CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9911 |
-0.0027 |
-0.3% |
0.9970 |
| High |
0.9994 |
1.0019 |
0.0025 |
0.2% |
1.0091 |
| Low |
0.9871 |
0.9883 |
0.0012 |
0.1% |
0.9919 |
| Close |
0.9917 |
0.9989 |
0.0073 |
0.7% |
0.9974 |
| Range |
0.0123 |
0.0136 |
0.0013 |
10.6% |
0.0172 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
2.0% |
0.0000 |
| Volume |
458,847 |
304,998 |
-153,849 |
-33.5% |
1,338,417 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0316 |
1.0064 |
|
| R3 |
1.0235 |
1.0180 |
1.0026 |
|
| R2 |
1.0099 |
1.0099 |
1.0014 |
|
| R1 |
1.0044 |
1.0044 |
1.0001 |
1.0072 |
| PP |
0.9963 |
0.9963 |
0.9963 |
0.9977 |
| S1 |
0.9908 |
0.9908 |
0.9977 |
0.9936 |
| S2 |
0.9827 |
0.9827 |
0.9964 |
|
| S3 |
0.9691 |
0.9772 |
0.9952 |
|
| S4 |
0.9555 |
0.9636 |
0.9914 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0509 |
1.0413 |
1.0068 |
|
| R3 |
1.0338 |
1.0242 |
1.0021 |
|
| R2 |
1.0166 |
1.0166 |
1.0005 |
|
| R1 |
1.0070 |
1.0070 |
0.9990 |
1.0118 |
| PP |
0.9995 |
0.9995 |
0.9995 |
1.0019 |
| S1 |
0.9899 |
0.9899 |
0.9958 |
0.9947 |
| S2 |
0.9823 |
0.9823 |
0.9943 |
|
| S3 |
0.9652 |
0.9727 |
0.9927 |
|
| S4 |
0.9480 |
0.9556 |
0.9880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0091 |
0.9871 |
0.0220 |
2.2% |
0.0121 |
1.2% |
54% |
False |
False |
320,413 |
| 10 |
1.0104 |
0.9871 |
0.0233 |
2.3% |
0.0111 |
1.1% |
51% |
False |
False |
288,343 |
| 20 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0106 |
1.1% |
22% |
False |
False |
249,055 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0107 |
1.1% |
22% |
False |
False |
234,002 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0111 |
1.1% |
15% |
False |
False |
227,620 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0107 |
1.1% |
12% |
False |
False |
188,263 |
| 100 |
1.1020 |
0.9871 |
0.1149 |
11.5% |
0.0105 |
1.1% |
10% |
False |
False |
150,872 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.1% |
0.0100 |
1.0% |
8% |
False |
False |
125,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0597 |
|
2.618 |
1.0375 |
|
1.618 |
1.0239 |
|
1.000 |
1.0155 |
|
0.618 |
1.0103 |
|
HIGH |
1.0019 |
|
0.618 |
0.9967 |
|
0.500 |
0.9951 |
|
0.382 |
0.9934 |
|
LOW |
0.9883 |
|
0.618 |
0.9798 |
|
1.000 |
0.9747 |
|
1.618 |
0.9662 |
|
2.618 |
0.9526 |
|
4.250 |
0.9305 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9976 |
0.9978 |
| PP |
0.9963 |
0.9968 |
| S1 |
0.9951 |
0.9957 |
|