CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0354 |
-0.0070 |
-0.7% |
1.0274 |
| High |
1.0423 |
1.0364 |
-0.0060 |
-0.6% |
1.0465 |
| Low |
1.0336 |
1.0252 |
-0.0085 |
-0.8% |
1.0262 |
| Close |
1.0363 |
1.0252 |
-0.0111 |
-1.1% |
1.0363 |
| Range |
0.0087 |
0.0112 |
0.0025 |
28.7% |
0.0204 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,114 |
1,354 |
240 |
21.5% |
6,417 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0550 |
1.0313 |
|
| R3 |
1.0513 |
1.0438 |
1.0282 |
|
| R2 |
1.0401 |
1.0401 |
1.0272 |
|
| R1 |
1.0326 |
1.0326 |
1.0262 |
1.0308 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0280 |
| S1 |
1.0214 |
1.0214 |
1.0241 |
1.0196 |
| S2 |
1.0177 |
1.0177 |
1.0231 |
|
| S3 |
1.0065 |
1.0102 |
1.0221 |
|
| S4 |
0.9953 |
0.9990 |
1.0190 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0872 |
1.0474 |
|
| R3 |
1.0770 |
1.0668 |
1.0418 |
|
| R2 |
1.0567 |
1.0567 |
1.0400 |
|
| R1 |
1.0465 |
1.0465 |
1.0381 |
1.0516 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0389 |
| S1 |
1.0261 |
1.0261 |
1.0344 |
1.0312 |
| S2 |
1.0160 |
1.0160 |
1.0325 |
|
| S3 |
0.9956 |
1.0058 |
1.0307 |
|
| S4 |
0.9753 |
0.9854 |
1.0251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0465 |
1.0252 |
0.0214 |
2.1% |
0.0100 |
1.0% |
0% |
False |
True |
1,207 |
| 10 |
1.0465 |
1.0229 |
0.0237 |
2.3% |
0.0097 |
0.9% |
10% |
False |
False |
1,323 |
| 20 |
1.0465 |
1.0207 |
0.0259 |
2.5% |
0.0104 |
1.0% |
17% |
False |
False |
1,294 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0105 |
1.0% |
26% |
False |
False |
1,223 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0102 |
1.0% |
21% |
False |
False |
1,038 |
| 80 |
1.1010 |
1.0076 |
0.0934 |
9.1% |
0.0096 |
0.9% |
19% |
False |
False |
829 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0087 |
0.8% |
14% |
False |
False |
707 |
| 120 |
1.1502 |
1.0076 |
0.1426 |
13.9% |
0.0087 |
0.9% |
12% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0840 |
|
2.618 |
1.0657 |
|
1.618 |
1.0545 |
|
1.000 |
1.0476 |
|
0.618 |
1.0433 |
|
HIGH |
1.0364 |
|
0.618 |
1.0321 |
|
0.500 |
1.0308 |
|
0.382 |
1.0294 |
|
LOW |
1.0252 |
|
0.618 |
1.0182 |
|
1.000 |
1.0140 |
|
1.618 |
1.0070 |
|
2.618 |
0.9958 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0356 |
| PP |
1.0289 |
1.0321 |
| S1 |
1.0270 |
1.0286 |
|