CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0041 |
1.0077 |
0.0036 |
0.4% |
1.0119 |
| High |
1.0104 |
1.0131 |
0.0028 |
0.3% |
1.0169 |
| Low |
0.9991 |
1.0058 |
0.0067 |
0.7% |
0.9988 |
| Close |
1.0068 |
1.0097 |
0.0029 |
0.3% |
1.0043 |
| Range |
0.0113 |
0.0074 |
-0.0040 |
-35.0% |
0.0181 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
7,090 |
8,336 |
1,246 |
17.6% |
26,930 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0280 |
1.0137 |
|
| R3 |
1.0242 |
1.0206 |
1.0117 |
|
| R2 |
1.0169 |
1.0169 |
1.0110 |
|
| R1 |
1.0133 |
1.0133 |
1.0104 |
1.0151 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0104 |
| S1 |
1.0059 |
1.0059 |
1.0090 |
1.0077 |
| S2 |
1.0022 |
1.0022 |
1.0084 |
|
| S3 |
0.9948 |
0.9986 |
1.0077 |
|
| S4 |
0.9875 |
0.9912 |
1.0057 |
|
|
| 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 |
0.9991 |
0.0179 |
1.8% |
0.0100 |
1.0% |
60% |
False |
False |
6,765 |
| 10 |
1.0294 |
0.9988 |
0.0306 |
3.0% |
0.0096 |
1.0% |
36% |
False |
False |
5,259 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0094 |
0.9% |
23% |
False |
False |
3,304 |
| 40 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0102 |
1.0% |
23% |
False |
False |
2,370 |
| 60 |
1.0890 |
0.9988 |
0.0902 |
8.9% |
0.0104 |
1.0% |
12% |
False |
False |
1,902 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.1% |
0.0099 |
1.0% |
12% |
False |
False |
1,481 |
| 100 |
1.1076 |
0.9988 |
0.1088 |
10.8% |
0.0091 |
0.9% |
10% |
False |
False |
1,229 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.3% |
0.0087 |
0.9% |
8% |
False |
False |
1,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0443 |
|
2.618 |
1.0323 |
|
1.618 |
1.0250 |
|
1.000 |
1.0205 |
|
0.618 |
1.0176 |
|
HIGH |
1.0131 |
|
0.618 |
1.0103 |
|
0.500 |
1.0094 |
|
0.382 |
1.0086 |
|
LOW |
1.0058 |
|
0.618 |
1.0012 |
|
1.000 |
0.9984 |
|
1.618 |
0.9939 |
|
2.618 |
0.9865 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0091 |
| PP |
1.0095 |
1.0086 |
| S1 |
1.0094 |
1.0080 |
|