CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0062 |
0.9955 |
-0.0107 |
-1.1% |
0.9970 |
| High |
1.0064 |
1.0043 |
-0.0022 |
-0.2% |
1.0091 |
| Low |
0.9919 |
0.9951 |
0.0032 |
0.3% |
0.9919 |
| Close |
0.9954 |
0.9974 |
0.0021 |
0.2% |
0.9974 |
| Range |
0.0145 |
0.0092 |
-0.0053 |
-36.6% |
0.0172 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
283,439 |
284,030 |
591 |
0.2% |
1,338,417 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0212 |
1.0025 |
|
| R3 |
1.0173 |
1.0120 |
0.9999 |
|
| R2 |
1.0081 |
1.0081 |
0.9991 |
|
| R1 |
1.0028 |
1.0028 |
0.9982 |
1.0054 |
| PP |
0.9989 |
0.9989 |
0.9989 |
1.0002 |
| S1 |
0.9936 |
0.9936 |
0.9966 |
0.9962 |
| S2 |
0.9897 |
0.9897 |
0.9957 |
|
| S3 |
0.9805 |
0.9844 |
0.9949 |
|
| S4 |
0.9713 |
0.9752 |
0.9923 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0509 |
1.0413 |
1.0068 |
|
| R3 |
1.0338 |
1.0242 |
1.0021 |
|
| R2 |
1.0166 |
1.0166 |
1.0005 |
|
| R1 |
1.0070 |
1.0070 |
0.9990 |
1.0118 |
| PP |
0.9995 |
0.9995 |
0.9995 |
1.0019 |
| S1 |
0.9899 |
0.9899 |
0.9958 |
0.9947 |
| S2 |
0.9823 |
0.9823 |
0.9943 |
|
| S3 |
0.9652 |
0.9727 |
0.9927 |
|
| S4 |
0.9480 |
0.9556 |
0.9880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0091 |
0.9919 |
0.0172 |
1.7% |
0.0107 |
1.1% |
32% |
False |
False |
267,683 |
| 10 |
1.0104 |
0.9916 |
0.0188 |
1.9% |
0.0109 |
1.1% |
31% |
False |
False |
261,345 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0099 |
1.0% |
12% |
False |
False |
224,458 |
| 40 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0107 |
1.1% |
12% |
False |
False |
225,166 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0112 |
1.1% |
6% |
False |
False |
226,783 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0107 |
1.1% |
6% |
False |
False |
178,791 |
| 100 |
1.1020 |
0.9916 |
0.1104 |
11.1% |
0.0104 |
1.0% |
5% |
False |
False |
143,261 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0099 |
1.0% |
4% |
False |
False |
119,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0283 |
|
1.618 |
1.0191 |
|
1.000 |
1.0135 |
|
0.618 |
1.0099 |
|
HIGH |
1.0043 |
|
0.618 |
1.0007 |
|
0.500 |
0.9997 |
|
0.382 |
0.9986 |
|
LOW |
0.9951 |
|
0.618 |
0.9894 |
|
1.000 |
0.9859 |
|
1.618 |
0.9802 |
|
2.618 |
0.9710 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
1.0005 |
| PP |
0.9989 |
0.9995 |
| S1 |
0.9982 |
0.9984 |
|