CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9912 |
0.9846 |
-0.0066 |
-0.7% |
0.9921 |
| High |
1.0012 |
0.9872 |
-0.0140 |
-1.4% |
1.0132 |
| Low |
0.9847 |
0.9761 |
-0.0086 |
-0.9% |
0.9848 |
| Close |
0.9921 |
0.9784 |
-0.0138 |
-1.4% |
0.9992 |
| Range |
0.0165 |
0.0111 |
-0.0054 |
-32.7% |
0.0284 |
| ATR |
0.0119 |
0.0122 |
0.0003 |
2.5% |
0.0000 |
| Volume |
236,032 |
209,971 |
-26,061 |
-11.0% |
1,207,760 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0072 |
0.9845 |
|
| R3 |
1.0027 |
0.9961 |
0.9814 |
|
| R2 |
0.9916 |
0.9916 |
0.9804 |
|
| R1 |
0.9850 |
0.9850 |
0.9794 |
0.9828 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9794 |
| S1 |
0.9739 |
0.9739 |
0.9773 |
0.9717 |
| S2 |
0.9694 |
0.9694 |
0.9763 |
|
| S3 |
0.9583 |
0.9628 |
0.9753 |
|
| S4 |
0.9472 |
0.9517 |
0.9722 |
|
|
| 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 |
1.0035 |
0.9761 |
0.0274 |
2.8% |
0.0108 |
1.1% |
8% |
False |
True |
200,010 |
| 10 |
1.0132 |
0.9746 |
0.0386 |
3.9% |
0.0121 |
1.2% |
10% |
False |
False |
235,473 |
| 20 |
1.0132 |
0.9675 |
0.0457 |
4.7% |
0.0112 |
1.1% |
24% |
False |
False |
215,295 |
| 40 |
1.0265 |
0.9592 |
0.0673 |
6.9% |
0.0123 |
1.3% |
28% |
False |
False |
234,029 |
| 60 |
1.0460 |
0.9592 |
0.0868 |
8.9% |
0.0115 |
1.2% |
22% |
False |
False |
160,608 |
| 80 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0113 |
1.2% |
22% |
False |
False |
120,812 |
| 100 |
1.0750 |
0.9592 |
0.1158 |
11.8% |
0.0113 |
1.2% |
17% |
False |
False |
96,861 |
| 120 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0109 |
1.1% |
15% |
False |
False |
80,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0162 |
|
1.618 |
1.0051 |
|
1.000 |
0.9983 |
|
0.618 |
0.9940 |
|
HIGH |
0.9872 |
|
0.618 |
0.9829 |
|
0.500 |
0.9816 |
|
0.382 |
0.9803 |
|
LOW |
0.9761 |
|
0.618 |
0.9692 |
|
1.000 |
0.9650 |
|
1.618 |
0.9581 |
|
2.618 |
0.9470 |
|
4.250 |
0.9289 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9886 |
| PP |
0.9805 |
0.9852 |
| S1 |
0.9794 |
0.9818 |
|