CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0079 |
-0.0013 |
-0.1% |
1.0107 |
| High |
1.0163 |
1.0101 |
-0.0062 |
-0.6% |
1.0213 |
| Low |
1.0079 |
1.0000 |
-0.0079 |
-0.8% |
1.0056 |
| Close |
1.0095 |
1.0043 |
-0.0052 |
-0.5% |
1.0095 |
| Range |
0.0084 |
0.0101 |
0.0017 |
20.2% |
0.0157 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.6% |
0.0000 |
| Volume |
204 |
1,529 |
1,325 |
649.5% |
1,208 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0298 |
1.0098 |
|
| R3 |
1.0250 |
1.0197 |
1.0070 |
|
| R2 |
1.0149 |
1.0149 |
1.0061 |
|
| R1 |
1.0096 |
1.0096 |
1.0052 |
1.0072 |
| PP |
1.0048 |
1.0048 |
1.0048 |
1.0036 |
| S1 |
0.9995 |
0.9995 |
1.0033 |
0.9971 |
| S2 |
0.9947 |
0.9947 |
1.0024 |
|
| S3 |
0.9846 |
0.9894 |
1.0015 |
|
| S4 |
0.9745 |
0.9793 |
0.9987 |
|
|
| 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 |
1.0530 |
|
2.618 |
1.0365 |
|
1.618 |
1.0264 |
|
1.000 |
1.0202 |
|
0.618 |
1.0163 |
|
HIGH |
1.0101 |
|
0.618 |
1.0062 |
|
0.500 |
1.0051 |
|
0.382 |
1.0039 |
|
LOW |
1.0000 |
|
0.618 |
0.9938 |
|
1.000 |
0.9899 |
|
1.618 |
0.9837 |
|
2.618 |
0.9736 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0051 |
1.0089 |
| PP |
1.0048 |
1.0074 |
| S1 |
1.0045 |
1.0058 |
|