CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9973 |
0.9963 |
-0.0010 |
-0.1% |
1.0144 |
| High |
1.0031 |
0.9978 |
-0.0054 |
-0.5% |
1.0180 |
| Low |
0.9941 |
0.9796 |
-0.0146 |
-1.5% |
0.9796 |
| Close |
0.9958 |
0.9798 |
-0.0160 |
-1.6% |
0.9798 |
| Range |
0.0090 |
0.0182 |
0.0092 |
102.2% |
0.0384 |
| ATR |
0.0095 |
0.0101 |
0.0006 |
6.6% |
0.0000 |
| Volume |
2,245 |
810 |
-1,435 |
-63.9% |
6,884 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0282 |
0.9898 |
|
| R3 |
1.0221 |
1.0100 |
0.9848 |
|
| R2 |
1.0039 |
1.0039 |
0.9831 |
|
| R1 |
0.9918 |
0.9918 |
0.9814 |
0.9888 |
| PP |
0.9857 |
0.9857 |
0.9857 |
0.9842 |
| S1 |
0.9736 |
0.9736 |
0.9781 |
0.9706 |
| S2 |
0.9675 |
0.9675 |
0.9764 |
|
| S3 |
0.9493 |
0.9554 |
0.9747 |
|
| S4 |
0.9311 |
0.9372 |
0.9697 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.0821 |
1.0009 |
|
| R3 |
1.0692 |
1.0437 |
0.9903 |
|
| R2 |
1.0308 |
1.0308 |
0.9868 |
|
| R1 |
1.0053 |
1.0053 |
0.9833 |
0.9989 |
| PP |
0.9924 |
0.9924 |
0.9924 |
0.9892 |
| S1 |
0.9669 |
0.9669 |
0.9762 |
0.9605 |
| S2 |
0.9540 |
0.9540 |
0.9727 |
|
| S3 |
0.9156 |
0.9285 |
0.9692 |
|
| S4 |
0.8772 |
0.8901 |
0.9586 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0454 |
|
1.618 |
1.0272 |
|
1.000 |
1.0160 |
|
0.618 |
1.0090 |
|
HIGH |
0.9978 |
|
0.618 |
0.9908 |
|
0.500 |
0.9887 |
|
0.382 |
0.9865 |
|
LOW |
0.9796 |
|
0.618 |
0.9683 |
|
1.000 |
0.9614 |
|
1.618 |
0.9501 |
|
2.618 |
0.9319 |
|
4.250 |
0.9022 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9949 |
| PP |
0.9857 |
0.9898 |
| S1 |
0.9827 |
0.9848 |
|