CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
1.0000 |
-0.0015 |
-0.1% |
0.9938 |
| High |
1.0050 |
1.0118 |
0.0068 |
0.7% |
1.0118 |
| Low |
0.9935 |
1.0000 |
0.0065 |
0.6% |
0.9871 |
| Close |
0.9997 |
1.0048 |
0.0052 |
0.5% |
1.0048 |
| Range |
0.0115 |
0.0118 |
0.0003 |
2.6% |
0.0247 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.8% |
0.0000 |
| Volume |
361,481 |
269,894 |
-91,587 |
-25.3% |
1,395,220 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0347 |
1.0113 |
|
| R3 |
1.0291 |
1.0229 |
1.0080 |
|
| R2 |
1.0173 |
1.0173 |
1.0070 |
|
| R1 |
1.0111 |
1.0111 |
1.0059 |
1.0142 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0071 |
| S1 |
0.9993 |
0.9993 |
1.0037 |
1.0024 |
| S2 |
0.9937 |
0.9937 |
1.0026 |
|
| S3 |
0.9819 |
0.9875 |
1.0016 |
|
| S4 |
0.9701 |
0.9757 |
0.9983 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0752 |
1.0646 |
1.0184 |
|
| R3 |
1.0505 |
1.0400 |
1.0116 |
|
| R2 |
1.0259 |
1.0259 |
1.0093 |
|
| R1 |
1.0153 |
1.0153 |
1.0071 |
1.0206 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0039 |
| S1 |
0.9907 |
0.9907 |
1.0025 |
0.9960 |
| S2 |
0.9766 |
0.9766 |
1.0003 |
|
| S3 |
0.9519 |
0.9660 |
0.9980 |
|
| S4 |
0.9273 |
0.9414 |
0.9912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0118 |
0.9871 |
0.0247 |
2.5% |
0.0117 |
1.2% |
72% |
True |
False |
335,850 |
| 10 |
1.0118 |
0.9871 |
0.0247 |
2.5% |
0.0117 |
1.2% |
72% |
True |
False |
305,383 |
| 20 |
1.0353 |
0.9871 |
0.0482 |
4.8% |
0.0105 |
1.0% |
37% |
False |
False |
256,034 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.2% |
0.0107 |
1.1% |
34% |
False |
False |
234,962 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.0% |
0.0112 |
1.1% |
22% |
False |
False |
230,532 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0108 |
1.1% |
18% |
False |
False |
196,115 |
| 100 |
1.1020 |
0.9871 |
0.1149 |
11.4% |
0.0105 |
1.0% |
15% |
False |
False |
157,169 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.0% |
0.0100 |
1.0% |
13% |
False |
False |
131,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0619 |
|
2.618 |
1.0426 |
|
1.618 |
1.0308 |
|
1.000 |
1.0236 |
|
0.618 |
1.0190 |
|
HIGH |
1.0118 |
|
0.618 |
1.0072 |
|
0.500 |
1.0059 |
|
0.382 |
1.0045 |
|
LOW |
1.0000 |
|
0.618 |
0.9927 |
|
1.000 |
0.9882 |
|
1.618 |
0.9809 |
|
2.618 |
0.9691 |
|
4.250 |
0.9498 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0032 |
| PP |
1.0055 |
1.0016 |
| S1 |
1.0052 |
1.0000 |
|