CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0191 |
1.0197 |
0.0006 |
0.1% |
1.0206 |
| High |
1.0225 |
1.0213 |
-0.0013 |
-0.1% |
1.0397 |
| Low |
1.0167 |
1.0099 |
-0.0069 |
-0.7% |
1.0188 |
| Close |
1.0207 |
1.0110 |
-0.0097 |
-1.0% |
1.0290 |
| Range |
0.0058 |
0.0114 |
0.0056 |
96.6% |
0.0209 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.9% |
0.0000 |
| Volume |
170,845 |
227,077 |
56,232 |
32.9% |
936,162 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0410 |
1.0172 |
|
| R3 |
1.0368 |
1.0296 |
1.0141 |
|
| R2 |
1.0254 |
1.0254 |
1.0130 |
|
| R1 |
1.0182 |
1.0182 |
1.0120 |
1.0161 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0130 |
| S1 |
1.0068 |
1.0068 |
1.0099 |
1.0047 |
| S2 |
1.0026 |
1.0026 |
1.0089 |
|
| S3 |
0.9912 |
0.9954 |
1.0078 |
|
| S4 |
0.9798 |
0.9840 |
1.0047 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0813 |
1.0405 |
|
| R3 |
1.0709 |
1.0604 |
1.0347 |
|
| R2 |
1.0500 |
1.0500 |
1.0328 |
|
| R1 |
1.0395 |
1.0395 |
1.0309 |
1.0448 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0318 |
| S1 |
1.0186 |
1.0186 |
1.0271 |
1.0239 |
| S2 |
1.0082 |
1.0082 |
1.0252 |
|
| S3 |
0.9873 |
0.9977 |
1.0233 |
|
| S4 |
0.9664 |
0.9768 |
1.0175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0353 |
1.0099 |
0.0255 |
2.5% |
0.0090 |
0.9% |
4% |
False |
True |
186,016 |
| 10 |
1.0397 |
1.0099 |
0.0298 |
2.9% |
0.0094 |
0.9% |
4% |
False |
True |
188,359 |
| 20 |
1.0397 |
1.0099 |
0.0298 |
2.9% |
0.0102 |
1.0% |
4% |
False |
True |
201,915 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.7% |
0.0108 |
1.1% |
16% |
False |
False |
211,773 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0107 |
1.1% |
13% |
False |
False |
191,420 |
| 80 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0106 |
1.0% |
13% |
False |
False |
144,010 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.6% |
0.0100 |
1.0% |
9% |
False |
False |
115,370 |
| 120 |
1.1320 |
1.0000 |
0.1320 |
13.1% |
0.0100 |
1.0% |
8% |
False |
False |
96,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0511 |
|
1.618 |
1.0397 |
|
1.000 |
1.0327 |
|
0.618 |
1.0283 |
|
HIGH |
1.0213 |
|
0.618 |
1.0169 |
|
0.500 |
1.0156 |
|
0.382 |
1.0142 |
|
LOW |
1.0099 |
|
0.618 |
1.0028 |
|
1.000 |
0.9985 |
|
1.618 |
0.9914 |
|
2.618 |
0.9800 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0162 |
| PP |
1.0140 |
1.0144 |
| S1 |
1.0125 |
1.0127 |
|