CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0053 |
0.0003 |
0.0% |
1.0119 |
| High |
1.0113 |
1.0169 |
0.0056 |
0.6% |
1.0169 |
| Low |
1.0031 |
1.0029 |
-0.0002 |
0.0% |
0.9988 |
| Close |
1.0052 |
1.0043 |
-0.0009 |
-0.1% |
1.0043 |
| Range |
0.0083 |
0.0141 |
0.0058 |
70.3% |
0.0181 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.2% |
0.0000 |
| Volume |
5,014 |
8,593 |
3,579 |
71.4% |
26,930 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0502 |
1.0413 |
1.0120 |
|
| R3 |
1.0361 |
1.0272 |
1.0081 |
|
| R2 |
1.0221 |
1.0221 |
1.0068 |
|
| R1 |
1.0132 |
1.0132 |
1.0055 |
1.0106 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0067 |
| S1 |
0.9991 |
0.9991 |
1.0030 |
0.9965 |
| S2 |
0.9940 |
0.9940 |
1.0017 |
|
| S3 |
0.9799 |
0.9851 |
1.0004 |
|
| S4 |
0.9659 |
0.9710 |
0.9965 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0507 |
1.0142 |
|
| R3 |
1.0429 |
1.0326 |
1.0092 |
|
| R2 |
1.0248 |
1.0248 |
1.0076 |
|
| R1 |
1.0145 |
1.0145 |
1.0059 |
1.0106 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0047 |
| S1 |
0.9964 |
0.9964 |
1.0026 |
0.9925 |
| S2 |
0.9886 |
0.9886 |
1.0009 |
|
| S3 |
0.9705 |
0.9783 |
0.9993 |
|
| S4 |
0.9524 |
0.9602 |
0.9943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
0.9988 |
0.0181 |
1.8% |
0.0109 |
1.1% |
30% |
True |
False |
5,386 |
| 10 |
1.0364 |
0.9988 |
0.0376 |
3.7% |
0.0096 |
1.0% |
15% |
False |
False |
4,052 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0094 |
0.9% |
11% |
False |
False |
2,662 |
| 40 |
1.0615 |
0.9988 |
0.0627 |
6.2% |
0.0106 |
1.1% |
9% |
False |
False |
2,051 |
| 60 |
1.0891 |
0.9988 |
0.0903 |
9.0% |
0.0103 |
1.0% |
6% |
False |
False |
1,648 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0099 |
1.0% |
6% |
False |
False |
1,290 |
| 100 |
1.1116 |
0.9988 |
0.1128 |
11.2% |
0.0090 |
0.9% |
5% |
False |
False |
1,077 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.4% |
0.0087 |
0.9% |
4% |
False |
False |
937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0537 |
|
1.618 |
1.0396 |
|
1.000 |
1.0310 |
|
0.618 |
1.0256 |
|
HIGH |
1.0169 |
|
0.618 |
1.0115 |
|
0.500 |
1.0099 |
|
0.382 |
1.0082 |
|
LOW |
1.0029 |
|
0.618 |
0.9942 |
|
1.000 |
0.9888 |
|
1.618 |
0.9801 |
|
2.618 |
0.9661 |
|
4.250 |
0.9431 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0082 |
| PP |
1.0080 |
1.0069 |
| S1 |
1.0061 |
1.0056 |
|