CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9828 |
-0.0027 |
-0.3% |
0.9907 |
| High |
0.9855 |
0.9890 |
0.0036 |
0.4% |
1.0125 |
| Low |
0.9800 |
0.9787 |
-0.0013 |
-0.1% |
0.9846 |
| Close |
0.9822 |
0.9826 |
0.0004 |
0.0% |
0.9854 |
| Range |
0.0055 |
0.0103 |
0.0049 |
89.0% |
0.0279 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
617 |
400 |
-217 |
-35.2% |
2,716 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0087 |
0.9882 |
|
| R3 |
1.0040 |
0.9984 |
0.9854 |
|
| R2 |
0.9937 |
0.9937 |
0.9844 |
|
| R1 |
0.9881 |
0.9881 |
0.9835 |
0.9858 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9822 |
| S1 |
0.9778 |
0.9778 |
0.9816 |
0.9755 |
| S2 |
0.9731 |
0.9731 |
0.9807 |
|
| S3 |
0.9628 |
0.9675 |
0.9797 |
|
| S4 |
0.9525 |
0.9572 |
0.9769 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0594 |
1.0007 |
|
| R3 |
1.0498 |
1.0315 |
0.9930 |
|
| R2 |
1.0220 |
1.0220 |
0.9905 |
|
| R1 |
1.0037 |
1.0037 |
0.9879 |
0.9989 |
| PP |
0.9941 |
0.9941 |
0.9941 |
0.9918 |
| S1 |
0.9758 |
0.9758 |
0.9828 |
0.9711 |
| S2 |
0.9663 |
0.9663 |
0.9802 |
|
| S3 |
0.9384 |
0.9480 |
0.9777 |
|
| S4 |
0.9106 |
0.9201 |
0.9700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0120 |
0.9787 |
0.0333 |
3.4% |
0.0108 |
1.1% |
12% |
False |
True |
469 |
| 10 |
1.0125 |
0.9658 |
0.0467 |
4.8% |
0.0129 |
1.3% |
36% |
False |
False |
635 |
| 20 |
1.0180 |
0.9658 |
0.0522 |
5.3% |
0.0114 |
1.2% |
32% |
False |
False |
959 |
| 40 |
1.0350 |
0.9658 |
0.0693 |
7.0% |
0.0102 |
1.0% |
24% |
False |
False |
784 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.8% |
0.0089 |
0.9% |
19% |
False |
False |
544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0160 |
|
1.618 |
1.0057 |
|
1.000 |
0.9993 |
|
0.618 |
0.9954 |
|
HIGH |
0.9890 |
|
0.618 |
0.9851 |
|
0.500 |
0.9839 |
|
0.382 |
0.9826 |
|
LOW |
0.9787 |
|
0.618 |
0.9723 |
|
1.000 |
0.9684 |
|
1.618 |
0.9620 |
|
2.618 |
0.9517 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9839 |
0.9860 |
| PP |
0.9834 |
0.9849 |
| S1 |
0.9830 |
0.9837 |
|