CME Euro FX (E) Future June 2023
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0207 |
1.0257 |
0.0051 |
0.5% |
0.9919 |
| High |
1.0261 |
1.0272 |
0.0011 |
0.1% |
1.0046 |
| Low |
1.0189 |
1.0141 |
-0.0049 |
-0.5% |
0.9889 |
| Close |
1.0261 |
1.0141 |
-0.0121 |
-1.2% |
1.0025 |
| Range |
0.0072 |
0.0132 |
0.0060 |
82.6% |
0.0157 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.5% |
0.0000 |
| Volume |
120 |
47 |
-73 |
-60.8% |
3,492 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0491 |
1.0213 |
|
| R3 |
1.0447 |
1.0360 |
1.0177 |
|
| R2 |
1.0316 |
1.0316 |
1.0165 |
|
| R1 |
1.0228 |
1.0228 |
1.0153 |
1.0206 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0173 |
| S1 |
1.0097 |
1.0097 |
1.0128 |
1.0075 |
| S2 |
1.0053 |
1.0053 |
1.0116 |
|
| S3 |
0.9921 |
0.9965 |
1.0104 |
|
| S4 |
0.9790 |
0.9834 |
1.0068 |
|
|
| 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 |
1.0831 |
|
2.618 |
1.0616 |
|
1.618 |
1.0485 |
|
1.000 |
1.0404 |
|
0.618 |
1.0353 |
|
HIGH |
1.0272 |
|
0.618 |
1.0222 |
|
0.500 |
1.0206 |
|
0.382 |
1.0191 |
|
LOW |
1.0141 |
|
0.618 |
1.0059 |
|
1.000 |
1.0009 |
|
1.618 |
0.9928 |
|
2.618 |
0.9796 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0206 |
1.0155 |
| PP |
1.0184 |
1.0150 |
| S1 |
1.0162 |
1.0145 |
|