CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9754 |
0.9750 |
-0.0004 |
0.0% |
0.9847 |
| High |
0.9824 |
0.9784 |
-0.0040 |
-0.4% |
1.0055 |
| Low |
0.9719 |
0.9716 |
-0.0003 |
0.0% |
0.9776 |
| Close |
0.9757 |
0.9746 |
-0.0011 |
-0.1% |
0.9786 |
| Range |
0.0105 |
0.0068 |
-0.0038 |
-35.7% |
0.0279 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
189,825 |
166,935 |
-22,890 |
-12.1% |
1,113,354 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9916 |
0.9783 |
|
| R3 |
0.9884 |
0.9849 |
0.9765 |
|
| R2 |
0.9816 |
0.9816 |
0.9758 |
|
| R1 |
0.9781 |
0.9781 |
0.9752 |
0.9765 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9740 |
| S1 |
0.9714 |
0.9714 |
0.9740 |
0.9697 |
| S2 |
0.9681 |
0.9681 |
0.9734 |
|
| S3 |
0.9614 |
0.9646 |
0.9727 |
|
| S4 |
0.9546 |
0.9579 |
0.9709 |
|
|
| 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 |
0.9977 |
0.9716 |
0.0261 |
2.7% |
0.0095 |
1.0% |
11% |
False |
True |
185,706 |
| 10 |
1.0055 |
0.9690 |
0.0365 |
3.7% |
0.0123 |
1.3% |
15% |
False |
False |
228,511 |
| 20 |
1.0117 |
0.9592 |
0.0525 |
5.4% |
0.0123 |
1.3% |
29% |
False |
False |
252,535 |
| 40 |
1.0294 |
0.9592 |
0.0702 |
7.2% |
0.0117 |
1.2% |
22% |
False |
False |
151,318 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
9.0% |
0.0111 |
1.1% |
18% |
False |
False |
101,318 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.9% |
0.0111 |
1.1% |
13% |
False |
False |
76,292 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0108 |
1.1% |
12% |
False |
False |
61,169 |
| 120 |
1.1010 |
0.9592 |
0.1418 |
14.5% |
0.0103 |
1.1% |
11% |
False |
False |
51,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9960 |
|
1.618 |
0.9893 |
|
1.000 |
0.9851 |
|
0.618 |
0.9825 |
|
HIGH |
0.9784 |
|
0.618 |
0.9758 |
|
0.500 |
0.9750 |
|
0.382 |
0.9742 |
|
LOW |
0.9716 |
|
0.618 |
0.9674 |
|
1.000 |
0.9649 |
|
1.618 |
0.9607 |
|
2.618 |
0.9539 |
|
4.250 |
0.9429 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9770 |
| PP |
0.9749 |
0.9762 |
| S1 |
0.9747 |
0.9754 |
|