CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9938 |
-0.0017 |
-0.2% |
0.9970 |
| High |
1.0043 |
0.9994 |
-0.0049 |
-0.5% |
1.0091 |
| Low |
0.9951 |
0.9871 |
-0.0080 |
-0.8% |
0.9919 |
| Close |
0.9974 |
0.9917 |
-0.0058 |
-0.6% |
0.9974 |
| Range |
0.0092 |
0.0123 |
0.0031 |
33.7% |
0.0172 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.2% |
0.0000 |
| Volume |
284,030 |
458,847 |
174,817 |
61.5% |
1,338,417 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0229 |
0.9984 |
|
| R3 |
1.0173 |
1.0106 |
0.9950 |
|
| R2 |
1.0050 |
1.0050 |
0.9939 |
|
| R1 |
0.9983 |
0.9983 |
0.9928 |
0.9955 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9913 |
| S1 |
0.9860 |
0.9860 |
0.9905 |
0.9832 |
| S2 |
0.9804 |
0.9804 |
0.9894 |
|
| S3 |
0.9681 |
0.9737 |
0.9883 |
|
| S4 |
0.9558 |
0.9614 |
0.9849 |
|
|
| 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 |
0.9871 |
0.0220 |
2.2% |
0.0108 |
1.1% |
21% |
False |
True |
311,292 |
| 10 |
1.0104 |
0.9871 |
0.0233 |
2.3% |
0.0110 |
1.1% |
20% |
False |
True |
284,981 |
| 20 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0102 |
1.0% |
9% |
False |
True |
240,489 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0106 |
1.1% |
9% |
False |
True |
231,977 |
| 60 |
1.0704 |
0.9871 |
0.0833 |
8.4% |
0.0111 |
1.1% |
5% |
False |
True |
227,914 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.9% |
0.0107 |
1.1% |
5% |
False |
True |
184,506 |
| 100 |
1.1020 |
0.9871 |
0.1149 |
11.6% |
0.0104 |
1.1% |
4% |
False |
True |
147,831 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.2% |
0.0099 |
1.0% |
3% |
False |
True |
123,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0316 |
|
1.618 |
1.0193 |
|
1.000 |
1.0117 |
|
0.618 |
1.0070 |
|
HIGH |
0.9994 |
|
0.618 |
0.9947 |
|
0.500 |
0.9933 |
|
0.382 |
0.9918 |
|
LOW |
0.9871 |
|
0.618 |
0.9795 |
|
1.000 |
0.9748 |
|
1.618 |
0.9672 |
|
2.618 |
0.9549 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9968 |
| PP |
0.9927 |
0.9951 |
| S1 |
0.9922 |
0.9934 |
|