CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
0.9973 |
-0.0129 |
-1.3% |
1.0223 |
| High |
1.0102 |
1.0031 |
-0.0071 |
-0.7% |
1.0322 |
| Low |
0.9945 |
0.9941 |
-0.0004 |
0.0% |
1.0078 |
| Close |
1.0037 |
0.9958 |
-0.0080 |
-0.8% |
1.0134 |
| Range |
0.0157 |
0.0090 |
-0.0067 |
-42.5% |
0.0244 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,634 |
2,245 |
-1,389 |
-38.2% |
5,079 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0192 |
1.0007 |
|
| R3 |
1.0157 |
1.0102 |
0.9982 |
|
| R2 |
1.0067 |
1.0067 |
0.9974 |
|
| R1 |
1.0012 |
1.0012 |
0.9966 |
0.9994 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9968 |
| S1 |
0.9922 |
0.9922 |
0.9949 |
0.9904 |
| S2 |
0.9887 |
0.9887 |
0.9941 |
|
| S3 |
0.9797 |
0.9832 |
0.9933 |
|
| S4 |
0.9707 |
0.9742 |
0.9908 |
|
|
| 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 |
1.0414 |
|
2.618 |
1.0267 |
|
1.618 |
1.0177 |
|
1.000 |
1.0121 |
|
0.618 |
1.0087 |
|
HIGH |
1.0031 |
|
0.618 |
0.9997 |
|
0.500 |
0.9986 |
|
0.382 |
0.9975 |
|
LOW |
0.9941 |
|
0.618 |
0.9885 |
|
1.000 |
0.9851 |
|
1.618 |
0.9795 |
|
2.618 |
0.9705 |
|
4.250 |
0.9559 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9986 |
1.0060 |
| PP |
0.9977 |
1.0026 |
| S1 |
0.9967 |
0.9992 |
|