CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0107 |
0.0037 |
0.4% |
1.0413 |
| High |
1.0165 |
1.0142 |
-0.0024 |
-0.2% |
1.0413 |
| Low |
1.0070 |
1.0064 |
-0.0006 |
-0.1% |
1.0190 |
| Close |
1.0115 |
1.0115 |
0.0000 |
0.0% |
1.0187 |
| Range |
0.0095 |
0.0078 |
-0.0018 |
-18.4% |
0.0224 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
239 |
368 |
129 |
54.0% |
1,541 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0304 |
1.0157 |
|
| R3 |
1.0262 |
1.0227 |
1.0136 |
|
| R2 |
1.0184 |
1.0184 |
1.0129 |
|
| R1 |
1.0149 |
1.0149 |
1.0122 |
1.0167 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0115 |
| S1 |
1.0072 |
1.0072 |
1.0107 |
1.0089 |
| S2 |
1.0029 |
1.0029 |
1.0100 |
|
| S3 |
0.9952 |
0.9994 |
1.0093 |
|
| S4 |
0.9874 |
0.9917 |
1.0072 |
|
|
| 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 |
1.0471 |
|
2.618 |
1.0344 |
|
1.618 |
1.0267 |
|
1.000 |
1.0219 |
|
0.618 |
1.0189 |
|
HIGH |
1.0142 |
|
0.618 |
1.0112 |
|
0.500 |
1.0103 |
|
0.382 |
1.0094 |
|
LOW |
1.0064 |
|
0.618 |
1.0016 |
|
1.000 |
0.9987 |
|
1.618 |
0.9939 |
|
2.618 |
0.9861 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0128 |
| PP |
1.0107 |
1.0124 |
| S1 |
1.0103 |
1.0119 |
|