CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0106 |
-0.0091 |
-0.9% |
1.0283 |
| High |
1.0213 |
1.0114 |
-0.0099 |
-1.0% |
1.0292 |
| Low |
1.0099 |
1.0051 |
-0.0048 |
-0.5% |
1.0051 |
| Close |
1.0110 |
1.0051 |
-0.0059 |
-0.6% |
1.0051 |
| Range |
0.0114 |
0.0064 |
-0.0051 |
-44.3% |
0.0242 |
| ATR |
0.0102 |
0.0100 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
227,077 |
181,920 |
-45,157 |
-19.9% |
939,547 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0220 |
1.0086 |
|
| R3 |
1.0199 |
1.0157 |
1.0068 |
|
| R2 |
1.0135 |
1.0135 |
1.0063 |
|
| R1 |
1.0093 |
1.0093 |
1.0057 |
1.0083 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0067 |
| S1 |
1.0030 |
1.0030 |
1.0045 |
1.0019 |
| S2 |
1.0008 |
1.0008 |
1.0039 |
|
| S3 |
0.9945 |
0.9966 |
1.0034 |
|
| S4 |
0.9881 |
0.9903 |
1.0016 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0695 |
1.0184 |
|
| R3 |
1.0614 |
1.0453 |
1.0117 |
|
| R2 |
1.0373 |
1.0373 |
1.0095 |
|
| R1 |
1.0212 |
1.0212 |
1.0073 |
1.0172 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0111 |
| S1 |
0.9970 |
0.9970 |
1.0029 |
0.9930 |
| S2 |
0.9890 |
0.9890 |
1.0007 |
|
| S3 |
0.9648 |
0.9729 |
0.9985 |
|
| S4 |
0.9407 |
0.9487 |
0.9918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0292 |
1.0051 |
0.0242 |
2.4% |
0.0085 |
0.8% |
0% |
False |
True |
187,909 |
| 10 |
1.0397 |
1.0051 |
0.0346 |
3.4% |
0.0089 |
0.9% |
0% |
False |
True |
187,570 |
| 20 |
1.0397 |
1.0051 |
0.0346 |
3.4% |
0.0099 |
1.0% |
0% |
False |
True |
199,411 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.8% |
0.0107 |
1.1% |
8% |
False |
False |
211,540 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.5% |
0.0107 |
1.1% |
6% |
False |
False |
194,415 |
| 80 |
1.0853 |
1.0000 |
0.0853 |
8.5% |
0.0105 |
1.0% |
6% |
False |
False |
146,262 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.7% |
0.0101 |
1.0% |
4% |
False |
False |
117,183 |
| 120 |
1.1320 |
1.0000 |
0.1320 |
13.1% |
0.0100 |
1.0% |
4% |
False |
False |
97,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0280 |
|
1.618 |
1.0217 |
|
1.000 |
1.0178 |
|
0.618 |
1.0153 |
|
HIGH |
1.0114 |
|
0.618 |
1.0090 |
|
0.500 |
1.0082 |
|
0.382 |
1.0075 |
|
LOW |
1.0051 |
|
0.618 |
1.0011 |
|
1.000 |
0.9987 |
|
1.618 |
0.9948 |
|
2.618 |
0.9884 |
|
4.250 |
0.9781 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0082 |
1.0138 |
| PP |
1.0072 |
1.0109 |
| S1 |
1.0061 |
1.0080 |
|