CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0062 |
0.0033 |
0.3% |
1.0057 |
| High |
1.0091 |
1.0064 |
-0.0027 |
-0.3% |
1.0104 |
| Low |
0.9983 |
0.9919 |
-0.0064 |
-0.6% |
0.9916 |
| Close |
1.0056 |
0.9954 |
-0.0103 |
-1.0% |
0.9978 |
| Range |
0.0108 |
0.0145 |
0.0037 |
34.3% |
0.0188 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
2.9% |
0.0000 |
| Volume |
270,752 |
283,439 |
12,687 |
4.7% |
1,275,042 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0329 |
1.0033 |
|
| R3 |
1.0269 |
1.0184 |
0.9993 |
|
| R2 |
1.0124 |
1.0124 |
0.9980 |
|
| R1 |
1.0039 |
1.0039 |
0.9967 |
1.0009 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9964 |
| S1 |
0.9894 |
0.9894 |
0.9940 |
0.9864 |
| S2 |
0.9834 |
0.9834 |
0.9927 |
|
| S3 |
0.9689 |
0.9749 |
0.9914 |
|
| S4 |
0.9544 |
0.9604 |
0.9874 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0563 |
1.0459 |
1.0081 |
|
| R3 |
1.0375 |
1.0271 |
1.0030 |
|
| R2 |
1.0187 |
1.0187 |
1.0012 |
|
| R1 |
1.0083 |
1.0083 |
0.9995 |
1.0041 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9979 |
| S1 |
0.9895 |
0.9895 |
0.9961 |
0.9853 |
| S2 |
0.9811 |
0.9811 |
0.9944 |
|
| S3 |
0.9623 |
0.9707 |
0.9926 |
|
| S4 |
0.9435 |
0.9519 |
0.9875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0104 |
0.9919 |
0.0185 |
1.9% |
0.0117 |
1.2% |
19% |
False |
True |
274,917 |
| 10 |
1.0114 |
0.9916 |
0.0198 |
2.0% |
0.0107 |
1.1% |
19% |
False |
False |
251,134 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0100 |
1.0% |
8% |
False |
False |
219,747 |
| 40 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0107 |
1.1% |
8% |
False |
False |
223,734 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0111 |
1.1% |
4% |
False |
False |
228,841 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0106 |
1.1% |
4% |
False |
False |
175,257 |
| 100 |
1.1021 |
0.9916 |
0.1105 |
11.1% |
0.0104 |
1.0% |
3% |
False |
False |
140,425 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.7% |
0.0099 |
1.0% |
3% |
False |
False |
117,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0680 |
|
2.618 |
1.0444 |
|
1.618 |
1.0299 |
|
1.000 |
1.0209 |
|
0.618 |
1.0154 |
|
HIGH |
1.0064 |
|
0.618 |
1.0009 |
|
0.500 |
0.9992 |
|
0.382 |
0.9974 |
|
LOW |
0.9919 |
|
0.618 |
0.9829 |
|
1.000 |
0.9774 |
|
1.618 |
0.9684 |
|
2.618 |
0.9539 |
|
4.250 |
0.9303 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
1.0005 |
| PP |
0.9979 |
0.9988 |
| S1 |
0.9966 |
0.9971 |
|