CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0066 |
1.0156 |
0.0090 |
0.9% |
0.9998 |
| High |
1.0180 |
1.0265 |
0.0085 |
0.8% |
1.0180 |
| Low |
1.0066 |
1.0127 |
0.0061 |
0.6% |
0.9935 |
| Close |
1.0112 |
1.0187 |
0.0075 |
0.7% |
1.0112 |
| Range |
0.0115 |
0.0139 |
0.0024 |
21.0% |
0.0245 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
3.2% |
0.0000 |
| Volume |
41,448 |
123,533 |
82,085 |
198.0% |
229,276 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0536 |
1.0263 |
|
| R3 |
1.0470 |
1.0397 |
1.0225 |
|
| R2 |
1.0331 |
1.0331 |
1.0212 |
|
| R1 |
1.0259 |
1.0259 |
1.0199 |
1.0295 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0211 |
| S1 |
1.0120 |
1.0120 |
1.0174 |
1.0157 |
| S2 |
1.0054 |
1.0054 |
1.0161 |
|
| S3 |
0.9916 |
0.9982 |
1.0148 |
|
| S4 |
0.9777 |
0.9843 |
1.0110 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0706 |
1.0246 |
|
| R3 |
1.0566 |
1.0461 |
1.0179 |
|
| R2 |
1.0321 |
1.0321 |
1.0156 |
|
| R1 |
1.0216 |
1.0216 |
1.0134 |
1.0268 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0102 |
| S1 |
0.9971 |
0.9971 |
1.0089 |
1.0023 |
| S2 |
0.9831 |
0.9831 |
1.0067 |
|
| S3 |
0.9586 |
0.9726 |
1.0044 |
|
| S4 |
0.9341 |
0.9481 |
0.9977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
0.9935 |
0.0330 |
3.2% |
0.0124 |
1.2% |
76% |
True |
False |
70,561 |
| 10 |
1.0265 |
0.9935 |
0.0330 |
3.2% |
0.0114 |
1.1% |
76% |
True |
False |
39,780 |
| 20 |
1.0364 |
0.9935 |
0.0429 |
4.2% |
0.0105 |
1.0% |
59% |
False |
False |
21,916 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.2% |
0.0105 |
1.0% |
47% |
False |
False |
11,594 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.0% |
0.0107 |
1.0% |
31% |
False |
False |
8,125 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.6% |
0.0103 |
1.0% |
26% |
False |
False |
6,244 |
| 100 |
1.1024 |
0.9935 |
0.1089 |
10.7% |
0.0097 |
1.0% |
23% |
False |
False |
5,034 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.7% |
0.0089 |
0.9% |
18% |
False |
False |
4,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0854 |
|
2.618 |
1.0628 |
|
1.618 |
1.0489 |
|
1.000 |
1.0404 |
|
0.618 |
1.0351 |
|
HIGH |
1.0265 |
|
0.618 |
1.0212 |
|
0.500 |
1.0196 |
|
0.382 |
1.0179 |
|
LOW |
1.0127 |
|
0.618 |
1.0041 |
|
1.000 |
0.9988 |
|
1.618 |
0.9902 |
|
2.618 |
0.9764 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0169 |
| PP |
1.0193 |
1.0151 |
| S1 |
1.0190 |
1.0133 |
|