CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
0.9904 |
-0.0137 |
-1.4% |
1.0156 |
| High |
1.0041 |
0.9970 |
-0.0071 |
-0.7% |
1.0265 |
| Low |
0.9878 |
0.9869 |
-0.0009 |
-0.1% |
1.0011 |
| Close |
0.9972 |
0.9892 |
-0.0080 |
-0.8% |
1.0069 |
| Range |
0.0163 |
0.0101 |
-0.0062 |
-38.0% |
0.0254 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
330,863 |
321,019 |
-9,844 |
-3.0% |
1,220,042 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0153 |
0.9947 |
|
| R3 |
1.0112 |
1.0052 |
0.9919 |
|
| R2 |
1.0011 |
1.0011 |
0.9910 |
|
| R1 |
0.9951 |
0.9951 |
0.9901 |
0.9931 |
| PP |
0.9910 |
0.9910 |
0.9910 |
0.9900 |
| S1 |
0.9850 |
0.9850 |
0.9882 |
0.9830 |
| S2 |
0.9809 |
0.9809 |
0.9873 |
|
| S3 |
0.9708 |
0.9749 |
0.9864 |
|
| S4 |
0.9607 |
0.9648 |
0.9836 |
|
|
| 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 |
0.9869 |
0.0248 |
2.5% |
0.0103 |
1.0% |
9% |
False |
True |
256,516 |
| 10 |
1.0265 |
0.9869 |
0.0397 |
4.0% |
0.0112 |
1.1% |
6% |
False |
True |
226,323 |
| 20 |
1.0265 |
0.9869 |
0.0397 |
4.0% |
0.0111 |
1.1% |
6% |
False |
True |
125,483 |
| 40 |
1.0465 |
0.9869 |
0.0597 |
6.0% |
0.0103 |
1.0% |
4% |
False |
True |
63,772 |
| 60 |
1.0666 |
0.9869 |
0.0798 |
8.1% |
0.0107 |
1.1% |
3% |
False |
True |
42,988 |
| 80 |
1.0911 |
0.9869 |
0.1042 |
10.5% |
0.0105 |
1.1% |
2% |
False |
True |
32,447 |
| 100 |
1.0911 |
0.9869 |
0.1042 |
10.5% |
0.0100 |
1.0% |
2% |
False |
True |
25,994 |
| 120 |
1.1234 |
0.9869 |
0.1366 |
13.8% |
0.0092 |
0.9% |
2% |
False |
True |
21,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0234 |
|
1.618 |
1.0133 |
|
1.000 |
1.0071 |
|
0.618 |
1.0032 |
|
HIGH |
0.9970 |
|
0.618 |
0.9931 |
|
0.500 |
0.9919 |
|
0.382 |
0.9907 |
|
LOW |
0.9869 |
|
0.618 |
0.9806 |
|
1.000 |
0.9768 |
|
1.618 |
0.9705 |
|
2.618 |
0.9604 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9919 |
0.9993 |
| PP |
0.9910 |
0.9959 |
| S1 |
0.9901 |
0.9925 |
|