CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0026 |
1.0055 |
0.0029 |
0.3% |
1.0354 |
| High |
1.0102 |
1.0083 |
-0.0019 |
-0.2% |
1.0364 |
| Low |
0.9988 |
0.9994 |
0.0006 |
0.1% |
1.0117 |
| Close |
1.0045 |
1.0046 |
0.0001 |
0.0% |
1.0118 |
| Range |
0.0114 |
0.0089 |
-0.0025 |
-22.0% |
0.0247 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3,473 |
4,796 |
1,323 |
38.1% |
13,597 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0265 |
1.0095 |
|
| R3 |
1.0218 |
1.0176 |
1.0070 |
|
| R2 |
1.0129 |
1.0129 |
1.0062 |
|
| R1 |
1.0088 |
1.0088 |
1.0054 |
1.0064 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0029 |
| S1 |
0.9999 |
0.9999 |
1.0038 |
0.9976 |
| S2 |
0.9952 |
0.9952 |
1.0030 |
|
| S3 |
0.9864 |
0.9911 |
1.0022 |
|
| S4 |
0.9775 |
0.9822 |
0.9997 |
|
|
| 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 |
1.0280 |
0.9988 |
0.0292 |
2.9% |
0.0100 |
1.0% |
20% |
False |
False |
4,290 |
| 10 |
1.0460 |
0.9988 |
0.0472 |
4.7% |
0.0091 |
0.9% |
12% |
False |
False |
2,891 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0094 |
0.9% |
12% |
False |
False |
2,062 |
| 40 |
1.0666 |
0.9988 |
0.0678 |
6.7% |
0.0105 |
1.0% |
9% |
False |
False |
1,741 |
| 60 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0103 |
1.0% |
6% |
False |
False |
1,435 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0098 |
1.0% |
6% |
False |
False |
1,122 |
| 100 |
1.1234 |
0.9988 |
0.1246 |
12.4% |
0.0089 |
0.9% |
5% |
False |
False |
944 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.4% |
0.0087 |
0.9% |
4% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0314 |
|
1.618 |
1.0226 |
|
1.000 |
1.0171 |
|
0.618 |
1.0137 |
|
HIGH |
1.0083 |
|
0.618 |
1.0049 |
|
0.500 |
1.0038 |
|
0.382 |
1.0028 |
|
LOW |
0.9994 |
|
0.618 |
0.9939 |
|
1.000 |
0.9906 |
|
1.618 |
0.9851 |
|
2.618 |
0.9762 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0060 |
| PP |
1.0041 |
1.0055 |
| S1 |
1.0038 |
1.0051 |
|