CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
0.9959 |
-0.0098 |
-1.0% |
1.0283 |
| High |
1.0065 |
1.0036 |
-0.0030 |
-0.3% |
1.0292 |
| Low |
0.9944 |
0.9916 |
-0.0028 |
-0.3% |
1.0051 |
| Close |
0.9951 |
0.9978 |
0.0028 |
0.3% |
1.0051 |
| Range |
0.0122 |
0.0120 |
-0.0002 |
-1.6% |
0.0242 |
| ATR |
0.0101 |
0.0103 |
0.0001 |
1.3% |
0.0000 |
| Volume |
222,495 |
271,379 |
48,884 |
22.0% |
939,547 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0276 |
1.0044 |
|
| R3 |
1.0216 |
1.0157 |
1.0011 |
|
| R2 |
1.0096 |
1.0096 |
1.0000 |
|
| R1 |
1.0037 |
1.0037 |
0.9989 |
1.0067 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9991 |
| S1 |
0.9918 |
0.9918 |
0.9967 |
0.9947 |
| S2 |
0.9857 |
0.9857 |
0.9956 |
|
| S3 |
0.9738 |
0.9798 |
0.9945 |
|
| S4 |
0.9618 |
0.9679 |
0.9912 |
|
|
| 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 |
0.9916 |
0.0309 |
3.1% |
0.0095 |
1.0% |
20% |
False |
True |
214,743 |
| 10 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0101 |
1.0% |
13% |
False |
True |
209,768 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0099 |
1.0% |
13% |
False |
True |
205,430 |
| 40 |
1.0668 |
0.9916 |
0.0752 |
7.5% |
0.0110 |
1.1% |
8% |
False |
True |
216,832 |
| 60 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0108 |
1.1% |
7% |
False |
True |
202,538 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0106 |
1.1% |
7% |
False |
True |
152,400 |
| 100 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0101 |
1.0% |
5% |
False |
True |
122,102 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0100 |
1.0% |
5% |
False |
True |
101,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0543 |
|
2.618 |
1.0348 |
|
1.618 |
1.0229 |
|
1.000 |
1.0155 |
|
0.618 |
1.0109 |
|
HIGH |
1.0036 |
|
0.618 |
0.9990 |
|
0.500 |
0.9976 |
|
0.382 |
0.9962 |
|
LOW |
0.9916 |
|
0.618 |
0.9842 |
|
1.000 |
0.9797 |
|
1.618 |
0.9723 |
|
2.618 |
0.9603 |
|
4.250 |
0.9408 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
1.0015 |
| PP |
0.9977 |
1.0003 |
| S1 |
0.9976 |
0.9990 |
|