CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0211 |
0.0069 |
0.7% |
1.0189 |
| High |
1.0164 |
1.0230 |
0.0066 |
0.6% |
1.0230 |
| Low |
1.0107 |
1.0098 |
-0.0010 |
-0.1% |
1.0064 |
| Close |
1.0119 |
1.0107 |
-0.0013 |
-0.1% |
1.0107 |
| Range |
0.0057 |
0.0133 |
0.0076 |
132.5% |
0.0166 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.2% |
0.0000 |
| Volume |
213 |
1,126 |
913 |
428.6% |
2,866 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0457 |
1.0179 |
|
| R3 |
1.0410 |
1.0324 |
1.0143 |
|
| R2 |
1.0277 |
1.0277 |
1.0131 |
|
| R1 |
1.0192 |
1.0192 |
1.0119 |
1.0168 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0133 |
| S1 |
1.0059 |
1.0059 |
1.0094 |
1.0036 |
| S2 |
1.0012 |
1.0012 |
1.0082 |
|
| S3 |
0.9880 |
0.9927 |
1.0070 |
|
| S4 |
0.9747 |
0.9794 |
1.0034 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0535 |
1.0198 |
|
| R3 |
1.0466 |
1.0369 |
1.0152 |
|
| R2 |
1.0300 |
1.0300 |
1.0137 |
|
| R1 |
1.0203 |
1.0203 |
1.0122 |
1.0168 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0116 |
| S1 |
1.0037 |
1.0037 |
1.0091 |
1.0002 |
| S2 |
0.9968 |
0.9968 |
1.0076 |
|
| S3 |
0.9802 |
0.9871 |
1.0061 |
|
| S4 |
0.9636 |
0.9705 |
1.0015 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0577 |
|
1.618 |
1.0444 |
|
1.000 |
1.0363 |
|
0.618 |
1.0312 |
|
HIGH |
1.0230 |
|
0.618 |
1.0179 |
|
0.500 |
1.0164 |
|
0.382 |
1.0148 |
|
LOW |
1.0098 |
|
0.618 |
1.0016 |
|
1.000 |
0.9965 |
|
1.618 |
0.9883 |
|
2.618 |
0.9751 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0147 |
| PP |
1.0145 |
1.0134 |
| S1 |
1.0126 |
1.0120 |
|