CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0182 |
-0.0102 |
-1.0% |
1.0206 |
| High |
1.0292 |
1.0218 |
-0.0075 |
-0.7% |
1.0397 |
| Low |
1.0178 |
1.0145 |
-0.0034 |
-0.3% |
1.0188 |
| Close |
1.0179 |
1.0191 |
0.0012 |
0.1% |
1.0290 |
| Range |
0.0114 |
0.0073 |
-0.0041 |
-36.0% |
0.0209 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
171,051 |
188,654 |
17,603 |
10.3% |
936,162 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0370 |
1.0231 |
|
| R3 |
1.0330 |
1.0297 |
1.0211 |
|
| R2 |
1.0257 |
1.0257 |
1.0204 |
|
| R1 |
1.0224 |
1.0224 |
1.0198 |
1.0241 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0193 |
| S1 |
1.0151 |
1.0151 |
1.0184 |
1.0168 |
| S2 |
1.0111 |
1.0111 |
1.0178 |
|
| S3 |
1.0038 |
1.0078 |
1.0171 |
|
| S4 |
0.9965 |
1.0005 |
1.0151 |
|
|
| 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 |
1.0145 |
0.0252 |
2.5% |
0.0107 |
1.0% |
18% |
False |
True |
204,792 |
| 10 |
1.0397 |
1.0145 |
0.0252 |
2.5% |
0.0096 |
0.9% |
18% |
False |
True |
186,881 |
| 20 |
1.0397 |
1.0135 |
0.0262 |
2.6% |
0.0105 |
1.0% |
22% |
False |
False |
209,101 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.7% |
0.0110 |
1.1% |
28% |
False |
False |
212,089 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0108 |
1.1% |
22% |
False |
False |
184,901 |
| 80 |
1.0939 |
1.0000 |
0.0939 |
9.2% |
0.0106 |
1.0% |
20% |
False |
False |
139,073 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
15% |
False |
False |
111,410 |
| 120 |
1.1390 |
1.0000 |
0.1390 |
13.6% |
0.0101 |
1.0% |
14% |
False |
False |
93,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0528 |
|
2.618 |
1.0409 |
|
1.618 |
1.0336 |
|
1.000 |
1.0291 |
|
0.618 |
1.0263 |
|
HIGH |
1.0218 |
|
0.618 |
1.0190 |
|
0.500 |
1.0181 |
|
0.382 |
1.0172 |
|
LOW |
1.0145 |
|
0.618 |
1.0099 |
|
1.000 |
1.0072 |
|
1.618 |
1.0026 |
|
2.618 |
0.9953 |
|
4.250 |
0.9834 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0249 |
| PP |
1.0184 |
1.0230 |
| S1 |
1.0181 |
1.0210 |
|