CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0119 |
-0.0060 |
-0.6% |
1.0354 |
| High |
1.0182 |
1.0132 |
-0.0050 |
-0.5% |
1.0364 |
| Low |
1.0117 |
1.0011 |
-0.0106 |
-1.0% |
1.0117 |
| Close |
1.0118 |
1.0018 |
-0.0100 |
-1.0% |
1.0118 |
| Range |
0.0065 |
0.0121 |
0.0056 |
86.8% |
0.0247 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.8% |
0.0000 |
| Volume |
2,785 |
5,054 |
2,269 |
81.5% |
13,597 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0337 |
1.0084 |
|
| R3 |
1.0295 |
1.0217 |
1.0051 |
|
| R2 |
1.0174 |
1.0174 |
1.0040 |
|
| R1 |
1.0096 |
1.0096 |
1.0029 |
1.0075 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0043 |
| S1 |
0.9976 |
0.9976 |
1.0007 |
0.9954 |
| S2 |
0.9933 |
0.9933 |
0.9996 |
|
| S3 |
0.9813 |
0.9855 |
0.9985 |
|
| S4 |
0.9692 |
0.9735 |
0.9952 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0775 |
1.0254 |
|
| R3 |
1.0693 |
1.0529 |
1.0186 |
|
| R2 |
1.0446 |
1.0446 |
1.0163 |
|
| R1 |
1.0282 |
1.0282 |
1.0141 |
1.0241 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0179 |
| S1 |
1.0036 |
1.0036 |
1.0095 |
0.9994 |
| S2 |
0.9953 |
0.9953 |
1.0073 |
|
| S3 |
0.9707 |
0.9789 |
1.0050 |
|
| S4 |
0.9460 |
0.9543 |
0.9982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0294 |
1.0011 |
0.0283 |
2.8% |
0.0085 |
0.8% |
2% |
False |
True |
3,459 |
| 10 |
1.0465 |
1.0011 |
0.0454 |
4.5% |
0.0092 |
0.9% |
2% |
False |
True |
2,333 |
| 20 |
1.0465 |
1.0011 |
0.0454 |
4.5% |
0.0097 |
1.0% |
2% |
False |
True |
1,795 |
| 40 |
1.0750 |
1.0011 |
0.0739 |
7.4% |
0.0104 |
1.0% |
1% |
False |
True |
1,560 |
| 60 |
1.0911 |
1.0011 |
0.0900 |
9.0% |
0.0101 |
1.0% |
1% |
False |
True |
1,311 |
| 80 |
1.0911 |
1.0011 |
0.0900 |
9.0% |
0.0097 |
1.0% |
1% |
False |
True |
1,020 |
| 100 |
1.1330 |
1.0011 |
0.1319 |
13.2% |
0.0088 |
0.9% |
1% |
False |
True |
864 |
| 120 |
1.1330 |
1.0011 |
0.1319 |
13.2% |
0.0086 |
0.9% |
1% |
False |
True |
786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0644 |
|
2.618 |
1.0447 |
|
1.618 |
1.0326 |
|
1.000 |
1.0252 |
|
0.618 |
1.0206 |
|
HIGH |
1.0132 |
|
0.618 |
1.0085 |
|
0.500 |
1.0071 |
|
0.382 |
1.0057 |
|
LOW |
1.0011 |
|
0.618 |
0.9937 |
|
1.000 |
0.9891 |
|
1.618 |
0.9816 |
|
2.618 |
0.9696 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0146 |
| PP |
1.0054 |
1.0103 |
| S1 |
1.0036 |
1.0061 |
|