 |
0.9760 |
|
| S4 |
0.9537 |
0.9570 |
0.9735 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0525 |
0.9939 |
|
| R3 |
1.0429 |
1.0247 |
0.9862 |
|
| R2 |
1.0151 |
1.0151 |
0.9837 |
|
| R1 |
0.9968 |
0.9968 |
0.9811 |
0.9920 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9848 |
| S1 |
0.9690 |
0.9690 |
0.9760 |
0.9642 |
| S2 |
0.9594 |
0.9594 |
0.9734 |
|
| S3 |
0.9315 |
0.9411 |
0.9709 |
|
| S4 |
0.9037 |
0.9133 |
0.9632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0055 |
0.9776 |
0.0279 |
2.8% |
0.0136 |
1.4% |
3% |
False |
True |
222,670 |
| 10 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0146 |
1.5% |
42% |
False |
False |
266,838 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.9% |
0.0133 |
1.4% |
29% |
False |
False |
260,268 |
| 40 |
1.0423 |
0.9592 |
0.0831 |
8.5% |
0.0117 |
1.2% |
23% |
False |
False |
138,032 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0113 |
1.2% |
22% |
False |
False |
92,459 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.8% |
0.0113 |
1.2% |
17% |
False |
False |
69,635 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0109 |
1.1% |
15% |
False |
False |
55,817 |
| 120 |
1.1024 |
0.9592 |
0.1432 |
14.6% |
0.0102 |
1.0% |
14% |
False |
False |
46,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0105 |
|
1.618 |
1.0014 |
|
1.000 |
0.9958 |
|
0.618 |
0.9923 |
|
HIGH |
0.9867 |
|
0.618 |
0.9832 |
|
0.500 |
0.9822 |
|
0.382 |
0.9811 |
|
LOW |
0.9776 |
|
0.618 |
0.9720 |
|
1.000 |
0.9685 |
|
1.618 |
0.9629 |
|
2.618 |
0.9538 |
|
4.250 |
0.9389 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9913 |
| PP |
0.9810 |
0.9870 |
| S1 |
0.9798 |
0.9828 |
|