CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9916 |
0.9849 |
-0.0067 |
-0.7% |
1.0062 |
| High |
0.9940 |
1.0066 |
0.0126 |
1.3% |
1.0081 |
| Low |
0.9835 |
0.9844 |
0.0009 |
0.1% |
0.9835 |
| Close |
0.9854 |
1.0049 |
0.0196 |
2.0% |
1.0049 |
| Range |
0.0105 |
0.0223 |
0.0118 |
111.9% |
0.0246 |
| ATR |
0.0114 |
0.0122 |
0.0008 |
6.8% |
0.0000 |
| Volume |
1,045 |
910 |
-135 |
-12.9% |
4,341 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0654 |
1.0574 |
1.0171 |
|
| R3 |
1.0431 |
1.0351 |
1.0110 |
|
| R2 |
1.0209 |
1.0209 |
1.0090 |
|
| R1 |
1.0129 |
1.0129 |
1.0069 |
1.0169 |
| PP |
0.9986 |
0.9986 |
0.9986 |
1.0006 |
| S1 |
0.9906 |
0.9906 |
1.0029 |
0.9946 |
| S2 |
0.9764 |
0.9764 |
1.0008 |
|
| S3 |
0.9541 |
0.9684 |
0.9988 |
|
| S4 |
0.9319 |
0.9461 |
0.9927 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0632 |
1.0184 |
|
| R3 |
1.0479 |
1.0387 |
1.0117 |
|
| R2 |
1.0234 |
1.0234 |
1.0094 |
|
| R1 |
1.0141 |
1.0141 |
1.0072 |
1.0065 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9950 |
| S1 |
0.9896 |
0.9896 |
1.0026 |
0.9819 |
| S2 |
0.9743 |
0.9743 |
1.0004 |
|
| S3 |
0.9497 |
0.9650 |
0.9981 |
|
| S4 |
0.9252 |
0.9405 |
0.9914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0081 |
0.9835 |
0.0246 |
2.4% |
0.0136 |
1.4% |
87% |
False |
False |
868 |
| 10 |
1.0201 |
0.9835 |
0.0366 |
3.6% |
0.0122 |
1.2% |
58% |
False |
False |
760 |
| 20 |
1.0201 |
0.9762 |
0.0439 |
4.4% |
0.0109 |
1.1% |
65% |
False |
False |
776 |
| 40 |
1.0322 |
0.9658 |
0.0664 |
6.6% |
0.0115 |
1.1% |
59% |
False |
False |
882 |
| 60 |
1.0496 |
0.9658 |
0.0838 |
8.3% |
0.0105 |
1.0% |
47% |
False |
False |
765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0649 |
|
1.618 |
1.0426 |
|
1.000 |
1.0289 |
|
0.618 |
1.0204 |
|
HIGH |
1.0066 |
|
0.618 |
0.9981 |
|
0.500 |
0.9955 |
|
0.382 |
0.9928 |
|
LOW |
0.9844 |
|
0.618 |
0.9706 |
|
1.000 |
0.9621 |
|
1.618 |
0.9483 |
|
2.618 |
0.9261 |
|
4.250 |
0.8898 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0019 |
| PP |
0.9986 |
0.9988 |
| S1 |
0.9955 |
0.9958 |
|