CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0041 |
-0.0012 |
-0.1% |
1.0119 |
| High |
1.0169 |
1.0104 |
-0.0066 |
-0.6% |
1.0169 |
| Low |
1.0029 |
0.9991 |
-0.0038 |
-0.4% |
0.9988 |
| Close |
1.0043 |
1.0068 |
0.0026 |
0.3% |
1.0043 |
| Range |
0.0141 |
0.0113 |
-0.0028 |
-19.6% |
0.0181 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.9% |
0.0000 |
| Volume |
8,593 |
7,090 |
-1,503 |
-17.5% |
26,930 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0393 |
1.0344 |
1.0130 |
|
| R3 |
1.0280 |
1.0231 |
1.0099 |
|
| R2 |
1.0167 |
1.0167 |
1.0089 |
|
| R1 |
1.0118 |
1.0118 |
1.0078 |
1.0142 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0066 |
| S1 |
1.0005 |
1.0005 |
1.0058 |
1.0029 |
| S2 |
0.9941 |
0.9941 |
1.0047 |
|
| S3 |
0.9828 |
0.9892 |
1.0037 |
|
| S4 |
0.9715 |
0.9779 |
1.0006 |
|
|
| 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% |
0.0108 |
1.1% |
44% |
False |
False |
5,793 |
| 10 |
1.0294 |
0.9988 |
0.0306 |
3.0% |
0.0096 |
1.0% |
26% |
False |
False |
4,626 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0097 |
1.0% |
17% |
False |
False |
2,974 |
| 40 |
1.0594 |
0.9988 |
0.0606 |
6.0% |
0.0106 |
1.0% |
13% |
False |
False |
2,212 |
| 60 |
1.0891 |
0.9988 |
0.0903 |
9.0% |
0.0104 |
1.0% |
9% |
False |
False |
1,764 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0099 |
1.0% |
9% |
False |
False |
1,378 |
| 100 |
1.1081 |
0.9988 |
0.1093 |
10.9% |
0.0090 |
0.9% |
7% |
False |
False |
1,147 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.3% |
0.0087 |
0.9% |
6% |
False |
False |
990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0399 |
|
1.618 |
1.0286 |
|
1.000 |
1.0217 |
|
0.618 |
1.0173 |
|
HIGH |
1.0104 |
|
0.618 |
1.0060 |
|
0.500 |
1.0047 |
|
0.382 |
1.0034 |
|
LOW |
0.9991 |
|
0.618 |
0.9921 |
|
1.000 |
0.9878 |
|
1.618 |
0.9808 |
|
2.618 |
0.9695 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0080 |
| PP |
1.0054 |
1.0076 |
| S1 |
1.0047 |
1.0072 |
|