CME Euro FX (E) Future March 2023
Trading Metrics calculated at close of trading on 15-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1.0100 |
1.0109 |
0.0009 |
0.1% |
1.0079 |
High |
1.0157 |
1.0145 |
-0.0012 |
-0.1% |
1.0239 |
Low |
1.0100 |
1.0109 |
0.0009 |
0.1% |
1.0000 |
Close |
1.0117 |
1.0126 |
0.0009 |
0.1% |
1.0174 |
Range |
0.0057 |
0.0037 |
-0.0021 |
-36.0% |
0.0239 |
ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.5% |
0.0000 |
Volume |
1,433 |
1,860 |
427 |
29.8% |
4,995 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0236 |
1.0217 |
1.0146 |
|
R3 |
1.0199 |
1.0181 |
1.0136 |
|
R2 |
1.0163 |
1.0163 |
1.0132 |
|
R1 |
1.0144 |
1.0144 |
1.0129 |
1.0154 |
PP |
1.0126 |
1.0126 |
1.0126 |
1.0131 |
S1 |
1.0108 |
1.0108 |
1.0122 |
1.0117 |
S2 |
1.0090 |
1.0090 |
1.0119 |
|
S3 |
1.0053 |
1.0071 |
1.0115 |
|
S4 |
1.0017 |
1.0035 |
1.0105 |
|
|
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 |
1.0300 |
2.618 |
1.0241 |
1.618 |
1.0204 |
1.000 |
1.0182 |
0.618 |
1.0168 |
HIGH |
1.0145 |
0.618 |
1.0131 |
0.500 |
1.0127 |
0.382 |
1.0122 |
LOW |
1.0109 |
0.618 |
1.0086 |
1.000 |
1.0072 |
1.618 |
1.0049 |
2.618 |
1.0013 |
4.250 |
0.9953 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0127 |
1.0205 |
PP |
1.0126 |
1.0179 |
S1 |
1.0126 |
1.0152 |
|