CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0026 |
1.0035 |
0.0010 |
0.1% |
0.9852 |
| High |
1.0187 |
1.0076 |
-0.0112 |
-1.1% |
1.0030 |
| Low |
1.0026 |
1.0035 |
0.0010 |
0.1% |
0.9725 |
| Close |
1.0187 |
1.0076 |
-0.0112 |
-1.1% |
0.9982 |
| Range |
0.0162 |
0.0041 |
-0.0121 |
-74.9% |
0.0305 |
| ATR |
|
|
|
|
|
| Volume |
44 |
15 |
-29 |
-65.9% |
304 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0170 |
1.0098 |
|
| R3 |
1.0143 |
1.0130 |
1.0087 |
|
| R2 |
1.0103 |
1.0103 |
1.0083 |
|
| R1 |
1.0089 |
1.0089 |
1.0079 |
1.0096 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0065 |
| S1 |
1.0049 |
1.0049 |
1.0072 |
1.0055 |
| S2 |
1.0022 |
1.0022 |
1.0068 |
|
| S3 |
0.9981 |
1.0008 |
1.0064 |
|
| S4 |
0.9941 |
0.9968 |
1.0053 |
|
|
| 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 |
1.0248 |
|
2.618 |
1.0182 |
|
1.618 |
1.0141 |
|
1.000 |
1.0116 |
|
0.618 |
1.0101 |
|
HIGH |
1.0076 |
|
0.618 |
1.0060 |
|
0.500 |
1.0055 |
|
0.382 |
1.0050 |
|
LOW |
1.0035 |
|
0.618 |
1.0010 |
|
1.000 |
0.9995 |
|
1.618 |
0.9969 |
|
2.618 |
0.9929 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0084 |
| PP |
1.0062 |
1.0081 |
| S1 |
1.0055 |
1.0078 |
|