CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0126 |
0.0031 |
0.3% |
1.0119 |
| High |
1.0154 |
1.0126 |
-0.0028 |
-0.3% |
1.0169 |
| Low |
1.0050 |
0.9984 |
-0.0066 |
-0.7% |
0.9988 |
| Close |
1.0120 |
1.0017 |
-0.0103 |
-1.0% |
1.0043 |
| Range |
0.0104 |
0.0142 |
0.0039 |
37.2% |
0.0181 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.1% |
0.0000 |
| Volume |
7,439 |
11,413 |
3,974 |
53.4% |
26,930 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0385 |
1.0095 |
|
| R3 |
1.0326 |
1.0243 |
1.0056 |
|
| R2 |
1.0184 |
1.0184 |
1.0043 |
|
| R1 |
1.0101 |
1.0101 |
1.0030 |
1.0072 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0028 |
| S1 |
0.9959 |
0.9959 |
1.0004 |
0.9930 |
| S2 |
0.9900 |
0.9900 |
0.9991 |
|
| S3 |
0.9758 |
0.9817 |
0.9978 |
|
| S4 |
0.9616 |
0.9675 |
0.9939 |
|
|
| 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 |
0.9984 |
0.0185 |
1.8% |
0.0115 |
1.1% |
18% |
False |
True |
8,574 |
| 10 |
1.0182 |
0.9984 |
0.0198 |
2.0% |
0.0104 |
1.0% |
17% |
False |
True |
6,399 |
| 20 |
1.0465 |
0.9984 |
0.0481 |
4.8% |
0.0097 |
1.0% |
7% |
False |
True |
4,126 |
| 40 |
1.0465 |
0.9984 |
0.0481 |
4.8% |
0.0103 |
1.0% |
7% |
False |
True |
2,793 |
| 60 |
1.0890 |
0.9984 |
0.0906 |
9.0% |
0.0106 |
1.1% |
4% |
False |
True |
2,209 |
| 80 |
1.0911 |
0.9984 |
0.0927 |
9.2% |
0.0100 |
1.0% |
4% |
False |
True |
1,715 |
| 100 |
1.1076 |
0.9984 |
0.1092 |
10.9% |
0.0093 |
0.9% |
3% |
False |
True |
1,412 |
| 120 |
1.1330 |
0.9984 |
0.1346 |
13.4% |
0.0087 |
0.9% |
2% |
False |
True |
1,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0498 |
|
1.618 |
1.0356 |
|
1.000 |
1.0268 |
|
0.618 |
1.0214 |
|
HIGH |
1.0126 |
|
0.618 |
1.0072 |
|
0.500 |
1.0055 |
|
0.382 |
1.0038 |
|
LOW |
0.9984 |
|
0.618 |
0.9896 |
|
1.000 |
0.9842 |
|
1.618 |
0.9754 |
|
2.618 |
0.9612 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0055 |
1.0069 |
| PP |
1.0042 |
1.0052 |
| S1 |
1.0030 |
1.0034 |
|