CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0179 |
0.0012 |
0.1% |
1.0189 |
| High |
1.0213 |
1.0179 |
-0.0034 |
-0.3% |
1.0230 |
| Low |
1.0120 |
1.0056 |
-0.0065 |
-0.6% |
1.0064 |
| Close |
1.0179 |
1.0078 |
-0.0102 |
-1.0% |
1.0107 |
| Range |
0.0093 |
0.0123 |
0.0031 |
33.0% |
0.0166 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.1% |
0.0000 |
| Volume |
456 |
129 |
-327 |
-71.7% |
2,866 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0473 |
1.0398 |
1.0145 |
|
| R3 |
1.0350 |
1.0275 |
1.0111 |
|
| R2 |
1.0227 |
1.0227 |
1.0100 |
|
| R1 |
1.0152 |
1.0152 |
1.0089 |
1.0128 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0092 |
| S1 |
1.0029 |
1.0029 |
1.0066 |
1.0005 |
| S2 |
0.9981 |
0.9981 |
1.0055 |
|
| S3 |
0.9858 |
0.9906 |
1.0044 |
|
| S4 |
0.9735 |
0.9783 |
1.0010 |
|
|
| 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 |
1.0701 |
|
2.618 |
1.0501 |
|
1.618 |
1.0378 |
|
1.000 |
1.0302 |
|
0.618 |
1.0255 |
|
HIGH |
1.0179 |
|
0.618 |
1.0132 |
|
0.500 |
1.0117 |
|
0.382 |
1.0102 |
|
LOW |
1.0056 |
|
0.618 |
0.9979 |
|
1.000 |
0.9933 |
|
1.618 |
0.9856 |
|
2.618 |
0.9733 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0134 |
| PP |
1.0104 |
1.0115 |
| S1 |
1.0091 |
1.0096 |
|