CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0127 |
1.0223 |
0.0096 |
0.9% |
1.0079 |
| High |
1.0239 |
1.0322 |
0.0083 |
0.8% |
1.0239 |
| Low |
1.0127 |
1.0210 |
0.0083 |
0.8% |
1.0000 |
| Close |
1.0174 |
1.0248 |
0.0075 |
0.7% |
1.0174 |
| Range |
0.0112 |
0.0112 |
0.0001 |
0.4% |
0.0239 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.9% |
0.0000 |
| Volume |
224 |
1,042 |
818 |
365.2% |
4,995 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0534 |
1.0310 |
|
| R3 |
1.0484 |
1.0422 |
1.0279 |
|
| R2 |
1.0372 |
1.0372 |
1.0269 |
|
| R1 |
1.0310 |
1.0310 |
1.0258 |
1.0341 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0275 |
| S1 |
1.0198 |
1.0198 |
1.0238 |
1.0229 |
| S2 |
1.0148 |
1.0148 |
1.0227 |
|
| S3 |
1.0036 |
1.0086 |
1.0217 |
|
| S4 |
0.9924 |
0.9974 |
1.0186 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0752 |
1.0305 |
|
| R3 |
1.0614 |
1.0513 |
1.0239 |
|
| R2 |
1.0376 |
1.0376 |
1.0217 |
|
| R1 |
1.0275 |
1.0275 |
1.0195 |
1.0325 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0163 |
| S1 |
1.0036 |
1.0036 |
1.0152 |
1.0087 |
| S2 |
0.9899 |
0.9899 |
1.0130 |
|
| S3 |
0.9660 |
0.9798 |
1.0108 |
|
| S4 |
0.9422 |
0.9559 |
1.0042 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0798 |
|
2.618 |
1.0615 |
|
1.618 |
1.0503 |
|
1.000 |
1.0434 |
|
0.618 |
1.0391 |
|
HIGH |
1.0322 |
|
0.618 |
1.0279 |
|
0.500 |
1.0266 |
|
0.382 |
1.0252 |
|
LOW |
1.0210 |
|
0.618 |
1.0140 |
|
1.000 |
1.0098 |
|
1.618 |
1.0028 |
|
2.618 |
0.9916 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0231 |
| PP |
1.0260 |
1.0214 |
| S1 |
1.0254 |
1.0197 |
|