CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0020 |
-0.0107 |
-1.1% |
1.0041 |
| High |
1.0126 |
1.0105 |
-0.0021 |
-0.2% |
1.0154 |
| Low |
0.9984 |
1.0016 |
0.0032 |
0.3% |
0.9984 |
| Close |
1.0017 |
1.0036 |
0.0019 |
0.2% |
1.0036 |
| Range |
0.0142 |
0.0090 |
-0.0053 |
-37.0% |
0.0170 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
11,413 |
10,714 |
-699 |
-6.1% |
44,992 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0268 |
1.0085 |
|
| R3 |
1.0231 |
1.0178 |
1.0061 |
|
| R2 |
1.0142 |
1.0142 |
1.0052 |
|
| R1 |
1.0089 |
1.0089 |
1.0044 |
1.0115 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0065 |
| S1 |
0.9999 |
0.9999 |
1.0028 |
1.0026 |
| S2 |
0.9963 |
0.9963 |
1.0020 |
|
| S3 |
0.9873 |
0.9910 |
1.0011 |
|
| S4 |
0.9784 |
0.9820 |
0.9987 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0471 |
1.0129 |
|
| R3 |
1.0397 |
1.0301 |
1.0083 |
|
| R2 |
1.0227 |
1.0227 |
1.0067 |
|
| R1 |
1.0132 |
1.0132 |
1.0052 |
1.0095 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0039 |
| S1 |
0.9962 |
0.9962 |
1.0020 |
0.9925 |
| S2 |
0.9888 |
0.9888 |
1.0005 |
|
| S3 |
0.9719 |
0.9793 |
0.9989 |
|
| S4 |
0.9549 |
0.9623 |
0.9943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0154 |
0.9984 |
0.0170 |
1.7% |
0.0104 |
1.0% |
31% |
False |
False |
8,998 |
| 10 |
1.0169 |
0.9984 |
0.0185 |
1.8% |
0.0107 |
1.1% |
28% |
False |
False |
7,192 |
| 20 |
1.0465 |
0.9984 |
0.0481 |
4.8% |
0.0096 |
1.0% |
11% |
False |
False |
4,596 |
| 40 |
1.0465 |
0.9984 |
0.0481 |
4.8% |
0.0103 |
1.0% |
11% |
False |
False |
3,030 |
| 60 |
1.0890 |
0.9984 |
0.0906 |
9.0% |
0.0106 |
1.1% |
6% |
False |
False |
2,382 |
| 80 |
1.0911 |
0.9984 |
0.0927 |
9.2% |
0.0100 |
1.0% |
6% |
False |
False |
1,849 |
| 100 |
1.1076 |
0.9984 |
0.1092 |
10.9% |
0.0093 |
0.9% |
5% |
False |
False |
1,514 |
| 120 |
1.1330 |
0.9984 |
0.1346 |
13.4% |
0.0087 |
0.9% |
4% |
False |
False |
1,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0339 |
|
1.618 |
1.0250 |
|
1.000 |
1.0195 |
|
0.618 |
1.0160 |
|
HIGH |
1.0105 |
|
0.618 |
1.0071 |
|
0.500 |
1.0060 |
|
0.382 |
1.0050 |
|
LOW |
1.0016 |
|
0.618 |
0.9960 |
|
1.000 |
0.9926 |
|
1.618 |
0.9871 |
|
2.618 |
0.9781 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0060 |
1.0069 |
| PP |
1.0052 |
1.0058 |
| S1 |
1.0044 |
1.0047 |
|