CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9856 |
0.9946 |
0.0090 |
0.9% |
0.9855 |
| High |
0.9968 |
0.9991 |
0.0023 |
0.2% |
0.9928 |
| Low |
0.9848 |
0.9938 |
0.0090 |
0.9% |
0.9762 |
| Close |
0.9967 |
0.9967 |
0.0000 |
0.0% |
0.9843 |
| Range |
0.0120 |
0.0053 |
-0.0067 |
-55.8% |
0.0166 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
1,528 |
769 |
-759 |
-49.7% |
2,421 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0099 |
0.9996 |
|
| R3 |
1.0071 |
1.0046 |
0.9982 |
|
| R2 |
1.0018 |
1.0018 |
0.9977 |
|
| R1 |
0.9993 |
0.9993 |
0.9972 |
1.0006 |
| PP |
0.9965 |
0.9965 |
0.9965 |
0.9972 |
| S1 |
0.9940 |
0.9940 |
0.9962 |
0.9953 |
| S2 |
0.9912 |
0.9912 |
0.9957 |
|
| S3 |
0.9859 |
0.9887 |
0.9952 |
|
| S4 |
0.9806 |
0.9834 |
0.9938 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0259 |
0.9934 |
|
| R3 |
1.0176 |
1.0093 |
0.9889 |
|
| R2 |
1.0010 |
1.0010 |
0.9873 |
|
| R1 |
0.9927 |
0.9927 |
0.9858 |
0.9886 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9824 |
| S1 |
0.9761 |
0.9761 |
0.9828 |
0.9720 |
| S2 |
0.9678 |
0.9678 |
0.9813 |
|
| S3 |
0.9512 |
0.9595 |
0.9797 |
|
| S4 |
0.9346 |
0.9429 |
0.9752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9991 |
0.9762 |
0.0229 |
2.3% |
0.0095 |
0.9% |
90% |
True |
False |
740 |
| 10 |
1.0120 |
0.9762 |
0.0358 |
3.6% |
0.0101 |
1.0% |
57% |
False |
False |
604 |
| 20 |
1.0125 |
0.9658 |
0.0467 |
4.7% |
0.0121 |
1.2% |
66% |
False |
False |
960 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.7% |
0.0106 |
1.1% |
47% |
False |
False |
815 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0093 |
0.9% |
36% |
False |
False |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
1.0130 |
|
1.618 |
1.0077 |
|
1.000 |
1.0044 |
|
0.618 |
1.0024 |
|
HIGH |
0.9991 |
|
0.618 |
0.9971 |
|
0.500 |
0.9965 |
|
0.382 |
0.9958 |
|
LOW |
0.9938 |
|
0.618 |
0.9905 |
|
1.000 |
0.9885 |
|
1.618 |
0.9852 |
|
2.618 |
0.9799 |
|
4.250 |
0.9713 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9966 |
0.9948 |
| PP |
0.9965 |
0.9929 |
| S1 |
0.9965 |
0.9911 |
|