CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
0.9984 |
0.0000 |
0.0% |
1.0283 |
| High |
1.0017 |
1.0048 |
0.0032 |
0.3% |
1.0292 |
| Low |
0.9926 |
0.9964 |
0.0038 |
0.4% |
1.0051 |
| Close |
0.9979 |
0.9984 |
0.0005 |
0.1% |
1.0051 |
| Range |
0.0091 |
0.0085 |
-0.0006 |
-6.6% |
0.0242 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
241,878 |
219,088 |
-22,790 |
-9.4% |
939,547 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0203 |
1.0030 |
|
| R3 |
1.0168 |
1.0118 |
1.0007 |
|
| R2 |
1.0083 |
1.0083 |
0.9999 |
|
| R1 |
1.0034 |
1.0034 |
0.9992 |
1.0058 |
| PP |
0.9999 |
0.9999 |
0.9999 |
1.0011 |
| S1 |
0.9949 |
0.9949 |
0.9976 |
0.9974 |
| S2 |
0.9914 |
0.9914 |
0.9969 |
|
| S3 |
0.9830 |
0.9865 |
0.9961 |
|
| S4 |
0.9745 |
0.9780 |
0.9938 |
|
|
| 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 |
1.0114 |
0.9916 |
0.0198 |
2.0% |
0.0096 |
1.0% |
34% |
False |
False |
227,352 |
| 10 |
1.0353 |
0.9916 |
0.0437 |
4.4% |
0.0093 |
0.9% |
16% |
False |
False |
206,684 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0096 |
1.0% |
14% |
False |
False |
203,264 |
| 40 |
1.0547 |
0.9916 |
0.0631 |
6.3% |
0.0109 |
1.1% |
11% |
False |
False |
219,352 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0108 |
1.1% |
7% |
False |
False |
209,946 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0106 |
1.1% |
7% |
False |
False |
158,140 |
| 100 |
1.1116 |
0.9916 |
0.1200 |
12.0% |
0.0101 |
1.0% |
6% |
False |
False |
126,698 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0099 |
1.0% |
5% |
False |
False |
105,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0269 |
|
1.618 |
1.0185 |
|
1.000 |
1.0133 |
|
0.618 |
1.0100 |
|
HIGH |
1.0048 |
|
0.618 |
1.0016 |
|
0.500 |
1.0006 |
|
0.382 |
0.9996 |
|
LOW |
0.9964 |
|
0.618 |
0.9911 |
|
1.000 |
0.9879 |
|
1.618 |
0.9827 |
|
2.618 |
0.9742 |
|
4.250 |
0.9604 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0006 |
0.9983 |
| PP |
0.9999 |
0.9983 |
| S1 |
0.9991 |
0.9982 |
|