CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9911 |
1.0014 |
0.0103 |
1.0% |
0.9970 |
| High |
1.0019 |
1.0050 |
0.0032 |
0.3% |
1.0091 |
| Low |
0.9883 |
0.9935 |
0.0053 |
0.5% |
0.9919 |
| Close |
0.9989 |
0.9997 |
0.0008 |
0.1% |
0.9974 |
| Range |
0.0136 |
0.0115 |
-0.0021 |
-15.4% |
0.0172 |
| ATR |
0.0108 |
0.0109 |
0.0000 |
0.5% |
0.0000 |
| Volume |
304,998 |
361,481 |
56,483 |
18.5% |
1,338,417 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0283 |
1.0060 |
|
| R3 |
1.0224 |
1.0168 |
1.0028 |
|
| R2 |
1.0109 |
1.0109 |
1.0018 |
|
| R1 |
1.0053 |
1.0053 |
1.0007 |
1.0023 |
| PP |
0.9994 |
0.9994 |
0.9994 |
0.9979 |
| S1 |
0.9938 |
0.9938 |
0.9986 |
0.9908 |
| S2 |
0.9879 |
0.9879 |
0.9975 |
|
| S3 |
0.9764 |
0.9823 |
0.9965 |
|
| S4 |
0.9649 |
0.9708 |
0.9933 |
|
|
| 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 |
1.0064 |
0.9871 |
0.0193 |
1.9% |
0.0122 |
1.2% |
65% |
False |
False |
338,559 |
| 10 |
1.0104 |
0.9871 |
0.0233 |
2.3% |
0.0114 |
1.1% |
54% |
False |
False |
300,303 |
| 20 |
1.0390 |
0.9871 |
0.0519 |
5.2% |
0.0104 |
1.0% |
24% |
False |
False |
253,370 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0107 |
1.1% |
24% |
False |
False |
235,753 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0111 |
1.1% |
16% |
False |
False |
229,697 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0107 |
1.1% |
13% |
False |
False |
192,757 |
| 100 |
1.1020 |
0.9871 |
0.1149 |
11.5% |
0.0104 |
1.0% |
11% |
False |
False |
154,474 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.0% |
0.0100 |
1.0% |
9% |
False |
False |
128,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0539 |
|
2.618 |
1.0351 |
|
1.618 |
1.0236 |
|
1.000 |
1.0165 |
|
0.618 |
1.0121 |
|
HIGH |
1.0050 |
|
0.618 |
1.0006 |
|
0.500 |
0.9993 |
|
0.382 |
0.9979 |
|
LOW |
0.9935 |
|
0.618 |
0.9864 |
|
1.000 |
0.9820 |
|
1.618 |
0.9749 |
|
2.618 |
0.9634 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9985 |
| PP |
0.9994 |
0.9973 |
| S1 |
0.9993 |
0.9961 |
|