CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
0.9981 |
0.0012 |
0.1% |
0.9938 |
| High |
1.0027 |
1.0019 |
-0.0008 |
-0.1% |
1.0118 |
| Low |
0.9958 |
0.9957 |
-0.0001 |
0.0% |
0.9871 |
| Close |
0.9983 |
0.9994 |
0.0011 |
0.1% |
1.0048 |
| Range |
0.0069 |
0.0062 |
-0.0007 |
-9.5% |
0.0247 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
555,034 |
340,455 |
-214,579 |
-38.7% |
1,395,220 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0147 |
1.0028 |
|
| R3 |
1.0114 |
1.0085 |
1.0011 |
|
| R2 |
1.0052 |
1.0052 |
1.0005 |
|
| R1 |
1.0023 |
1.0023 |
0.9999 |
1.0037 |
| PP |
0.9990 |
0.9990 |
0.9990 |
0.9997 |
| S1 |
0.9961 |
0.9961 |
0.9988 |
0.9975 |
| S2 |
0.9928 |
0.9928 |
0.9982 |
|
| S3 |
0.9866 |
0.9899 |
0.9976 |
|
| S4 |
0.9804 |
0.9837 |
0.9959 |
|
|
| 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 |
0.9957 |
0.0245 |
2.5% |
0.0122 |
1.2% |
15% |
False |
True |
385,820 |
| 10 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0122 |
1.2% |
37% |
False |
False |
362,189 |
| 20 |
1.0213 |
0.9871 |
0.0342 |
3.4% |
0.0113 |
1.1% |
36% |
False |
False |
303,844 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0108 |
1.1% |
23% |
False |
False |
254,729 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0110 |
1.1% |
15% |
False |
False |
241,575 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0109 |
1.1% |
12% |
False |
False |
216,743 |
| 100 |
1.0896 |
0.9871 |
0.1025 |
10.3% |
0.0107 |
1.1% |
12% |
False |
False |
173,719 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.0% |
0.0102 |
1.0% |
9% |
False |
False |
144,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0283 |
|
2.618 |
1.0181 |
|
1.618 |
1.0119 |
|
1.000 |
1.0081 |
|
0.618 |
1.0057 |
|
HIGH |
1.0019 |
|
0.618 |
0.9995 |
|
0.500 |
0.9988 |
|
0.382 |
0.9981 |
|
LOW |
0.9957 |
|
0.618 |
0.9919 |
|
1.000 |
0.9895 |
|
1.618 |
0.9857 |
|
2.618 |
0.9795 |
|
4.250 |
0.9694 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
1.0074 |
| PP |
0.9990 |
1.0047 |
| S1 |
0.9988 |
1.0020 |
|