CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0040 |
-0.0053 |
-0.5% |
1.0156 |
| High |
1.0117 |
1.0041 |
-0.0076 |
-0.8% |
1.0265 |
| Low |
1.0021 |
0.9878 |
-0.0144 |
-1.4% |
1.0011 |
| Close |
1.0035 |
0.9972 |
-0.0063 |
-0.6% |
1.0069 |
| Range |
0.0096 |
0.0163 |
0.0068 |
70.7% |
0.0254 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.9% |
0.0000 |
| Volume |
205,162 |
330,863 |
125,701 |
61.3% |
1,220,042 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0452 |
1.0375 |
1.0061 |
|
| R3 |
1.0289 |
1.0212 |
1.0016 |
|
| R2 |
1.0126 |
1.0126 |
1.0001 |
|
| R1 |
1.0049 |
1.0049 |
0.9986 |
1.0006 |
| PP |
0.9963 |
0.9963 |
0.9963 |
0.9942 |
| S1 |
0.9886 |
0.9886 |
0.9957 |
0.9843 |
| S2 |
0.9800 |
0.9800 |
0.9942 |
|
| S3 |
0.9637 |
0.9723 |
0.9927 |
|
| S4 |
0.9474 |
0.9560 |
0.9882 |
|
|
| 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 |
0.9878 |
0.0239 |
2.4% |
0.0095 |
1.0% |
39% |
False |
True |
242,038 |
| 10 |
1.0265 |
0.9878 |
0.0388 |
3.9% |
0.0113 |
1.1% |
24% |
False |
True |
201,670 |
| 20 |
1.0265 |
0.9878 |
0.0388 |
3.9% |
0.0111 |
1.1% |
24% |
False |
True |
109,671 |
| 40 |
1.0465 |
0.9878 |
0.0588 |
5.9% |
0.0103 |
1.0% |
16% |
False |
True |
55,788 |
| 60 |
1.0744 |
0.9878 |
0.0866 |
8.7% |
0.0107 |
1.1% |
11% |
False |
True |
37,648 |
| 80 |
1.0911 |
0.9878 |
0.1033 |
10.4% |
0.0105 |
1.1% |
9% |
False |
True |
28,443 |
| 100 |
1.0911 |
0.9878 |
0.1033 |
10.4% |
0.0100 |
1.0% |
9% |
False |
True |
22,784 |
| 120 |
1.1296 |
0.9878 |
0.1419 |
14.2% |
0.0092 |
0.9% |
7% |
False |
True |
19,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0733 |
|
2.618 |
1.0467 |
|
1.618 |
1.0304 |
|
1.000 |
1.0204 |
|
0.618 |
1.0141 |
|
HIGH |
1.0041 |
|
0.618 |
0.9978 |
|
0.500 |
0.9959 |
|
0.382 |
0.9940 |
|
LOW |
0.9878 |
|
0.618 |
0.9777 |
|
1.000 |
0.9715 |
|
1.618 |
0.9614 |
|
2.618 |
0.9451 |
|
4.250 |
0.9185 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9967 |
0.9997 |
| PP |
0.9963 |
0.9989 |
| S1 |
0.9959 |
0.9980 |
|