CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
1.0126 |
0.0101 |
1.0% |
1.0107 |
| High |
1.0130 |
1.0161 |
0.0031 |
0.3% |
1.0213 |
| Low |
1.0020 |
1.0072 |
0.0052 |
0.5% |
1.0056 |
| Close |
1.0120 |
1.0120 |
0.0000 |
0.0% |
1.0095 |
| Range |
0.0111 |
0.0089 |
-0.0022 |
-19.5% |
0.0157 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,788 |
1,454 |
-334 |
-18.7% |
1,208 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0341 |
1.0168 |
|
| R3 |
1.0295 |
1.0252 |
1.0144 |
|
| R2 |
1.0206 |
1.0206 |
1.0136 |
|
| R1 |
1.0163 |
1.0163 |
1.0128 |
1.0140 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0106 |
| S1 |
1.0074 |
1.0074 |
1.0111 |
1.0051 |
| S2 |
1.0028 |
1.0028 |
1.0103 |
|
| S3 |
0.9939 |
0.9985 |
1.0095 |
|
| S4 |
0.9850 |
0.9896 |
1.0071 |
|
|
| 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 |
1.0539 |
|
2.618 |
1.0394 |
|
1.618 |
1.0305 |
|
1.000 |
1.0250 |
|
0.618 |
1.0216 |
|
HIGH |
1.0161 |
|
0.618 |
1.0127 |
|
0.500 |
1.0116 |
|
0.382 |
1.0105 |
|
LOW |
1.0072 |
|
0.618 |
1.0016 |
|
1.000 |
0.9983 |
|
1.618 |
0.9927 |
|
2.618 |
0.9838 |
|
4.250 |
0.9693 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0106 |
| PP |
1.0117 |
1.0093 |
| S1 |
1.0116 |
1.0080 |
|