CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9792 |
0.0141 |
1.5% |
1.0078 |
| High |
0.9809 |
0.9871 |
0.0063 |
0.6% |
1.0117 |
| Low |
0.9592 |
0.9690 |
0.0098 |
1.0% |
0.9728 |
| Close |
0.9803 |
0.9847 |
0.0044 |
0.4% |
0.9732 |
| Range |
0.0217 |
0.0181 |
-0.0036 |
-16.4% |
0.0389 |
| ATR |
0.0124 |
0.0128 |
0.0004 |
3.3% |
0.0000 |
| Volume |
327,307 |
295,624 |
-31,683 |
-9.7% |
1,316,956 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0277 |
0.9946 |
|
| R3 |
1.0165 |
1.0096 |
0.9896 |
|
| R2 |
0.9984 |
0.9984 |
0.9880 |
|
| R1 |
0.9915 |
0.9915 |
0.9863 |
0.9949 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9820 |
| S1 |
0.9734 |
0.9734 |
0.9830 |
0.9768 |
| S2 |
0.9622 |
0.9622 |
0.9813 |
|
| S3 |
0.9441 |
0.9553 |
0.9797 |
|
| S4 |
0.9260 |
0.9372 |
0.9747 |
|
|
| 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 |
0.9913 |
0.9592 |
0.0321 |
3.3% |
0.0169 |
1.7% |
79% |
False |
False |
306,004 |
| 10 |
1.0117 |
0.9592 |
0.0525 |
5.3% |
0.0136 |
1.4% |
49% |
False |
False |
281,260 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.8% |
0.0128 |
1.3% |
38% |
False |
False |
200,160 |
| 40 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0111 |
1.1% |
29% |
False |
False |
101,892 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0111 |
1.1% |
29% |
False |
False |
68,406 |
| 80 |
1.0890 |
0.9592 |
0.1298 |
13.2% |
0.0110 |
1.1% |
20% |
False |
False |
51,555 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.4% |
0.0105 |
1.1% |
19% |
False |
False |
41,291 |
| 120 |
1.1076 |
0.9592 |
0.1484 |
15.1% |
0.0098 |
1.0% |
17% |
False |
False |
34,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0345 |
|
1.618 |
1.0164 |
|
1.000 |
1.0052 |
|
0.618 |
0.9983 |
|
HIGH |
0.9871 |
|
0.618 |
0.9802 |
|
0.500 |
0.9781 |
|
0.382 |
0.9759 |
|
LOW |
0.9690 |
|
0.618 |
0.9578 |
|
1.000 |
0.9509 |
|
1.618 |
0.9397 |
|
2.618 |
0.9216 |
|
4.250 |
0.8921 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9808 |
| PP |
0.9803 |
0.9770 |
| S1 |
0.9781 |
0.9732 |
|