CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0078 |
1.0093 |
0.0015 |
0.1% |
1.0156 |
| High |
1.0096 |
1.0117 |
0.0021 |
0.2% |
1.0265 |
| Low |
1.0032 |
1.0021 |
-0.0011 |
-0.1% |
1.0011 |
| Close |
1.0079 |
1.0035 |
-0.0044 |
-0.4% |
1.0069 |
| Range |
0.0064 |
0.0096 |
0.0032 |
49.2% |
0.0254 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
144,699 |
205,162 |
60,463 |
41.8% |
1,220,042 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0285 |
1.0087 |
|
| R3 |
1.0248 |
1.0189 |
1.0061 |
|
| R2 |
1.0153 |
1.0153 |
1.0052 |
|
| R1 |
1.0094 |
1.0094 |
1.0043 |
1.0076 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0048 |
| S1 |
0.9998 |
0.9998 |
1.0026 |
0.9980 |
| S2 |
0.9962 |
0.9962 |
1.0017 |
|
| S3 |
0.9866 |
0.9903 |
1.0008 |
|
| S4 |
0.9771 |
0.9807 |
0.9982 |
|
|
| 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 |
1.0117 |
1.0011 |
0.0106 |
1.1% |
0.0077 |
0.8% |
22% |
True |
False |
253,291 |
| 10 |
1.0265 |
0.9949 |
0.0317 |
3.2% |
0.0110 |
1.1% |
27% |
False |
False |
175,603 |
| 20 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0108 |
1.1% |
30% |
False |
False |
93,302 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0103 |
1.0% |
19% |
False |
False |
47,548 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0105 |
1.1% |
12% |
False |
False |
32,141 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0103 |
1.0% |
10% |
False |
False |
24,309 |
| 100 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0099 |
1.0% |
10% |
False |
False |
19,476 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.9% |
0.0091 |
0.9% |
7% |
False |
False |
16,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0522 |
|
2.618 |
1.0367 |
|
1.618 |
1.0271 |
|
1.000 |
1.0212 |
|
0.618 |
1.0176 |
|
HIGH |
1.0117 |
|
0.618 |
1.0080 |
|
0.500 |
1.0069 |
|
0.382 |
1.0057 |
|
LOW |
1.0021 |
|
0.618 |
0.9962 |
|
1.000 |
0.9926 |
|
1.618 |
0.9866 |
|
2.618 |
0.9771 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0064 |
| PP |
1.0057 |
1.0054 |
| S1 |
1.0046 |
1.0044 |
|