CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0075 |
-0.0116 |
-1.1% |
0.9994 |
| High |
1.0201 |
1.0103 |
-0.0099 |
-1.0% |
1.0201 |
| Low |
1.0065 |
1.0034 |
-0.0032 |
-0.3% |
0.9940 |
| Close |
1.0069 |
1.0061 |
-0.0008 |
-0.1% |
1.0061 |
| Range |
0.0136 |
0.0069 |
-0.0067 |
-49.3% |
0.0262 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
1,150 |
893 |
-257 |
-22.3% |
3,268 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0236 |
1.0099 |
|
| R3 |
1.0204 |
1.0167 |
1.0080 |
|
| R2 |
1.0135 |
1.0135 |
1.0074 |
|
| R1 |
1.0098 |
1.0098 |
1.0067 |
1.0082 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0058 |
| S1 |
1.0029 |
1.0029 |
1.0055 |
1.0013 |
| S2 |
0.9997 |
0.9997 |
1.0048 |
|
| S3 |
0.9928 |
0.9960 |
1.0042 |
|
| S4 |
0.9859 |
0.9891 |
1.0023 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0718 |
1.0205 |
|
| R3 |
1.0590 |
1.0456 |
1.0133 |
|
| R2 |
1.0329 |
1.0329 |
1.0109 |
|
| R1 |
1.0195 |
1.0195 |
1.0085 |
1.0262 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0101 |
| S1 |
0.9933 |
0.9933 |
1.0037 |
1.0000 |
| S2 |
0.9806 |
0.9806 |
1.0013 |
|
| S3 |
0.9544 |
0.9672 |
0.9989 |
|
| S4 |
0.9283 |
0.9410 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0201 |
0.9940 |
0.0262 |
2.6% |
0.0108 |
1.1% |
46% |
False |
False |
653 |
| 10 |
1.0201 |
0.9822 |
0.0380 |
3.8% |
0.0105 |
1.0% |
63% |
False |
False |
876 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.4% |
0.0107 |
1.1% |
68% |
False |
False |
695 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0111 |
1.1% |
61% |
False |
False |
903 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.6% |
0.0098 |
1.0% |
47% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0283 |
|
1.618 |
1.0214 |
|
1.000 |
1.0172 |
|
0.618 |
1.0145 |
|
HIGH |
1.0103 |
|
0.618 |
1.0076 |
|
0.500 |
1.0068 |
|
0.382 |
1.0060 |
|
LOW |
1.0034 |
|
0.618 |
0.9991 |
|
1.000 |
0.9965 |
|
1.618 |
0.9922 |
|
2.618 |
0.9853 |
|
4.250 |
0.9740 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0117 |
| PP |
1.0066 |
1.0099 |
| S1 |
1.0063 |
1.0080 |
|