CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9752 |
0.0002 |
0.0% |
0.9847 |
| High |
0.9784 |
0.9854 |
0.0070 |
0.7% |
1.0055 |
| Low |
0.9716 |
0.9675 |
-0.0041 |
-0.4% |
0.9776 |
| Close |
0.9746 |
0.9834 |
0.0088 |
0.9% |
0.9786 |
| Range |
0.0068 |
0.0179 |
0.0111 |
164.4% |
0.0279 |
| ATR |
0.0120 |
0.0124 |
0.0004 |
3.5% |
0.0000 |
| Volume |
166,935 |
256,844 |
89,909 |
53.9% |
1,113,354 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0257 |
0.9932 |
|
| R3 |
1.0145 |
1.0079 |
0.9883 |
|
| R2 |
0.9966 |
0.9966 |
0.9867 |
|
| R1 |
0.9900 |
0.9900 |
0.9850 |
0.9933 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9804 |
| S1 |
0.9722 |
0.9722 |
0.9818 |
0.9755 |
| S2 |
0.9609 |
0.9609 |
0.9801 |
|
| S3 |
0.9431 |
0.9543 |
0.9785 |
|
| S4 |
0.9252 |
0.9365 |
0.9736 |
|
|
| 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 |
0.9867 |
0.9675 |
0.0192 |
2.0% |
0.0103 |
1.0% |
83% |
False |
True |
196,868 |
| 10 |
1.0055 |
0.9675 |
0.0380 |
3.9% |
0.0122 |
1.2% |
42% |
False |
True |
224,633 |
| 20 |
1.0117 |
0.9592 |
0.0525 |
5.3% |
0.0129 |
1.3% |
46% |
False |
False |
252,946 |
| 40 |
1.0280 |
0.9592 |
0.0688 |
7.0% |
0.0120 |
1.2% |
35% |
False |
False |
157,686 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0112 |
1.1% |
28% |
False |
False |
105,590 |
| 80 |
1.0750 |
0.9592 |
0.1158 |
11.8% |
0.0112 |
1.1% |
21% |
False |
False |
79,492 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0109 |
1.1% |
18% |
False |
False |
63,737 |
| 120 |
1.0959 |
0.9592 |
0.1367 |
13.9% |
0.0104 |
1.1% |
18% |
False |
False |
53,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0321 |
|
1.618 |
1.0142 |
|
1.000 |
1.0032 |
|
0.618 |
0.9964 |
|
HIGH |
0.9854 |
|
0.618 |
0.9785 |
|
0.500 |
0.9764 |
|
0.382 |
0.9743 |
|
LOW |
0.9675 |
|
0.618 |
0.9565 |
|
1.000 |
0.9497 |
|
1.618 |
0.9386 |
|
2.618 |
0.9208 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9811 |
| PP |
0.9788 |
0.9788 |
| S1 |
0.9764 |
0.9764 |
|