CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0160 |
0.0017 |
0.2% |
1.0223 |
| High |
1.0157 |
1.0180 |
0.0023 |
0.2% |
1.0322 |
| Low |
1.0100 |
1.0090 |
-0.0010 |
-0.1% |
1.0078 |
| Close |
1.0144 |
1.0100 |
-0.0044 |
-0.4% |
1.0134 |
| Range |
0.0058 |
0.0090 |
0.0032 |
55.7% |
0.0244 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
76 |
119 |
43 |
56.6% |
5,079 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0335 |
1.0149 |
|
| R3 |
1.0302 |
1.0246 |
1.0125 |
|
| R2 |
1.0213 |
1.0213 |
1.0116 |
|
| R1 |
1.0156 |
1.0156 |
1.0108 |
1.0140 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0115 |
| S1 |
1.0067 |
1.0067 |
1.0092 |
1.0050 |
| S2 |
1.0034 |
1.0034 |
1.0084 |
|
| S3 |
0.9944 |
0.9977 |
1.0075 |
|
| S4 |
0.9855 |
0.9888 |
1.0051 |
|
|
| 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 |
1.0560 |
|
2.618 |
1.0414 |
|
1.618 |
1.0324 |
|
1.000 |
1.0269 |
|
0.618 |
1.0235 |
|
HIGH |
1.0180 |
|
0.618 |
1.0145 |
|
0.500 |
1.0135 |
|
0.382 |
1.0124 |
|
LOW |
1.0090 |
|
0.618 |
1.0035 |
|
1.000 |
1.0001 |
|
1.618 |
0.9945 |
|
2.618 |
0.9856 |
|
4.250 |
0.9710 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0129 |
| PP |
1.0123 |
1.0119 |
| S1 |
1.0112 |
1.0110 |
|