CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0110 |
0.0002 |
0.0% |
1.0223 |
| High |
1.0145 |
1.0166 |
0.0021 |
0.2% |
1.0322 |
| Low |
1.0109 |
1.0078 |
-0.0031 |
-0.3% |
1.0078 |
| Close |
1.0126 |
1.0134 |
0.0009 |
0.1% |
1.0134 |
| Range |
0.0037 |
0.0088 |
0.0051 |
139.7% |
0.0244 |
| ATR |
0.0093 |
0.0092 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,860 |
199 |
-1,661 |
-89.3% |
5,079 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0388 |
1.0349 |
1.0182 |
|
| R3 |
1.0301 |
1.0261 |
1.0158 |
|
| R2 |
1.0213 |
1.0213 |
1.0150 |
|
| R1 |
1.0174 |
1.0174 |
1.0142 |
1.0194 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0136 |
| S1 |
1.0086 |
1.0086 |
1.0126 |
1.0106 |
| S2 |
1.0038 |
1.0038 |
1.0118 |
|
| S3 |
0.9951 |
0.9999 |
1.0110 |
|
| S4 |
0.9863 |
0.9911 |
1.0086 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0765 |
1.0268 |
|
| R3 |
1.0665 |
1.0521 |
1.0201 |
|
| R2 |
1.0421 |
1.0421 |
1.0179 |
|
| R1 |
1.0278 |
1.0278 |
1.0156 |
1.0228 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0153 |
| S1 |
1.0034 |
1.0034 |
1.0112 |
0.9984 |
| S2 |
0.9934 |
0.9934 |
1.0089 |
|
| S3 |
0.9691 |
0.9791 |
1.0067 |
|
| S4 |
0.9447 |
0.9547 |
1.0000 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0537 |
|
2.618 |
1.0395 |
|
1.618 |
1.0307 |
|
1.000 |
1.0253 |
|
0.618 |
1.0220 |
|
HIGH |
1.0166 |
|
0.618 |
1.0132 |
|
0.500 |
1.0122 |
|
0.382 |
1.0111 |
|
LOW |
1.0078 |
|
0.618 |
1.0024 |
|
1.000 |
0.9991 |
|
1.618 |
0.9936 |
|
2.618 |
0.9849 |
|
4.250 |
0.9706 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0130 |
| PP |
1.0126 |
1.0126 |
| S1 |
1.0122 |
1.0122 |
|