CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
0.9970 |
-0.0155 |
-1.5% |
0.9938 |
| High |
1.0190 |
1.0027 |
-0.0164 |
-1.6% |
1.0118 |
| Low |
0.9969 |
0.9958 |
-0.0011 |
-0.1% |
0.9871 |
| Close |
0.9980 |
0.9983 |
0.0003 |
0.0% |
1.0048 |
| Range |
0.0222 |
0.0069 |
-0.0153 |
-69.1% |
0.0247 |
| ATR |
0.0120 |
0.0117 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
395,987 |
555,034 |
159,047 |
40.2% |
1,395,220 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0157 |
1.0020 |
|
| R3 |
1.0126 |
1.0089 |
1.0001 |
|
| R2 |
1.0058 |
1.0058 |
0.9995 |
|
| R1 |
1.0020 |
1.0020 |
0.9989 |
1.0039 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9998 |
| S1 |
0.9952 |
0.9952 |
0.9976 |
0.9970 |
| S2 |
0.9921 |
0.9921 |
0.9970 |
|
| S3 |
0.9852 |
0.9883 |
0.9964 |
|
| S4 |
0.9784 |
0.9815 |
0.9945 |
|
|
| 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 |
1.0202 |
0.9935 |
0.0267 |
2.7% |
0.0133 |
1.3% |
18% |
False |
False |
390,025 |
| 10 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0127 |
1.3% |
34% |
False |
False |
355,219 |
| 20 |
1.0225 |
0.9871 |
0.0354 |
3.5% |
0.0113 |
1.1% |
31% |
False |
False |
295,363 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0109 |
1.1% |
21% |
False |
False |
252,232 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0111 |
1.1% |
14% |
False |
False |
239,847 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0109 |
1.1% |
11% |
False |
False |
212,516 |
| 100 |
1.0939 |
0.9871 |
0.1068 |
10.7% |
0.0107 |
1.1% |
10% |
False |
False |
170,331 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.1% |
0.0102 |
1.0% |
8% |
False |
False |
142,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0206 |
|
1.618 |
1.0137 |
|
1.000 |
1.0095 |
|
0.618 |
1.0069 |
|
HIGH |
1.0027 |
|
0.618 |
1.0000 |
|
0.500 |
0.9992 |
|
0.382 |
0.9984 |
|
LOW |
0.9958 |
|
0.618 |
0.9916 |
|
1.000 |
0.9890 |
|
1.618 |
0.9847 |
|
2.618 |
0.9779 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
1.0080 |
| PP |
0.9989 |
1.0048 |
| S1 |
0.9986 |
1.0015 |
|