CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0039 |
1.0207 |
0.0168 |
1.7% |
0.9919 |
| High |
1.0150 |
1.0261 |
0.0112 |
1.1% |
1.0046 |
| Low |
1.0039 |
1.0189 |
0.0151 |
1.5% |
0.9889 |
| Close |
1.0141 |
1.0261 |
0.0121 |
1.2% |
1.0025 |
| Range |
0.0111 |
0.0072 |
-0.0039 |
-35.1% |
0.0157 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
663 |
120 |
-543 |
-81.9% |
3,492 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0429 |
1.0301 |
|
| R3 |
1.0381 |
1.0357 |
1.0281 |
|
| R2 |
1.0309 |
1.0309 |
1.0274 |
|
| R1 |
1.0285 |
1.0285 |
1.0268 |
1.0297 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0243 |
| S1 |
1.0213 |
1.0213 |
1.0254 |
1.0225 |
| S2 |
1.0165 |
1.0165 |
1.0248 |
|
| S3 |
1.0093 |
1.0141 |
1.0241 |
|
| S4 |
1.0021 |
1.0069 |
1.0221 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0398 |
1.0111 |
|
| R3 |
1.0301 |
1.0241 |
1.0068 |
|
| R2 |
1.0144 |
1.0144 |
1.0053 |
|
| R1 |
1.0084 |
1.0084 |
1.0039 |
1.0114 |
| PP |
0.9987 |
0.9987 |
0.9987 |
1.0001 |
| S1 |
0.9927 |
0.9927 |
1.0010 |
0.9957 |
| S2 |
0.9830 |
0.9830 |
0.9996 |
|
| S3 |
0.9673 |
0.9770 |
0.9981 |
|
| S4 |
0.9516 |
0.9613 |
0.9938 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0567 |
|
2.618 |
1.0449 |
|
1.618 |
1.0377 |
|
1.000 |
1.0333 |
|
0.618 |
1.0305 |
|
HIGH |
1.0261 |
|
0.618 |
1.0233 |
|
0.500 |
1.0225 |
|
0.382 |
1.0217 |
|
LOW |
1.0189 |
|
0.618 |
1.0145 |
|
1.000 |
1.0117 |
|
1.618 |
1.0073 |
|
2.618 |
1.0001 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0249 |
1.0216 |
| PP |
1.0237 |
1.0170 |
| S1 |
1.0225 |
1.0125 |
|