CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9959 |
0.9984 |
0.0025 |
0.3% |
1.0283 |
| High |
1.0036 |
1.0017 |
-0.0019 |
-0.2% |
1.0292 |
| Low |
0.9916 |
0.9926 |
0.0010 |
0.1% |
1.0051 |
| Close |
0.9978 |
0.9979 |
0.0001 |
0.0% |
1.0051 |
| Range |
0.0120 |
0.0091 |
-0.0029 |
-24.3% |
0.0242 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
271,379 |
241,878 |
-29,501 |
-10.9% |
939,547 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0203 |
1.0029 |
|
| R3 |
1.0155 |
1.0112 |
1.0004 |
|
| R2 |
1.0064 |
1.0064 |
0.9996 |
|
| R1 |
1.0022 |
1.0022 |
0.9987 |
0.9998 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9962 |
| S1 |
0.9931 |
0.9931 |
0.9971 |
0.9907 |
| S2 |
0.9883 |
0.9883 |
0.9962 |
|
| S3 |
0.9793 |
0.9841 |
0.9954 |
|
| S4 |
0.9702 |
0.9750 |
0.9929 |
|
|
| 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 |
1.0213 |
0.9916 |
0.0297 |
3.0% |
0.0102 |
1.0% |
21% |
False |
False |
228,949 |
| 10 |
1.0390 |
0.9916 |
0.0474 |
4.7% |
0.0093 |
0.9% |
13% |
False |
False |
206,438 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0098 |
1.0% |
13% |
False |
False |
205,674 |
| 40 |
1.0596 |
0.9916 |
0.0680 |
6.8% |
0.0109 |
1.1% |
9% |
False |
False |
218,563 |
| 60 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0109 |
1.1% |
7% |
False |
False |
206,520 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0105 |
1.1% |
7% |
False |
False |
155,409 |
| 100 |
1.1166 |
0.9916 |
0.1250 |
12.5% |
0.0101 |
1.0% |
5% |
False |
False |
124,514 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0100 |
1.0% |
5% |
False |
False |
103,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0401 |
|
2.618 |
1.0253 |
|
1.618 |
1.0163 |
|
1.000 |
1.0107 |
|
0.618 |
1.0072 |
|
HIGH |
1.0017 |
|
0.618 |
0.9982 |
|
0.500 |
0.9971 |
|
0.382 |
0.9961 |
|
LOW |
0.9926 |
|
0.618 |
0.9870 |
|
1.000 |
0.9836 |
|
1.618 |
0.9780 |
|
2.618 |
0.9689 |
|
4.250 |
0.9541 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9976 |
0.9991 |
| PP |
0.9974 |
0.9987 |
| S1 |
0.9971 |
0.9983 |
|