CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0239 |
1.0327 |
0.0088 |
0.9% |
1.0258 |
| High |
1.0397 |
1.0390 |
-0.0007 |
-0.1% |
1.0328 |
| Low |
1.0229 |
1.0301 |
0.0072 |
0.7% |
1.0155 |
| Close |
1.0332 |
1.0350 |
0.0019 |
0.2% |
1.0206 |
| Range |
0.0168 |
0.0090 |
-0.0078 |
-46.6% |
0.0173 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
275,178 |
216,625 |
-58,553 |
-21.3% |
967,687 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0572 |
1.0399 |
|
| R3 |
1.0526 |
1.0483 |
1.0375 |
|
| R2 |
1.0436 |
1.0436 |
1.0366 |
|
| R1 |
1.0393 |
1.0393 |
1.0358 |
1.0415 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0358 |
| S1 |
1.0304 |
1.0304 |
1.0342 |
1.0325 |
| S2 |
1.0257 |
1.0257 |
1.0334 |
|
| S3 |
1.0168 |
1.0214 |
1.0325 |
|
| S4 |
1.0078 |
1.0125 |
1.0301 |
|
|
| 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% |
0.0098 |
0.9% |
79% |
False |
False |
190,701 |
| 10 |
1.0397 |
1.0155 |
0.0242 |
2.3% |
0.0099 |
1.0% |
81% |
False |
False |
199,844 |
| 20 |
1.0397 |
1.0053 |
0.0344 |
3.3% |
0.0110 |
1.1% |
86% |
False |
False |
213,890 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0115 |
1.1% |
52% |
False |
False |
217,782 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.2% |
0.0109 |
1.1% |
41% |
False |
False |
176,143 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
9.9% |
0.0105 |
1.0% |
34% |
False |
False |
132,453 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.3% |
0.0099 |
1.0% |
27% |
False |
False |
106,111 |
| 120 |
1.1478 |
1.0000 |
0.1478 |
14.3% |
0.0100 |
1.0% |
24% |
False |
False |
88,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0624 |
|
1.618 |
1.0535 |
|
1.000 |
1.0480 |
|
0.618 |
1.0445 |
|
HIGH |
1.0390 |
|
0.618 |
1.0356 |
|
0.500 |
1.0345 |
|
0.382 |
1.0335 |
|
LOW |
1.0301 |
|
0.618 |
1.0245 |
|
1.000 |
1.0211 |
|
1.618 |
1.0156 |
|
2.618 |
1.0066 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0348 |
1.0336 |
| PP |
1.0347 |
1.0321 |
| S1 |
1.0345 |
1.0307 |
|