CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0512 |
0.0122 |
1.2% |
1.0411 |
| High |
1.0522 |
1.0524 |
0.0002 |
0.0% |
1.0452 |
| Low |
1.0390 |
1.0497 |
0.0107 |
1.0% |
1.0322 |
| Close |
1.0477 |
1.0497 |
0.0020 |
0.2% |
1.0352 |
| Range |
0.0132 |
0.0028 |
-0.0105 |
-79.2% |
0.0130 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
144 |
31 |
-113 |
-78.5% |
97 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0588 |
1.0570 |
1.0512 |
|
| R3 |
1.0561 |
1.0542 |
1.0504 |
|
| R2 |
1.0533 |
1.0533 |
1.0502 |
|
| R1 |
1.0515 |
1.0515 |
1.0499 |
1.0510 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0503 |
| S1 |
1.0487 |
1.0487 |
1.0494 |
1.0483 |
| S2 |
1.0478 |
1.0478 |
1.0491 |
|
| S3 |
1.0451 |
1.0460 |
1.0489 |
|
| S4 |
1.0423 |
1.0432 |
1.0481 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0689 |
1.0424 |
|
| R3 |
1.0635 |
1.0559 |
1.0388 |
|
| R2 |
1.0505 |
1.0505 |
1.0376 |
|
| R1 |
1.0429 |
1.0429 |
1.0364 |
1.0402 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0362 |
| S1 |
1.0299 |
1.0299 |
1.0340 |
1.0272 |
| S2 |
1.0245 |
1.0245 |
1.0328 |
|
| S3 |
1.0115 |
1.0169 |
1.0316 |
|
| S4 |
0.9985 |
1.0039 |
1.0281 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0596 |
|
1.618 |
1.0568 |
|
1.000 |
1.0552 |
|
0.618 |
1.0541 |
|
HIGH |
1.0524 |
|
0.618 |
1.0513 |
|
0.500 |
1.0510 |
|
0.382 |
1.0507 |
|
LOW |
1.0497 |
|
0.618 |
1.0480 |
|
1.000 |
1.0469 |
|
1.618 |
1.0452 |
|
2.618 |
1.0425 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0482 |
| PP |
1.0506 |
1.0467 |
| S1 |
1.0501 |
1.0452 |
|