CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0268 |
0.0014 |
0.1% |
1.0274 |
| High |
1.0288 |
1.0294 |
0.0006 |
0.1% |
1.0465 |
| Low |
1.0217 |
1.0238 |
0.0021 |
0.2% |
1.0262 |
| Close |
1.0263 |
1.0276 |
0.0014 |
0.1% |
1.0363 |
| Range |
0.0071 |
0.0056 |
-0.0016 |
-21.8% |
0.0204 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
2,007 |
2,108 |
101 |
5.0% |
6,417 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0411 |
1.0307 |
|
| R3 |
1.0380 |
1.0356 |
1.0291 |
|
| R2 |
1.0325 |
1.0325 |
1.0286 |
|
| R1 |
1.0300 |
1.0300 |
1.0281 |
1.0313 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0275 |
| S1 |
1.0245 |
1.0245 |
1.0271 |
1.0257 |
| S2 |
1.0214 |
1.0214 |
1.0266 |
|
| S3 |
1.0158 |
1.0189 |
1.0261 |
|
| S4 |
1.0103 |
1.0134 |
1.0245 |
|
|
| 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 |
1.0460 |
1.0217 |
0.0243 |
2.4% |
0.0082 |
0.8% |
24% |
False |
False |
1,492 |
| 10 |
1.0465 |
1.0217 |
0.0248 |
2.4% |
0.0089 |
0.9% |
24% |
False |
False |
1,455 |
| 20 |
1.0465 |
1.0207 |
0.0259 |
2.5% |
0.0098 |
0.9% |
27% |
False |
False |
1,398 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0103 |
1.0% |
30% |
False |
False |
1,298 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0101 |
1.0% |
24% |
False |
False |
1,104 |
| 80 |
1.0959 |
1.0076 |
0.0883 |
8.6% |
0.0096 |
0.9% |
23% |
False |
False |
871 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0087 |
0.8% |
16% |
False |
False |
742 |
| 120 |
1.1420 |
1.0076 |
0.1344 |
13.1% |
0.0086 |
0.8% |
15% |
False |
False |
685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0529 |
|
2.618 |
1.0439 |
|
1.618 |
1.0383 |
|
1.000 |
1.0349 |
|
0.618 |
1.0328 |
|
HIGH |
1.0294 |
|
0.618 |
1.0272 |
|
0.500 |
1.0266 |
|
0.382 |
1.0259 |
|
LOW |
1.0238 |
|
0.618 |
1.0204 |
|
1.000 |
1.0183 |
|
1.618 |
1.0148 |
|
2.618 |
1.0093 |
|
4.250 |
1.0002 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0273 |
1.0290 |
| PP |
1.0269 |
1.0286 |
| S1 |
1.0266 |
1.0281 |
|