CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0037 |
1.0050 |
0.0013 |
0.1% |
0.9998 |
| High |
1.0096 |
1.0086 |
-0.0010 |
-0.1% |
1.0180 |
| Low |
1.0026 |
1.0024 |
-0.0002 |
0.0% |
0.9935 |
| Close |
1.0050 |
1.0060 |
0.0011 |
0.1% |
1.0112 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-10.8% |
0.0245 |
| ATR |
0.0114 |
0.0111 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
387,131 |
248,629 |
-138,502 |
-35.8% |
229,276 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0243 |
1.0213 |
1.0094 |
|
| R3 |
1.0181 |
1.0151 |
1.0077 |
|
| R2 |
1.0119 |
1.0119 |
1.0071 |
|
| R1 |
1.0089 |
1.0089 |
1.0066 |
1.0104 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0064 |
| S1 |
1.0027 |
1.0027 |
1.0054 |
1.0042 |
| S2 |
0.9995 |
0.9995 |
1.0049 |
|
| S3 |
0.9933 |
0.9965 |
1.0043 |
|
| S4 |
0.9871 |
0.9903 |
1.0026 |
|
|
| 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 |
1.0024 |
0.0241 |
2.4% |
0.0121 |
1.2% |
15% |
False |
True |
196,130 |
| 10 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0120 |
1.2% |
38% |
False |
False |
119,060 |
| 20 |
1.0280 |
0.9935 |
0.0345 |
3.4% |
0.0111 |
1.1% |
36% |
False |
False |
62,426 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0104 |
1.0% |
24% |
False |
False |
31,912 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0106 |
1.1% |
15% |
False |
False |
21,674 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0104 |
1.0% |
13% |
False |
False |
16,434 |
| 100 |
1.0959 |
0.9935 |
0.1024 |
10.2% |
0.0099 |
1.0% |
12% |
False |
False |
13,182 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.9% |
0.0091 |
0.9% |
9% |
False |
False |
11,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0248 |
|
1.618 |
1.0186 |
|
1.000 |
1.0148 |
|
0.618 |
1.0124 |
|
HIGH |
1.0086 |
|
0.618 |
1.0062 |
|
0.500 |
1.0055 |
|
0.382 |
1.0048 |
|
LOW |
1.0024 |
|
0.618 |
0.9986 |
|
1.000 |
0.9962 |
|
1.618 |
0.9924 |
|
2.618 |
0.9862 |
|
4.250 |
0.9761 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0139 |
| PP |
1.0057 |
1.0113 |
| S1 |
1.0055 |
1.0086 |
|