CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0101 |
-0.0059 |
-0.6% |
1.0223 |
| High |
1.0180 |
1.0102 |
-0.0078 |
-0.8% |
1.0322 |
| Low |
1.0090 |
0.9945 |
-0.0145 |
-1.4% |
1.0078 |
| Close |
1.0100 |
1.0037 |
-0.0063 |
-0.6% |
1.0134 |
| Range |
0.0090 |
0.0157 |
0.0067 |
74.9% |
0.0244 |
| ATR |
0.0090 |
0.0094 |
0.0005 |
5.3% |
0.0000 |
| Volume |
119 |
3,634 |
3,515 |
2,953.8% |
5,079 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0424 |
1.0123 |
|
| R3 |
1.0341 |
1.0267 |
1.0080 |
|
| R2 |
1.0184 |
1.0184 |
1.0066 |
|
| R1 |
1.0111 |
1.0111 |
1.0051 |
1.0069 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0007 |
| S1 |
0.9954 |
0.9954 |
1.0023 |
0.9913 |
| S2 |
0.9871 |
0.9871 |
1.0008 |
|
| S3 |
0.9715 |
0.9798 |
0.9994 |
|
| S4 |
0.9558 |
0.9641 |
0.9951 |
|
|
| 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 |
1.0767 |
|
2.618 |
1.0511 |
|
1.618 |
1.0355 |
|
1.000 |
1.0258 |
|
0.618 |
1.0198 |
|
HIGH |
1.0102 |
|
0.618 |
1.0042 |
|
0.500 |
1.0023 |
|
0.382 |
1.0005 |
|
LOW |
0.9945 |
|
0.618 |
0.9848 |
|
1.000 |
0.9789 |
|
1.618 |
0.9692 |
|
2.618 |
0.9535 |
|
4.250 |
0.9280 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0062 |
| PP |
1.0028 |
1.0054 |
| S1 |
1.0023 |
1.0045 |
|