CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 26-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
0.9990 |
0.0006 |
0.1% |
1.0057 |
| High |
1.0048 |
1.0104 |
0.0056 |
0.6% |
1.0104 |
| Low |
0.9964 |
0.9960 |
-0.0004 |
0.0% |
0.9916 |
| Close |
0.9984 |
0.9978 |
-0.0006 |
-0.1% |
0.9978 |
| Range |
0.0085 |
0.0144 |
0.0060 |
70.4% |
0.0188 |
| ATR |
0.0100 |
0.0104 |
0.0003 |
3.1% |
0.0000 |
| Volume |
219,088 |
320,202 |
101,114 |
46.2% |
1,275,042 |
|
| Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0356 |
1.0057 |
|
| R3 |
1.0302 |
1.0212 |
1.0018 |
|
| R2 |
1.0158 |
1.0158 |
1.0004 |
|
| R1 |
1.0068 |
1.0068 |
0.9991 |
1.0041 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0001 |
| S1 |
0.9924 |
0.9924 |
0.9965 |
0.9897 |
| S2 |
0.9870 |
0.9870 |
0.9952 |
|
| S3 |
0.9726 |
0.9780 |
0.9938 |
|
| S4 |
0.9582 |
0.9636 |
0.9899 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0563 |
1.0459 |
1.0081 |
|
| R3 |
1.0375 |
1.0271 |
1.0030 |
|
| R2 |
1.0187 |
1.0187 |
1.0012 |
|
| R1 |
1.0083 |
1.0083 |
0.9995 |
1.0041 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9979 |
| S1 |
0.9895 |
0.9895 |
0.9961 |
0.9853 |
| S2 |
0.9811 |
0.9811 |
0.9944 |
|
| S3 |
0.9623 |
0.9707 |
0.9926 |
|
| S4 |
0.9435 |
0.9519 |
0.9875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0104 |
0.9916 |
0.0188 |
1.9% |
0.0112 |
1.1% |
33% |
True |
False |
255,008 |
| 10 |
1.0292 |
0.9916 |
0.0376 |
3.8% |
0.0098 |
1.0% |
16% |
False |
False |
221,458 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0098 |
1.0% |
13% |
False |
False |
205,921 |
| 40 |
1.0542 |
0.9916 |
0.0626 |
6.3% |
0.0110 |
1.1% |
10% |
False |
False |
221,435 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0109 |
1.1% |
7% |
False |
False |
214,765 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0106 |
1.1% |
7% |
False |
False |
162,138 |
| 100 |
1.1072 |
0.9916 |
0.1156 |
11.6% |
0.0102 |
1.0% |
5% |
False |
False |
129,897 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0100 |
1.0% |
5% |
False |
False |
108,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0716 |
|
2.618 |
1.0481 |
|
1.618 |
1.0337 |
|
1.000 |
1.0248 |
|
0.618 |
1.0193 |
|
HIGH |
1.0104 |
|
0.618 |
1.0049 |
|
0.500 |
1.0032 |
|
0.382 |
1.0015 |
|
LOW |
0.9960 |
|
0.618 |
0.9871 |
|
1.000 |
0.9816 |
|
1.618 |
0.9727 |
|
2.618 |
0.9583 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 26-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0015 |
| PP |
1.0014 |
1.0003 |
| S1 |
0.9996 |
0.9990 |
|