CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0363 |
0.0002 |
0.0% |
1.0399 |
| High |
1.0363 |
1.0425 |
0.0062 |
0.6% |
1.0429 |
| Low |
1.0330 |
1.0363 |
0.0033 |
0.3% |
1.0284 |
| Close |
1.0330 |
1.0425 |
0.0095 |
0.9% |
1.0396 |
| Range |
0.0033 |
0.0062 |
0.0029 |
89.2% |
0.0146 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0000 |
| Volume |
23 |
9 |
-14 |
-60.9% |
585 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0589 |
1.0568 |
1.0458 |
|
| R3 |
1.0527 |
1.0507 |
1.0441 |
|
| R2 |
1.0466 |
1.0466 |
1.0436 |
|
| R1 |
1.0445 |
1.0445 |
1.0430 |
1.0455 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0409 |
| S1 |
1.0384 |
1.0384 |
1.0419 |
1.0394 |
| S2 |
1.0343 |
1.0343 |
1.0413 |
|
| S3 |
1.0281 |
1.0322 |
1.0408 |
|
| S4 |
1.0220 |
1.0261 |
1.0391 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0806 |
1.0747 |
1.0476 |
|
| R3 |
1.0661 |
1.0601 |
1.0436 |
|
| R2 |
1.0515 |
1.0515 |
1.0423 |
|
| R1 |
1.0456 |
1.0456 |
1.0409 |
1.0413 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0348 |
| S1 |
1.0310 |
1.0310 |
1.0383 |
1.0267 |
| S2 |
1.0224 |
1.0224 |
1.0369 |
|
| S3 |
1.0079 |
1.0165 |
1.0356 |
|
| S4 |
0.9933 |
1.0019 |
1.0316 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0686 |
|
2.618 |
1.0586 |
|
1.618 |
1.0524 |
|
1.000 |
1.0486 |
|
0.618 |
1.0463 |
|
HIGH |
1.0425 |
|
0.618 |
1.0401 |
|
0.500 |
1.0394 |
|
0.382 |
1.0386 |
|
LOW |
1.0363 |
|
0.618 |
1.0325 |
|
1.000 |
1.0302 |
|
1.618 |
1.0263 |
|
2.618 |
1.0202 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0409 |
| PP |
1.0404 |
1.0393 |
| S1 |
1.0394 |
1.0377 |
|