CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
1.0029 |
0.0019 |
0.2% |
1.0057 |
| High |
1.0067 |
1.0091 |
0.0024 |
0.2% |
1.0104 |
| Low |
0.9994 |
0.9983 |
-0.0011 |
-0.1% |
0.9916 |
| Close |
1.0033 |
1.0056 |
0.0023 |
0.2% |
0.9978 |
| Range |
0.0074 |
0.0108 |
0.0035 |
46.9% |
0.0188 |
| ATR |
0.0102 |
0.0103 |
0.0000 |
0.4% |
0.0000 |
| Volume |
259,394 |
270,752 |
11,358 |
4.4% |
1,275,042 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0320 |
1.0115 |
|
| R3 |
1.0259 |
1.0212 |
1.0086 |
|
| R2 |
1.0151 |
1.0151 |
1.0076 |
|
| R1 |
1.0104 |
1.0104 |
1.0066 |
1.0127 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0055 |
| S1 |
0.9996 |
0.9996 |
1.0046 |
1.0019 |
| S2 |
0.9935 |
0.9935 |
1.0036 |
|
| S3 |
0.9827 |
0.9888 |
1.0026 |
|
| S4 |
0.9719 |
0.9780 |
0.9997 |
|
|
| 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 |
0.9927 |
0.0178 |
1.8% |
0.0105 |
1.0% |
73% |
False |
False |
262,047 |
| 10 |
1.0213 |
0.9916 |
0.0297 |
2.9% |
0.0104 |
1.0% |
47% |
False |
False |
245,498 |
| 20 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0098 |
1.0% |
29% |
False |
False |
214,144 |
| 40 |
1.0397 |
0.9916 |
0.0481 |
4.8% |
0.0106 |
1.1% |
29% |
False |
False |
221,286 |
| 60 |
1.0837 |
0.9916 |
0.0921 |
9.2% |
0.0110 |
1.1% |
15% |
False |
False |
226,431 |
| 80 |
1.0853 |
0.9916 |
0.0937 |
9.3% |
0.0105 |
1.0% |
15% |
False |
False |
171,730 |
| 100 |
1.1021 |
0.9916 |
0.1105 |
11.0% |
0.0103 |
1.0% |
13% |
False |
False |
137,596 |
| 120 |
1.1275 |
0.9916 |
0.1359 |
13.5% |
0.0099 |
1.0% |
10% |
False |
False |
114,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0550 |
|
2.618 |
1.0373 |
|
1.618 |
1.0265 |
|
1.000 |
1.0199 |
|
0.618 |
1.0157 |
|
HIGH |
1.0091 |
|
0.618 |
1.0049 |
|
0.500 |
1.0037 |
|
0.382 |
1.0024 |
|
LOW |
0.9983 |
|
0.618 |
0.9916 |
|
1.000 |
0.9875 |
|
1.618 |
0.9808 |
|
2.618 |
0.9700 |
|
4.250 |
0.9524 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0050 |
1.0040 |
| PP |
1.0043 |
1.0024 |
| S1 |
1.0037 |
1.0009 |
|