CME Euro FX (E) Future December 2022
| 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 |
0.9917 |
0.9912 |
-0.0005 |
0.0% |
0.9921 |
| High |
0.9990 |
1.0012 |
0.0022 |
0.2% |
1.0132 |
| Low |
0.9888 |
0.9847 |
-0.0041 |
-0.4% |
0.9848 |
| Close |
0.9918 |
0.9921 |
0.0004 |
0.0% |
0.9992 |
| Range |
0.0102 |
0.0165 |
0.0063 |
61.8% |
0.0284 |
| ATR |
0.0116 |
0.0119 |
0.0004 |
3.0% |
0.0000 |
| Volume |
184,396 |
236,032 |
51,636 |
28.0% |
1,207,760 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0336 |
1.0012 |
|
| R3 |
1.0256 |
1.0171 |
0.9966 |
|
| R2 |
1.0091 |
1.0091 |
0.9951 |
|
| R1 |
1.0006 |
1.0006 |
0.9936 |
1.0049 |
| PP |
0.9926 |
0.9926 |
0.9926 |
0.9948 |
| S1 |
0.9841 |
0.9841 |
0.9906 |
0.9884 |
| S2 |
0.9761 |
0.9761 |
0.9891 |
|
| S3 |
0.9596 |
0.9676 |
0.9876 |
|
| S4 |
0.9431 |
0.9511 |
0.9830 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0700 |
1.0148 |
|
| R3 |
1.0558 |
1.0417 |
1.0070 |
|
| R2 |
1.0274 |
1.0274 |
1.0044 |
|
| R1 |
1.0133 |
1.0133 |
1.0018 |
1.0204 |
| PP |
0.9991 |
0.9991 |
0.9991 |
1.0026 |
| S1 |
0.9850 |
0.9850 |
0.9966 |
0.9920 |
| S2 |
0.9707 |
0.9707 |
0.9940 |
|
| S3 |
0.9424 |
0.9566 |
0.9914 |
|
| S4 |
0.9140 |
0.9283 |
0.9836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0132 |
0.9847 |
0.0285 |
2.9% |
0.0114 |
1.1% |
26% |
False |
True |
216,410 |
| 10 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0119 |
1.2% |
45% |
False |
False |
234,746 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.6% |
0.0113 |
1.1% |
54% |
False |
False |
214,848 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0123 |
1.2% |
49% |
False |
False |
230,642 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0116 |
1.2% |
38% |
False |
False |
157,139 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.8% |
0.0113 |
1.1% |
38% |
False |
False |
118,221 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.7% |
0.0112 |
1.1% |
28% |
False |
False |
94,777 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.3% |
0.0108 |
1.1% |
25% |
False |
False |
79,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0713 |
|
2.618 |
1.0443 |
|
1.618 |
1.0278 |
|
1.000 |
1.0177 |
|
0.618 |
1.0113 |
|
HIGH |
1.0012 |
|
0.618 |
0.9948 |
|
0.500 |
0.9929 |
|
0.382 |
0.9910 |
|
LOW |
0.9847 |
|
0.618 |
0.9745 |
|
1.000 |
0.9682 |
|
1.618 |
0.9580 |
|
2.618 |
0.9415 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9929 |
| PP |
0.9926 |
0.9926 |
| S1 |
0.9924 |
0.9924 |
|