CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0037 |
-0.0153 |
-1.5% |
0.9998 |
| High |
1.0255 |
1.0096 |
-0.0159 |
-1.6% |
1.0180 |
| Low |
1.0035 |
1.0026 |
-0.0009 |
-0.1% |
0.9935 |
| Close |
1.0048 |
1.0050 |
0.0002 |
0.0% |
1.0112 |
| Range |
0.0220 |
0.0070 |
-0.0150 |
-68.3% |
0.0245 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
179,911 |
387,131 |
207,220 |
115.2% |
229,276 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0227 |
1.0088 |
|
| R3 |
1.0196 |
1.0158 |
1.0069 |
|
| R2 |
1.0127 |
1.0127 |
1.0062 |
|
| R1 |
1.0088 |
1.0088 |
1.0056 |
1.0107 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0067 |
| S1 |
1.0019 |
1.0019 |
1.0043 |
1.0038 |
| S2 |
0.9988 |
0.9988 |
1.0037 |
|
| S3 |
0.9918 |
0.9949 |
1.0030 |
|
| S4 |
0.9849 |
0.9880 |
1.0011 |
|
|
| 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 |
1.0000 |
0.0265 |
2.6% |
0.0130 |
1.3% |
19% |
False |
False |
161,303 |
| 10 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0124 |
1.2% |
35% |
False |
False |
94,941 |
| 20 |
1.0294 |
0.9935 |
0.0359 |
3.6% |
0.0110 |
1.1% |
32% |
False |
False |
50,100 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0105 |
1.0% |
22% |
False |
False |
25,710 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0106 |
1.1% |
14% |
False |
False |
17,544 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0104 |
1.0% |
12% |
False |
False |
13,327 |
| 100 |
1.1010 |
0.9935 |
0.1075 |
10.7% |
0.0099 |
1.0% |
11% |
False |
False |
10,701 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.9% |
0.0091 |
0.9% |
8% |
False |
False |
8,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0277 |
|
1.618 |
1.0208 |
|
1.000 |
1.0165 |
|
0.618 |
1.0138 |
|
HIGH |
1.0096 |
|
0.618 |
1.0069 |
|
0.500 |
1.0061 |
|
0.382 |
1.0053 |
|
LOW |
1.0026 |
|
0.618 |
0.9983 |
|
1.000 |
0.9957 |
|
1.618 |
0.9914 |
|
2.618 |
0.9844 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0146 |
| PP |
1.0057 |
1.0114 |
| S1 |
1.0053 |
1.0082 |
|