CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9817 |
-0.0089 |
-0.9% |
0.9786 |
| High |
0.9917 |
0.9888 |
-0.0029 |
-0.3% |
0.9856 |
| Low |
0.9801 |
0.9796 |
-0.0005 |
-0.1% |
0.9675 |
| Close |
0.9810 |
0.9826 |
0.0016 |
0.2% |
0.9770 |
| Range |
0.0116 |
0.0092 |
-0.0024 |
-20.3% |
0.0181 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
196,749 |
202,698 |
5,949 |
3.0% |
1,006,194 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0113 |
1.0061 |
0.9877 |
|
| R3 |
1.0021 |
0.9969 |
0.9851 |
|
| R2 |
0.9929 |
0.9929 |
0.9843 |
|
| R1 |
0.9877 |
0.9877 |
0.9834 |
0.9903 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9850 |
| S1 |
0.9785 |
0.9785 |
0.9818 |
0.9811 |
| S2 |
0.9745 |
0.9745 |
0.9809 |
|
| S3 |
0.9653 |
0.9693 |
0.9801 |
|
| S4 |
0.9561 |
0.9601 |
0.9775 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0220 |
0.9869 |
|
| R3 |
1.0128 |
1.0039 |
0.9820 |
|
| R2 |
0.9947 |
0.9947 |
0.9803 |
|
| R1 |
0.9859 |
0.9859 |
0.9787 |
0.9813 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9744 |
| S1 |
0.9678 |
0.9678 |
0.9753 |
0.9632 |
| S2 |
0.9586 |
0.9586 |
0.9737 |
|
| S3 |
0.9406 |
0.9498 |
0.9720 |
|
| S4 |
0.9225 |
0.9317 |
0.9671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9921 |
0.9754 |
0.0168 |
1.7% |
0.0101 |
1.0% |
43% |
False |
False |
193,367 |
| 10 |
0.9921 |
0.9675 |
0.0246 |
2.5% |
0.0102 |
1.0% |
61% |
False |
False |
195,117 |
| 20 |
1.0055 |
0.9592 |
0.0463 |
4.7% |
0.0129 |
1.3% |
51% |
False |
False |
237,159 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0120 |
1.2% |
35% |
False |
False |
181,321 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0112 |
1.1% |
27% |
False |
False |
121,568 |
| 80 |
1.0666 |
0.9592 |
0.1074 |
10.9% |
0.0113 |
1.1% |
22% |
False |
False |
91,531 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0110 |
1.1% |
18% |
False |
False |
73,389 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0105 |
1.1% |
18% |
False |
False |
61,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0129 |
|
1.618 |
1.0037 |
|
1.000 |
0.9980 |
|
0.618 |
0.9945 |
|
HIGH |
0.9888 |
|
0.618 |
0.9853 |
|
0.500 |
0.9842 |
|
0.382 |
0.9831 |
|
LOW |
0.9796 |
|
0.618 |
0.9739 |
|
1.000 |
0.9704 |
|
1.618 |
0.9647 |
|
2.618 |
0.9555 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9842 |
0.9859 |
| PP |
0.9837 |
0.9848 |
| S1 |
0.9831 |
0.9837 |
|