CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
0.9970 |
-0.0020 |
-0.2% |
1.0057 |
| High |
1.0104 |
1.0043 |
-0.0062 |
-0.6% |
1.0104 |
| Low |
0.9960 |
0.9927 |
-0.0034 |
-0.3% |
0.9916 |
| Close |
0.9978 |
1.0004 |
0.0026 |
0.3% |
0.9978 |
| Range |
0.0144 |
0.0116 |
-0.0028 |
-19.4% |
0.0188 |
| ATR |
0.0104 |
0.0104 |
0.0001 |
0.9% |
0.0000 |
| Volume |
320,202 |
240,802 |
-79,400 |
-24.8% |
1,275,042 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0288 |
1.0068 |
|
| R3 |
1.0223 |
1.0172 |
1.0036 |
|
| R2 |
1.0107 |
1.0107 |
1.0025 |
|
| R1 |
1.0056 |
1.0056 |
1.0015 |
1.0081 |
| PP |
0.9991 |
0.9991 |
0.9991 |
1.0004 |
| S1 |
0.9940 |
0.9940 |
0.9993 |
0.9965 |
| S2 |
0.9875 |
0.9875 |
0.9983 |
|
| S3 |
0.9759 |
0.9824 |
0.9972 |
|
| S4 |
0.9643 |
0.9708 |
0.9940 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0563 |
1.0459 |
1.0081 |
|
| R3 |
1.0375 |
1.0271 |
1.0030 |
|
| R2 |
1.0187 |
1.0187 |
1.0012 |
|
| R1 |
1.0083 |
1.0083 |
0.9995 |
1.0041 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9979 |
| S1 |
0.9895 |
0.9895 |
0.9961 |
0.9853 |
| S2 |
0.9811 |
0.9811 |
0.9944 |
|
| S3 |
0.9623 |
0.9707 |
0.9926 |
|
| S4 |
0.9435 |
0.9519 |
0.9875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0104 |
0.9916 |
0.0188 |
1.9% |
0.0111 |
1.1% |
47% |
False |
False |
258,669 |
| 10 |
1.0225 |
0.9916 |
0.0309 |
3.1% |
0.0098 |
1.0% |
28% |
False |
False |
228,434 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0100 |
1.0% |
18% |
False |
False |
208,307 |
| 40 |
1.0520 |
0.9916 |
0.0604 |
6.0% |
0.0110 |
1.1% |
15% |
False |
False |
222,320 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0109 |
1.1% |
10% |
False |
False |
218,525 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.4% |
0.0106 |
1.1% |
9% |
False |
False |
165,128 |
| 100 |
1.1031 |
0.9916 |
0.1115 |
11.1% |
0.0102 |
1.0% |
8% |
False |
False |
132,300 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.6% |
0.0100 |
1.0% |
6% |
False |
False |
110,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0346 |
|
1.618 |
1.0230 |
|
1.000 |
1.0159 |
|
0.618 |
1.0114 |
|
HIGH |
1.0043 |
|
0.618 |
0.9998 |
|
0.500 |
0.9985 |
|
0.382 |
0.9971 |
|
LOW |
0.9927 |
|
0.618 |
0.9855 |
|
1.000 |
0.9811 |
|
1.618 |
0.9739 |
|
2.618 |
0.9623 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
1.0015 |
| PP |
0.9991 |
1.0012 |
| S1 |
0.9985 |
1.0008 |
|