CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0070 |
-0.0119 |
-1.2% |
1.0413 |
| High |
1.0192 |
1.0165 |
-0.0027 |
-0.3% |
1.0413 |
| Low |
1.0087 |
1.0070 |
-0.0017 |
-0.2% |
1.0190 |
| Close |
1.0088 |
1.0115 |
0.0027 |
0.3% |
1.0187 |
| Range |
0.0106 |
0.0095 |
-0.0011 |
-10.0% |
0.0224 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.6% |
0.0000 |
| Volume |
920 |
239 |
-681 |
-74.0% |
1,541 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0353 |
1.0167 |
|
| R3 |
1.0307 |
1.0258 |
1.0141 |
|
| R2 |
1.0212 |
1.0212 |
1.0132 |
|
| R1 |
1.0163 |
1.0163 |
1.0123 |
1.0187 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0129 |
| S1 |
1.0068 |
1.0068 |
1.0106 |
1.0092 |
| S2 |
1.0022 |
1.0022 |
1.0097 |
|
| S3 |
0.9927 |
0.9973 |
1.0088 |
|
| S4 |
0.9832 |
0.9878 |
1.0062 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0784 |
1.0310 |
|
| R3 |
1.0710 |
1.0560 |
1.0248 |
|
| R2 |
1.0487 |
1.0487 |
1.0228 |
|
| R1 |
1.0337 |
1.0337 |
1.0207 |
1.0300 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0245 |
| S1 |
1.0113 |
1.0113 |
1.0167 |
1.0077 |
| S2 |
1.0040 |
1.0040 |
1.0146 |
|
| S3 |
0.9816 |
0.9890 |
1.0126 |
|
| S4 |
0.9593 |
0.9666 |
1.0064 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0569 |
|
2.618 |
1.0414 |
|
1.618 |
1.0319 |
|
1.000 |
1.0260 |
|
0.618 |
1.0224 |
|
HIGH |
1.0165 |
|
0.618 |
1.0129 |
|
0.500 |
1.0118 |
|
0.382 |
1.0106 |
|
LOW |
1.0070 |
|
0.618 |
1.0011 |
|
1.000 |
0.9975 |
|
1.618 |
0.9916 |
|
2.618 |
0.9821 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0161 |
| PP |
1.0117 |
1.0145 |
| S1 |
1.0116 |
1.0130 |
|