CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
0.9998 |
-0.0022 |
-0.2% |
1.0041 |
| High |
1.0105 |
1.0056 |
-0.0050 |
-0.5% |
1.0154 |
| Low |
1.0016 |
0.9935 |
-0.0081 |
-0.8% |
0.9984 |
| Close |
1.0036 |
0.9981 |
-0.0055 |
-0.5% |
1.0036 |
| Range |
0.0090 |
0.0121 |
0.0031 |
34.6% |
0.0170 |
| ATR |
0.0101 |
0.0103 |
0.0001 |
1.3% |
0.0000 |
| Volume |
10,714 |
43,148 |
32,434 |
302.7% |
44,992 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0287 |
1.0047 |
|
| R3 |
1.0232 |
1.0167 |
1.0014 |
|
| R2 |
1.0111 |
1.0111 |
1.0003 |
|
| R1 |
1.0046 |
1.0046 |
0.9992 |
1.0018 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9977 |
| S1 |
0.9926 |
0.9926 |
0.9970 |
0.9898 |
| S2 |
0.9870 |
0.9870 |
0.9959 |
|
| S3 |
0.9750 |
0.9805 |
0.9948 |
|
| S4 |
0.9629 |
0.9685 |
0.9915 |
|
|
| 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 |
0.9935 |
0.0219 |
2.2% |
0.0106 |
1.1% |
21% |
False |
True |
16,210 |
| 10 |
1.0169 |
0.9935 |
0.0234 |
2.3% |
0.0107 |
1.1% |
20% |
False |
True |
11,001 |
| 20 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0100 |
1.0% |
9% |
False |
True |
6,667 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0102 |
1.0% |
9% |
False |
True |
4,065 |
| 60 |
1.0762 |
0.9935 |
0.0827 |
8.3% |
0.0106 |
1.1% |
6% |
False |
True |
3,052 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.8% |
0.0101 |
1.0% |
5% |
False |
True |
2,384 |
| 100 |
1.1076 |
0.9935 |
0.1141 |
11.4% |
0.0094 |
0.9% |
4% |
False |
True |
1,945 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
14.0% |
0.0087 |
0.9% |
3% |
False |
True |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0371 |
|
1.618 |
1.0250 |
|
1.000 |
1.0176 |
|
0.618 |
1.0130 |
|
HIGH |
1.0056 |
|
0.618 |
1.0009 |
|
0.500 |
0.9995 |
|
0.382 |
0.9981 |
|
LOW |
0.9935 |
|
0.618 |
0.9861 |
|
1.000 |
0.9815 |
|
1.618 |
0.9740 |
|
2.618 |
0.9620 |
|
4.250 |
0.9423 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
1.0031 |
| PP |
0.9991 |
1.0014 |
| S1 |
0.9986 |
0.9998 |
|