CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0264 |
-0.0004 |
0.0% |
1.0274 |
| High |
1.0294 |
1.0280 |
-0.0014 |
-0.1% |
1.0465 |
| Low |
1.0238 |
1.0168 |
-0.0070 |
-0.7% |
1.0262 |
| Close |
1.0276 |
1.0177 |
-0.0099 |
-1.0% |
1.0363 |
| Range |
0.0056 |
0.0112 |
0.0057 |
101.8% |
0.0204 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2,108 |
5,343 |
3,235 |
153.5% |
6,417 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0473 |
1.0239 |
|
| R3 |
1.0432 |
1.0361 |
1.0208 |
|
| R2 |
1.0320 |
1.0320 |
1.0198 |
|
| R1 |
1.0249 |
1.0249 |
1.0187 |
1.0229 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0198 |
| S1 |
1.0137 |
1.0137 |
1.0167 |
1.0117 |
| S2 |
1.0096 |
1.0096 |
1.0156 |
|
| S3 |
0.9984 |
1.0025 |
1.0146 |
|
| S4 |
0.9872 |
0.9913 |
1.0115 |
|
|
| 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 |
1.0423 |
1.0168 |
0.0255 |
2.5% |
0.0088 |
0.9% |
4% |
False |
True |
2,385 |
| 10 |
1.0465 |
1.0168 |
0.0297 |
2.9% |
0.0091 |
0.9% |
3% |
False |
True |
1,853 |
| 20 |
1.0465 |
1.0168 |
0.0297 |
2.9% |
0.0098 |
1.0% |
3% |
False |
True |
1,531 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0103 |
1.0% |
15% |
False |
False |
1,416 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0101 |
1.0% |
12% |
False |
False |
1,189 |
| 80 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0097 |
0.9% |
12% |
False |
False |
929 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.3% |
0.0088 |
0.9% |
8% |
False |
False |
792 |
| 120 |
1.1376 |
1.0076 |
0.1300 |
12.8% |
0.0086 |
0.8% |
8% |
False |
False |
727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0756 |
|
2.618 |
1.0573 |
|
1.618 |
1.0461 |
|
1.000 |
1.0392 |
|
0.618 |
1.0349 |
|
HIGH |
1.0280 |
|
0.618 |
1.0237 |
|
0.500 |
1.0224 |
|
0.382 |
1.0211 |
|
LOW |
1.0168 |
|
0.618 |
1.0099 |
|
1.000 |
1.0056 |
|
1.618 |
0.9987 |
|
2.618 |
0.9875 |
|
4.250 |
0.9692 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0231 |
| PP |
1.0208 |
1.0213 |
| S1 |
1.0193 |
1.0195 |
|