CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0348 |
0.0021 |
0.2% |
1.0206 |
| High |
1.0390 |
1.0353 |
-0.0037 |
-0.4% |
1.0397 |
| Low |
1.0301 |
1.0263 |
-0.0038 |
-0.4% |
1.0188 |
| Close |
1.0350 |
1.0290 |
-0.0060 |
-0.6% |
1.0290 |
| Range |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0209 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
216,625 |
172,456 |
-44,169 |
-20.4% |
936,162 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0522 |
1.0340 |
|
| R3 |
1.0483 |
1.0432 |
1.0315 |
|
| R2 |
1.0392 |
1.0392 |
1.0307 |
|
| R1 |
1.0341 |
1.0341 |
1.0298 |
1.0322 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0292 |
| S1 |
1.0251 |
1.0251 |
1.0282 |
1.0231 |
| S2 |
1.0211 |
1.0211 |
1.0273 |
|
| S3 |
1.0121 |
1.0160 |
1.0265 |
|
| S4 |
1.0030 |
1.0070 |
1.0240 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0813 |
1.0405 |
|
| R3 |
1.0709 |
1.0604 |
1.0347 |
|
| R2 |
1.0500 |
1.0500 |
1.0328 |
|
| R1 |
1.0395 |
1.0395 |
1.0309 |
1.0448 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0318 |
| S1 |
1.0186 |
1.0186 |
1.0271 |
1.0239 |
| S2 |
1.0082 |
1.0082 |
1.0252 |
|
| S3 |
0.9873 |
0.9977 |
1.0233 |
|
| S4 |
0.9664 |
0.9768 |
1.0175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0397 |
1.0188 |
0.0209 |
2.0% |
0.0094 |
0.9% |
49% |
False |
False |
187,232 |
| 10 |
1.0397 |
1.0155 |
0.0242 |
2.4% |
0.0097 |
0.9% |
56% |
False |
False |
190,384 |
| 20 |
1.0397 |
1.0126 |
0.0271 |
2.6% |
0.0110 |
1.1% |
61% |
False |
False |
212,897 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0113 |
1.1% |
43% |
False |
False |
214,660 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0109 |
1.1% |
34% |
False |
False |
178,998 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
9.9% |
0.0106 |
1.0% |
28% |
False |
False |
134,604 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0099 |
1.0% |
23% |
False |
False |
107,833 |
| 120 |
1.1478 |
1.0000 |
0.1478 |
14.4% |
0.0100 |
1.0% |
20% |
False |
False |
90,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0590 |
|
1.618 |
1.0499 |
|
1.000 |
1.0444 |
|
0.618 |
1.0409 |
|
HIGH |
1.0353 |
|
0.618 |
1.0318 |
|
0.500 |
1.0308 |
|
0.382 |
1.0297 |
|
LOW |
1.0263 |
|
0.618 |
1.0207 |
|
1.000 |
1.0172 |
|
1.618 |
1.0116 |
|
2.618 |
1.0026 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0313 |
| PP |
1.0302 |
1.0305 |
| S1 |
1.0296 |
1.0298 |
|