CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9668 |
-0.0065 |
-0.7% |
1.0078 |
| High |
0.9770 |
0.9729 |
-0.0041 |
-0.4% |
1.0117 |
| Low |
0.9610 |
0.9627 |
0.0018 |
0.2% |
0.9728 |
| Close |
0.9671 |
0.9657 |
-0.0014 |
-0.1% |
0.9732 |
| Range |
0.0161 |
0.0102 |
-0.0059 |
-36.4% |
0.0389 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
346,674 |
245,205 |
-101,469 |
-29.3% |
1,316,956 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9919 |
0.9713 |
|
| R3 |
0.9875 |
0.9817 |
0.9685 |
|
| R2 |
0.9773 |
0.9773 |
0.9676 |
|
| R1 |
0.9715 |
0.9715 |
0.9666 |
0.9693 |
| PP |
0.9671 |
0.9671 |
0.9671 |
0.9660 |
| S1 |
0.9613 |
0.9613 |
0.9648 |
0.9591 |
| S2 |
0.9569 |
0.9569 |
0.9638 |
|
| S3 |
0.9467 |
0.9511 |
0.9629 |
|
| S4 |
0.9365 |
0.9409 |
0.9601 |
|
|
| 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 |
1.0041 |
0.9610 |
0.0431 |
4.5% |
0.0142 |
1.5% |
11% |
False |
False |
311,794 |
| 10 |
1.0117 |
0.9610 |
0.0507 |
5.3% |
0.0109 |
1.1% |
9% |
False |
False |
282,543 |
| 20 |
1.0265 |
0.9610 |
0.0656 |
6.8% |
0.0117 |
1.2% |
7% |
False |
False |
169,802 |
| 40 |
1.0465 |
0.9610 |
0.0856 |
8.9% |
0.0107 |
1.1% |
6% |
False |
False |
86,388 |
| 60 |
1.0594 |
0.9610 |
0.0985 |
10.2% |
0.0109 |
1.1% |
5% |
False |
False |
58,075 |
| 80 |
1.0891 |
0.9610 |
0.1282 |
13.3% |
0.0107 |
1.1% |
4% |
False |
False |
43,774 |
| 100 |
1.0911 |
0.9610 |
0.1301 |
13.5% |
0.0103 |
1.1% |
4% |
False |
False |
35,063 |
| 120 |
1.1081 |
0.9610 |
0.1471 |
15.2% |
0.0095 |
1.0% |
3% |
False |
False |
29,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
0.9996 |
|
1.618 |
0.9894 |
|
1.000 |
0.9831 |
|
0.618 |
0.9792 |
|
HIGH |
0.9729 |
|
0.618 |
0.9690 |
|
0.500 |
0.9678 |
|
0.382 |
0.9666 |
|
LOW |
0.9627 |
|
0.618 |
0.9564 |
|
1.000 |
0.9525 |
|
1.618 |
0.9462 |
|
2.618 |
0.9360 |
|
4.250 |
0.9194 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9761 |
| PP |
0.9671 |
0.9727 |
| S1 |
0.9664 |
0.9692 |
|