CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0223 |
0.0018 |
0.2% |
1.0258 |
| High |
1.0251 |
1.0276 |
0.0025 |
0.2% |
1.0328 |
| Low |
1.0188 |
1.0217 |
0.0030 |
0.3% |
1.0155 |
| Close |
1.0216 |
1.0233 |
0.0018 |
0.2% |
1.0206 |
| Range |
0.0064 |
0.0059 |
-0.0005 |
-7.9% |
0.0173 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
138,228 |
133,675 |
-4,553 |
-3.3% |
967,687 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0384 |
1.0265 |
|
| R3 |
1.0359 |
1.0325 |
1.0249 |
|
| R2 |
1.0300 |
1.0300 |
1.0244 |
|
| R1 |
1.0267 |
1.0267 |
1.0238 |
1.0284 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0250 |
| S1 |
1.0208 |
1.0208 |
1.0228 |
1.0225 |
| S2 |
1.0183 |
1.0183 |
1.0222 |
|
| S3 |
1.0125 |
1.0150 |
1.0217 |
|
| S4 |
1.0066 |
1.0091 |
1.0201 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0650 |
1.0301 |
|
| R3 |
1.0575 |
1.0477 |
1.0253 |
|
| R2 |
1.0402 |
1.0402 |
1.0237 |
|
| R1 |
1.0304 |
1.0304 |
1.0221 |
1.0267 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0211 |
| S1 |
1.0131 |
1.0131 |
1.0190 |
1.0094 |
| S2 |
1.0056 |
1.0056 |
1.0174 |
|
| S3 |
0.9883 |
0.9958 |
1.0158 |
|
| S4 |
0.9710 |
0.9785 |
1.0110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0284 |
1.0155 |
0.0130 |
1.3% |
0.0084 |
0.8% |
61% |
False |
False |
168,970 |
| 10 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0098 |
1.0% |
51% |
False |
False |
201,093 |
| 20 |
1.0328 |
1.0000 |
0.0328 |
3.2% |
0.0109 |
1.1% |
71% |
False |
False |
218,948 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0113 |
1.1% |
34% |
False |
False |
216,903 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0107 |
1.0% |
27% |
False |
False |
167,998 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
10.0% |
0.0105 |
1.0% |
23% |
False |
False |
126,326 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0099 |
1.0% |
18% |
False |
False |
101,204 |
| 120 |
1.1487 |
1.0000 |
0.1487 |
14.5% |
0.0099 |
1.0% |
16% |
False |
False |
84,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0524 |
|
2.618 |
1.0429 |
|
1.618 |
1.0370 |
|
1.000 |
1.0334 |
|
0.618 |
1.0312 |
|
HIGH |
1.0276 |
|
0.618 |
1.0253 |
|
0.500 |
1.0246 |
|
0.382 |
1.0239 |
|
LOW |
1.0217 |
|
0.618 |
1.0181 |
|
1.000 |
1.0159 |
|
1.618 |
1.0122 |
|
2.618 |
1.0064 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0231 |
| PP |
1.0242 |
1.0228 |
| S1 |
1.0237 |
1.0226 |
|