CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0062 |
0.9989 |
-0.0074 |
-0.7% |
0.9994 |
| High |
1.0069 |
1.0057 |
-0.0012 |
-0.1% |
1.0201 |
| Low |
0.9978 |
0.9959 |
-0.0020 |
-0.2% |
0.9940 |
| Close |
0.9993 |
0.9988 |
-0.0005 |
-0.1% |
1.0061 |
| Range |
0.0091 |
0.0099 |
0.0008 |
8.8% |
0.0262 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
463 |
973 |
510 |
110.2% |
3,268 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0241 |
1.0042 |
|
| R3 |
1.0198 |
1.0142 |
1.0015 |
|
| R2 |
1.0100 |
1.0100 |
1.0006 |
|
| R1 |
1.0044 |
1.0044 |
0.9997 |
1.0022 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9990 |
| S1 |
0.9945 |
0.9945 |
0.9978 |
0.9924 |
| S2 |
0.9903 |
0.9903 |
0.9969 |
|
| S3 |
0.9804 |
0.9847 |
0.9960 |
|
| S4 |
0.9706 |
0.9748 |
0.9933 |
|
|
| 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 |
0.9959 |
0.0243 |
2.4% |
0.0107 |
1.1% |
12% |
False |
True |
784 |
| 10 |
1.0201 |
0.9822 |
0.0380 |
3.8% |
0.0107 |
1.1% |
44% |
False |
False |
790 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.4% |
0.0104 |
1.0% |
51% |
False |
False |
697 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0111 |
1.1% |
50% |
False |
False |
896 |
| 60 |
1.0524 |
0.9658 |
0.0867 |
8.7% |
0.0099 |
1.0% |
38% |
False |
False |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0315 |
|
1.618 |
1.0216 |
|
1.000 |
1.0156 |
|
0.618 |
1.0118 |
|
HIGH |
1.0057 |
|
0.618 |
1.0019 |
|
0.500 |
1.0008 |
|
0.382 |
0.9996 |
|
LOW |
0.9959 |
|
0.618 |
0.9898 |
|
1.000 |
0.9860 |
|
1.618 |
0.9799 |
|
2.618 |
0.9701 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0008 |
1.0031 |
| PP |
1.0001 |
1.0016 |
| S1 |
0.9994 |
1.0002 |
|