CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0057 |
-0.0050 |
-0.5% |
1.0283 |
| High |
1.0114 |
1.0065 |
-0.0049 |
-0.5% |
1.0292 |
| Low |
1.0051 |
0.9944 |
-0.0107 |
-1.1% |
1.0051 |
| Close |
1.0051 |
0.9951 |
-0.0101 |
-1.0% |
1.0051 |
| Range |
0.0064 |
0.0122 |
0.0058 |
91.3% |
0.0242 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.6% |
0.0000 |
| Volume |
181,920 |
222,495 |
40,575 |
22.3% |
939,547 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0272 |
1.0017 |
|
| R3 |
1.0229 |
1.0151 |
0.9984 |
|
| R2 |
1.0108 |
1.0108 |
0.9973 |
|
| R1 |
1.0029 |
1.0029 |
0.9962 |
1.0008 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9976 |
| S1 |
0.9908 |
0.9908 |
0.9939 |
0.9886 |
| S2 |
0.9865 |
0.9865 |
0.9928 |
|
| S3 |
0.9743 |
0.9786 |
0.9917 |
|
| S4 |
0.9622 |
0.9665 |
0.9884 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0695 |
1.0184 |
|
| R3 |
1.0614 |
1.0453 |
1.0117 |
|
| R2 |
1.0373 |
1.0373 |
1.0095 |
|
| R1 |
1.0212 |
1.0212 |
1.0073 |
1.0172 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0111 |
| S1 |
0.9970 |
0.9970 |
1.0029 |
0.9930 |
| S2 |
0.9890 |
0.9890 |
1.0007 |
|
| S3 |
0.9648 |
0.9729 |
0.9985 |
|
| S4 |
0.9407 |
0.9487 |
0.9918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0225 |
0.9944 |
0.0282 |
2.8% |
0.0086 |
0.9% |
2% |
False |
True |
198,198 |
| 10 |
1.0397 |
0.9944 |
0.0453 |
4.6% |
0.0095 |
1.0% |
2% |
False |
True |
195,997 |
| 20 |
1.0397 |
0.9944 |
0.0453 |
4.6% |
0.0101 |
1.0% |
2% |
False |
True |
202,171 |
| 40 |
1.0679 |
0.9944 |
0.0735 |
7.4% |
0.0108 |
1.1% |
1% |
False |
True |
213,521 |
| 60 |
1.0853 |
0.9944 |
0.0910 |
9.1% |
0.0108 |
1.1% |
1% |
False |
True |
198,072 |
| 80 |
1.0853 |
0.9944 |
0.0910 |
9.1% |
0.0105 |
1.1% |
1% |
False |
True |
149,020 |
| 100 |
1.1275 |
0.9944 |
0.1332 |
13.4% |
0.0100 |
1.0% |
1% |
False |
True |
119,398 |
| 120 |
1.1275 |
0.9944 |
0.1332 |
13.4% |
0.0100 |
1.0% |
1% |
False |
True |
99,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0581 |
|
2.618 |
1.0383 |
|
1.618 |
1.0262 |
|
1.000 |
1.0187 |
|
0.618 |
1.0140 |
|
HIGH |
1.0065 |
|
0.618 |
1.0019 |
|
0.500 |
1.0004 |
|
0.382 |
0.9990 |
|
LOW |
0.9944 |
|
0.618 |
0.9868 |
|
1.000 |
0.9822 |
|
1.618 |
0.9747 |
|
2.618 |
0.9625 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
1.0078 |
| PP |
0.9986 |
1.0036 |
| S1 |
0.9968 |
0.9993 |
|