CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0223 |
1.0239 |
0.0016 |
0.2% |
1.0258 |
| High |
1.0276 |
1.0397 |
0.0121 |
1.2% |
1.0328 |
| Low |
1.0217 |
1.0229 |
0.0012 |
0.1% |
1.0155 |
| Close |
1.0233 |
1.0332 |
0.0099 |
1.0% |
1.0206 |
| Range |
0.0059 |
0.0168 |
0.0109 |
186.3% |
0.0173 |
| ATR |
0.0105 |
0.0110 |
0.0004 |
4.2% |
0.0000 |
| Volume |
133,675 |
275,178 |
141,503 |
105.9% |
967,687 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0744 |
1.0424 |
|
| R3 |
1.0654 |
1.0577 |
1.0378 |
|
| R2 |
1.0487 |
1.0487 |
1.0362 |
|
| R1 |
1.0409 |
1.0409 |
1.0347 |
1.0448 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0338 |
| S1 |
1.0242 |
1.0242 |
1.0316 |
1.0280 |
| S2 |
1.0152 |
1.0152 |
1.0301 |
|
| S3 |
0.9984 |
1.0074 |
1.0285 |
|
| S4 |
0.9817 |
0.9907 |
1.0239 |
|
|
| 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 |
1.0397 |
1.0171 |
0.0226 |
2.2% |
0.0100 |
1.0% |
71% |
True |
False |
181,656 |
| 10 |
1.0397 |
1.0149 |
0.0248 |
2.4% |
0.0102 |
1.0% |
74% |
True |
False |
204,910 |
| 20 |
1.0397 |
1.0000 |
0.0397 |
3.8% |
0.0111 |
1.1% |
84% |
True |
False |
218,136 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0115 |
1.1% |
49% |
False |
False |
217,860 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0109 |
1.1% |
39% |
False |
False |
172,553 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
9.9% |
0.0105 |
1.0% |
33% |
False |
False |
129,750 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.3% |
0.0099 |
1.0% |
26% |
False |
False |
103,951 |
| 120 |
1.1478 |
1.0000 |
0.1478 |
14.3% |
0.0100 |
1.0% |
22% |
False |
False |
86,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0835 |
|
1.618 |
1.0668 |
|
1.000 |
1.0564 |
|
0.618 |
1.0500 |
|
HIGH |
1.0397 |
|
0.618 |
1.0333 |
|
0.500 |
1.0313 |
|
0.382 |
1.0293 |
|
LOW |
1.0229 |
|
0.618 |
1.0125 |
|
1.000 |
1.0062 |
|
1.618 |
0.9958 |
|
2.618 |
0.9790 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0318 |
| PP |
1.0319 |
1.0305 |
| S1 |
1.0313 |
1.0292 |
|