CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9904 |
0.9898 |
-0.0006 |
-0.1% |
1.0078 |
| High |
0.9970 |
0.9913 |
-0.0057 |
-0.6% |
1.0117 |
| Low |
0.9869 |
0.9728 |
-0.0141 |
-1.4% |
0.9728 |
| Close |
0.9892 |
0.9732 |
-0.0160 |
-1.6% |
0.9732 |
| Range |
0.0101 |
0.0185 |
0.0084 |
83.2% |
0.0389 |
| ATR |
0.0109 |
0.0114 |
0.0005 |
5.0% |
0.0000 |
| Volume |
321,019 |
315,213 |
-5,806 |
-1.8% |
1,316,956 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0224 |
0.9834 |
|
| R3 |
1.0161 |
1.0039 |
0.9783 |
|
| R2 |
0.9976 |
0.9976 |
0.9766 |
|
| R1 |
0.9854 |
0.9854 |
0.9749 |
0.9823 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9775 |
| S1 |
0.9669 |
0.9669 |
0.9715 |
0.9638 |
| S2 |
0.9606 |
0.9606 |
0.9698 |
|
| S3 |
0.9421 |
0.9484 |
0.9681 |
|
| S4 |
0.9236 |
0.9299 |
0.9630 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0767 |
0.9946 |
|
| R3 |
1.0636 |
1.0378 |
0.9839 |
|
| R2 |
1.0247 |
1.0247 |
0.9803 |
|
| R1 |
0.9990 |
0.9990 |
0.9768 |
0.9924 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9826 |
| S1 |
0.9601 |
0.9601 |
0.9696 |
0.9536 |
| S2 |
0.9470 |
0.9470 |
0.9661 |
|
| S3 |
0.9082 |
0.9213 |
0.9625 |
|
| S4 |
0.8693 |
0.8824 |
0.9518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0117 |
0.9728 |
0.0389 |
4.0% |
0.0122 |
1.3% |
1% |
False |
True |
263,391 |
| 10 |
1.0265 |
0.9728 |
0.0537 |
5.5% |
0.0119 |
1.2% |
1% |
False |
True |
253,699 |
| 20 |
1.0265 |
0.9728 |
0.0537 |
5.5% |
0.0117 |
1.2% |
1% |
False |
True |
140,992 |
| 40 |
1.0465 |
0.9728 |
0.0737 |
7.6% |
0.0105 |
1.1% |
1% |
False |
True |
71,629 |
| 60 |
1.0616 |
0.9728 |
0.0888 |
9.1% |
0.0109 |
1.1% |
0% |
False |
True |
48,236 |
| 80 |
1.0891 |
0.9728 |
0.1163 |
12.0% |
0.0106 |
1.1% |
0% |
False |
True |
36,381 |
| 100 |
1.0911 |
0.9728 |
0.1183 |
12.2% |
0.0102 |
1.0% |
0% |
False |
True |
29,146 |
| 120 |
1.1193 |
0.9728 |
0.1465 |
15.1% |
0.0094 |
1.0% |
0% |
False |
True |
24,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0699 |
|
2.618 |
1.0397 |
|
1.618 |
1.0212 |
|
1.000 |
1.0098 |
|
0.618 |
1.0027 |
|
HIGH |
0.9913 |
|
0.618 |
0.9842 |
|
0.500 |
0.9821 |
|
0.382 |
0.9799 |
|
LOW |
0.9728 |
|
0.618 |
0.9614 |
|
1.000 |
0.9543 |
|
1.618 |
0.9429 |
|
2.618 |
0.9244 |
|
4.250 |
0.8942 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9884 |
| PP |
0.9791 |
0.9834 |
| S1 |
0.9762 |
0.9783 |
|