CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
0.9995 |
-0.0040 |
-0.4% |
0.9852 |
| High |
1.0076 |
0.9995 |
-0.0081 |
-0.8% |
1.0030 |
| Low |
1.0035 |
0.9968 |
-0.0068 |
-0.7% |
0.9725 |
| Close |
1.0076 |
0.9968 |
-0.0108 |
-1.1% |
0.9982 |
| Range |
0.0041 |
0.0028 |
-0.0013 |
-32.1% |
0.0305 |
| ATR |
|
|
|
|
|
| Volume |
15 |
501 |
486 |
3,240.0% |
304 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0041 |
0.9983 |
|
| R3 |
1.0032 |
1.0013 |
0.9975 |
|
| R2 |
1.0004 |
1.0004 |
0.9973 |
|
| R1 |
0.9986 |
0.9986 |
0.9970 |
0.9981 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9974 |
| S1 |
0.9958 |
0.9958 |
0.9965 |
0.9954 |
| S2 |
0.9949 |
0.9949 |
0.9962 |
|
| S3 |
0.9922 |
0.9931 |
0.9960 |
|
| S4 |
0.9894 |
0.9903 |
0.9952 |
|
|
| 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 |
1.0112 |
|
2.618 |
1.0067 |
|
1.618 |
1.0039 |
|
1.000 |
1.0023 |
|
0.618 |
1.0012 |
|
HIGH |
0.9995 |
|
0.618 |
0.9984 |
|
0.500 |
0.9981 |
|
0.382 |
0.9978 |
|
LOW |
0.9968 |
|
0.618 |
0.9951 |
|
1.000 |
0.9940 |
|
1.618 |
0.9923 |
|
2.618 |
0.9896 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
1.0077 |
| PP |
0.9977 |
1.0041 |
| S1 |
0.9972 |
1.0004 |
|