CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
1.0078 |
0.0014 |
0.1% |
1.0156 |
| High |
1.0103 |
1.0096 |
-0.0007 |
-0.1% |
1.0265 |
| Low |
1.0011 |
1.0032 |
0.0021 |
0.2% |
1.0011 |
| Close |
1.0069 |
1.0079 |
0.0010 |
0.1% |
1.0069 |
| Range |
0.0092 |
0.0064 |
-0.0028 |
-30.4% |
0.0254 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
280,838 |
144,699 |
-136,139 |
-48.5% |
1,220,042 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0234 |
1.0114 |
|
| R3 |
1.0197 |
1.0170 |
1.0096 |
|
| R2 |
1.0133 |
1.0133 |
1.0090 |
|
| R1 |
1.0106 |
1.0106 |
1.0084 |
1.0119 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0076 |
| S1 |
1.0042 |
1.0042 |
1.0073 |
1.0055 |
| S2 |
1.0005 |
1.0005 |
1.0067 |
|
| S3 |
0.9941 |
0.9978 |
1.0061 |
|
| S4 |
0.9877 |
0.9914 |
1.0043 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0727 |
1.0209 |
|
| R3 |
1.0623 |
1.0473 |
1.0139 |
|
| R2 |
1.0369 |
1.0369 |
1.0116 |
|
| R1 |
1.0219 |
1.0219 |
1.0092 |
1.0167 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0089 |
| S1 |
0.9965 |
0.9965 |
1.0046 |
0.9913 |
| S2 |
0.9861 |
0.9861 |
1.0022 |
|
| S3 |
0.9607 |
0.9711 |
0.9999 |
|
| S4 |
0.9353 |
0.9457 |
0.9929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0255 |
1.0011 |
0.0244 |
2.4% |
0.0101 |
1.0% |
28% |
False |
False |
248,241 |
| 10 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0113 |
1.1% |
43% |
False |
False |
159,401 |
| 20 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0110 |
1.1% |
43% |
False |
False |
83,296 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0102 |
1.0% |
27% |
False |
False |
42,431 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0105 |
1.0% |
18% |
False |
False |
28,750 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0103 |
1.0% |
15% |
False |
False |
21,748 |
| 100 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0099 |
1.0% |
15% |
False |
False |
17,426 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.8% |
0.0092 |
0.9% |
10% |
False |
False |
14,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0264 |
|
1.618 |
1.0200 |
|
1.000 |
1.0160 |
|
0.618 |
1.0136 |
|
HIGH |
1.0096 |
|
0.618 |
1.0072 |
|
0.500 |
1.0064 |
|
0.382 |
1.0056 |
|
LOW |
1.0032 |
|
0.618 |
0.9992 |
|
1.000 |
0.9968 |
|
1.618 |
0.9928 |
|
2.618 |
0.9864 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0074 |
1.0071 |
| PP |
1.0069 |
1.0064 |
| S1 |
1.0064 |
1.0057 |
|