CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0026 |
0.0026 |
0.3% |
0.9852 |
| High |
1.0015 |
1.0187 |
0.0172 |
1.7% |
1.0030 |
| Low |
0.9980 |
1.0026 |
0.0046 |
0.5% |
0.9725 |
| Close |
0.9997 |
1.0187 |
0.0190 |
1.9% |
0.9982 |
| Range |
0.0035 |
0.0162 |
0.0127 |
361.4% |
0.0305 |
| ATR |
|
|
|
|
|
| Volume |
38 |
44 |
6 |
15.8% |
304 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0564 |
1.0276 |
|
| R3 |
1.0456 |
1.0402 |
1.0231 |
|
| R2 |
1.0295 |
1.0295 |
1.0217 |
|
| R1 |
1.0241 |
1.0241 |
1.0202 |
1.0268 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0147 |
| S1 |
1.0079 |
1.0079 |
1.0172 |
1.0106 |
| S2 |
0.9972 |
0.9972 |
1.0157 |
|
| S3 |
0.9810 |
0.9918 |
1.0143 |
|
| S4 |
0.9649 |
0.9756 |
1.0098 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0709 |
1.0149 |
|
| R3 |
1.0522 |
1.0404 |
1.0065 |
|
| R2 |
1.0217 |
1.0217 |
1.0037 |
|
| R1 |
1.0099 |
1.0099 |
1.0009 |
1.0158 |
| PP |
0.9912 |
0.9912 |
0.9912 |
0.9942 |
| S1 |
0.9794 |
0.9794 |
0.9954 |
0.9853 |
| S2 |
0.9607 |
0.9607 |
0.9926 |
|
| S3 |
0.9302 |
0.9489 |
0.9898 |
|
| S4 |
0.8997 |
0.9184 |
0.9814 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0610 |
|
1.618 |
1.0448 |
|
1.000 |
1.0349 |
|
0.618 |
1.0287 |
|
HIGH |
1.0187 |
|
0.618 |
1.0125 |
|
0.500 |
1.0106 |
|
0.382 |
1.0087 |
|
LOW |
1.0026 |
|
0.618 |
0.9926 |
|
1.000 |
0.9864 |
|
1.618 |
0.9764 |
|
2.618 |
0.9603 |
|
4.250 |
0.9339 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0142 |
| PP |
1.0133 |
1.0098 |
| S1 |
1.0106 |
1.0053 |
|