CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
1.0010 |
0.0040 |
0.4% |
1.0057 |
| High |
1.0043 |
1.0067 |
0.0025 |
0.2% |
1.0104 |
| Low |
0.9927 |
0.9994 |
0.0067 |
0.7% |
0.9916 |
| Close |
1.0004 |
1.0033 |
0.0029 |
0.3% |
0.9978 |
| Range |
0.0116 |
0.0074 |
-0.0043 |
-36.6% |
0.0188 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
240,802 |
259,394 |
18,592 |
7.7% |
1,275,042 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0216 |
1.0073 |
|
| R3 |
1.0178 |
1.0142 |
1.0053 |
|
| R2 |
1.0105 |
1.0105 |
1.0046 |
|
| R1 |
1.0069 |
1.0069 |
1.0040 |
1.0087 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0040 |
| S1 |
0.9995 |
0.9995 |
1.0026 |
1.0013 |
| S2 |
0.9958 |
0.9958 |
1.0020 |
|
| S3 |
0.9884 |
0.9922 |
1.0013 |
|
| S4 |
0.9811 |
0.9848 |
0.9993 |
|
|
| 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 |
0.9926 |
0.0178 |
1.8% |
0.0102 |
1.0% |
60% |
False |
False |
256,272 |
| 10 |
1.0225 |
0.9916 |
0.0309 |
3.1% |
0.0099 |
1.0% |
38% |
False |
False |
235,508 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0097 |
1.0% |
24% |
False |
False |
211,194 |
| 40 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0106 |
1.1% |
24% |
False |
False |
220,153 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0109 |
1.1% |
13% |
False |
False |
222,641 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.3% |
0.0105 |
1.1% |
12% |
False |
False |
168,360 |
| 100 |
1.1027 |
0.9916 |
0.1111 |
11.1% |
0.0102 |
1.0% |
11% |
False |
False |
134,891 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.5% |
0.0099 |
1.0% |
9% |
False |
False |
112,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0259 |
|
1.618 |
1.0186 |
|
1.000 |
1.0141 |
|
0.618 |
1.0112 |
|
HIGH |
1.0067 |
|
0.618 |
1.0039 |
|
0.500 |
1.0030 |
|
0.382 |
1.0022 |
|
LOW |
0.9994 |
|
0.618 |
0.9948 |
|
1.000 |
0.9920 |
|
1.618 |
0.9875 |
|
2.618 |
0.9801 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0027 |
| PP |
1.0031 |
1.0021 |
| S1 |
1.0030 |
1.0015 |
|