CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9963 |
0.9792 |
-0.0171 |
-1.7% |
1.0144 |
| High |
0.9978 |
0.9830 |
-0.0148 |
-1.5% |
1.0180 |
| Low |
0.9796 |
0.9688 |
-0.0108 |
-1.1% |
0.9796 |
| Close |
0.9798 |
0.9737 |
-0.0061 |
-0.6% |
0.9798 |
| Range |
0.0182 |
0.0142 |
-0.0040 |
-22.0% |
0.0384 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.9% |
0.0000 |
| Volume |
810 |
817 |
7 |
0.9% |
6,884 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0099 |
0.9815 |
|
| R3 |
1.0036 |
0.9957 |
0.9776 |
|
| R2 |
0.9894 |
0.9894 |
0.9763 |
|
| R1 |
0.9815 |
0.9815 |
0.9750 |
0.9783 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9736 |
| S1 |
0.9673 |
0.9673 |
0.9723 |
0.9641 |
| S2 |
0.9610 |
0.9610 |
0.9710 |
|
| S3 |
0.9468 |
0.9531 |
0.9697 |
|
| S4 |
0.9326 |
0.9389 |
0.9658 |
|
|
| 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 |
1.0434 |
|
2.618 |
1.0202 |
|
1.618 |
1.0060 |
|
1.000 |
0.9972 |
|
0.618 |
0.9918 |
|
HIGH |
0.9830 |
|
0.618 |
0.9776 |
|
0.500 |
0.9759 |
|
0.382 |
0.9742 |
|
LOW |
0.9688 |
|
0.618 |
0.9600 |
|
1.000 |
0.9546 |
|
1.618 |
0.9458 |
|
2.618 |
0.9316 |
|
4.250 |
0.9085 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9759 |
0.9860 |
| PP |
0.9752 |
0.9819 |
| S1 |
0.9744 |
0.9778 |
|