CME Euro FX (E) Future March 2023
Trading Metrics calculated at close of trading on 13-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1.0223 |
1.0275 |
0.0053 |
0.5% |
1.0079 |
High |
1.0322 |
1.0310 |
-0.0012 |
-0.1% |
1.0239 |
Low |
1.0210 |
1.0111 |
-0.0099 |
-1.0% |
1.0000 |
Close |
1.0248 |
1.0115 |
-0.0134 |
-1.3% |
1.0174 |
Range |
0.0112 |
0.0199 |
0.0087 |
77.7% |
0.0239 |
ATR |
0.0092 |
0.0100 |
0.0008 |
8.3% |
0.0000 |
Volume |
1,042 |
545 |
-497 |
-47.7% |
4,995 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0776 |
1.0644 |
1.0224 |
|
R3 |
1.0577 |
1.0445 |
1.0169 |
|
R2 |
1.0378 |
1.0378 |
1.0151 |
|
R1 |
1.0246 |
1.0246 |
1.0133 |
1.0212 |
PP |
1.0179 |
1.0179 |
1.0179 |
1.0162 |
S1 |
1.0047 |
1.0047 |
1.0096 |
1.0013 |
S2 |
0.9980 |
0.9980 |
1.0078 |
|
S3 |
0.9781 |
0.9848 |
1.0060 |
|
S4 |
0.9582 |
0.9649 |
1.0005 |
|
|
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 |
1.1156 |
2.618 |
1.0831 |
1.618 |
1.0632 |
1.000 |
1.0509 |
0.618 |
1.0433 |
HIGH |
1.0310 |
0.618 |
1.0234 |
0.500 |
1.0211 |
0.382 |
1.0187 |
LOW |
1.0111 |
0.618 |
0.9988 |
1.000 |
0.9912 |
1.618 |
0.9789 |
2.618 |
0.9590 |
4.250 |
0.9265 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0211 |
1.0216 |
PP |
1.0179 |
1.0182 |
S1 |
1.0147 |
1.0148 |
|