CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0179 |
1.0092 |
-0.0087 |
-0.9% |
1.0107 |
| High |
1.0179 |
1.0163 |
-0.0016 |
-0.2% |
1.0213 |
| Low |
1.0056 |
1.0079 |
0.0024 |
0.2% |
1.0056 |
| Close |
1.0078 |
1.0095 |
0.0017 |
0.2% |
1.0095 |
| Range |
0.0123 |
0.0084 |
-0.0039 |
-31.7% |
0.0157 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
129 |
204 |
75 |
58.1% |
1,208 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0313 |
1.0141 |
|
| R3 |
1.0280 |
1.0229 |
1.0118 |
|
| R2 |
1.0196 |
1.0196 |
1.0110 |
|
| R1 |
1.0145 |
1.0145 |
1.0102 |
1.0171 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0125 |
| S1 |
1.0061 |
1.0061 |
1.0087 |
1.0087 |
| S2 |
1.0028 |
1.0028 |
1.0079 |
|
| S3 |
0.9944 |
0.9977 |
1.0071 |
|
| S4 |
0.9860 |
0.9893 |
1.0048 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0500 |
1.0181 |
|
| R3 |
1.0435 |
1.0343 |
1.0138 |
|
| R2 |
1.0278 |
1.0278 |
1.0123 |
|
| R1 |
1.0186 |
1.0186 |
1.0109 |
1.0154 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0105 |
| S1 |
1.0029 |
1.0029 |
1.0080 |
0.9997 |
| S2 |
0.9964 |
0.9964 |
1.0066 |
|
| S3 |
0.9807 |
0.9872 |
1.0051 |
|
| S4 |
0.9650 |
0.9715 |
1.0008 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0520 |
|
2.618 |
1.0383 |
|
1.618 |
1.0299 |
|
1.000 |
1.0247 |
|
0.618 |
1.0215 |
|
HIGH |
1.0163 |
|
0.618 |
1.0131 |
|
0.500 |
1.0121 |
|
0.382 |
1.0111 |
|
LOW |
1.0079 |
|
0.618 |
1.0027 |
|
1.000 |
0.9995 |
|
1.618 |
0.9943 |
|
2.618 |
0.9859 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0121 |
1.0134 |
| PP |
1.0112 |
1.0121 |
| S1 |
1.0103 |
1.0108 |
|