CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0191 |
0.0010 |
0.1% |
1.0206 |
| High |
1.0218 |
1.0225 |
0.0008 |
0.1% |
1.0397 |
| Low |
1.0145 |
1.0167 |
0.0023 |
0.2% |
1.0188 |
| Close |
1.0191 |
1.0207 |
0.0016 |
0.2% |
1.0290 |
| Range |
0.0073 |
0.0058 |
-0.0015 |
-20.5% |
0.0209 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
188,654 |
170,845 |
-17,809 |
-9.4% |
936,162 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0348 |
1.0238 |
|
| R3 |
1.0316 |
1.0290 |
1.0222 |
|
| R2 |
1.0258 |
1.0258 |
1.0217 |
|
| R1 |
1.0232 |
1.0232 |
1.0212 |
1.0245 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0206 |
| S1 |
1.0174 |
1.0174 |
1.0201 |
1.0187 |
| S2 |
1.0142 |
1.0142 |
1.0196 |
|
| S3 |
1.0084 |
1.0116 |
1.0191 |
|
| S4 |
1.0026 |
1.0058 |
1.0175 |
|
|
| 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 |
1.0390 |
1.0145 |
0.0246 |
2.4% |
0.0085 |
0.8% |
25% |
False |
False |
183,926 |
| 10 |
1.0397 |
1.0145 |
0.0252 |
2.5% |
0.0093 |
0.9% |
25% |
False |
False |
182,791 |
| 20 |
1.0397 |
1.0135 |
0.0262 |
2.6% |
0.0102 |
1.0% |
27% |
False |
False |
205,613 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0108 |
1.1% |
30% |
False |
False |
210,440 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0108 |
1.1% |
24% |
False |
False |
187,709 |
| 80 |
1.0896 |
1.0000 |
0.0896 |
8.8% |
0.0106 |
1.0% |
23% |
False |
False |
141,187 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
16% |
False |
False |
113,102 |
| 120 |
1.1364 |
1.0000 |
0.1364 |
13.4% |
0.0100 |
1.0% |
15% |
False |
False |
94,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0472 |
|
2.618 |
1.0377 |
|
1.618 |
1.0319 |
|
1.000 |
1.0283 |
|
0.618 |
1.0261 |
|
HIGH |
1.0225 |
|
0.618 |
1.0203 |
|
0.500 |
1.0196 |
|
0.382 |
1.0189 |
|
LOW |
1.0167 |
|
0.618 |
1.0131 |
|
1.000 |
1.0109 |
|
1.618 |
1.0073 |
|
2.618 |
1.0015 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0218 |
| PP |
1.0200 |
1.0214 |
| S1 |
1.0196 |
1.0210 |
|