CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0092 |
0.0093 |
0.9% |
0.9938 |
| High |
1.0118 |
1.0202 |
0.0085 |
0.8% |
1.0118 |
| Low |
1.0000 |
1.0062 |
0.0063 |
0.6% |
0.9871 |
| Close |
1.0048 |
1.0122 |
0.0074 |
0.7% |
1.0048 |
| Range |
0.0118 |
0.0140 |
0.0022 |
18.6% |
0.0247 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.9% |
0.0000 |
| Volume |
269,894 |
367,733 |
97,839 |
36.3% |
1,395,220 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0549 |
1.0475 |
1.0199 |
|
| R3 |
1.0409 |
1.0335 |
1.0160 |
|
| R2 |
1.0269 |
1.0269 |
1.0147 |
|
| R1 |
1.0195 |
1.0195 |
1.0134 |
1.0232 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0147 |
| S1 |
1.0055 |
1.0055 |
1.0109 |
1.0092 |
| S2 |
0.9989 |
0.9989 |
1.0096 |
|
| S3 |
0.9849 |
0.9915 |
1.0083 |
|
| S4 |
0.9709 |
0.9775 |
1.0045 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0752 |
1.0646 |
1.0184 |
|
| R3 |
1.0505 |
1.0400 |
1.0116 |
|
| R2 |
1.0259 |
1.0259 |
1.0093 |
|
| R1 |
1.0153 |
1.0153 |
1.0071 |
1.0206 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0039 |
| S1 |
0.9907 |
0.9907 |
1.0025 |
0.9960 |
| S2 |
0.9766 |
0.9766 |
1.0003 |
|
| S3 |
0.9519 |
0.9660 |
0.9980 |
|
| S4 |
0.9273 |
0.9414 |
0.9912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0126 |
1.2% |
76% |
True |
False |
352,590 |
| 10 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0117 |
1.2% |
76% |
True |
False |
310,137 |
| 20 |
1.0292 |
0.9871 |
0.0421 |
4.2% |
0.0107 |
1.1% |
60% |
False |
False |
265,797 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.2% |
0.0109 |
1.1% |
48% |
False |
False |
239,347 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.0% |
0.0111 |
1.1% |
31% |
False |
False |
231,706 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.7% |
0.0108 |
1.1% |
26% |
False |
False |
200,698 |
| 100 |
1.1020 |
0.9871 |
0.1149 |
11.4% |
0.0106 |
1.0% |
22% |
False |
False |
160,843 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
13.9% |
0.0101 |
1.0% |
18% |
False |
False |
134,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0569 |
|
1.618 |
1.0429 |
|
1.000 |
1.0342 |
|
0.618 |
1.0289 |
|
HIGH |
1.0202 |
|
0.618 |
1.0149 |
|
0.500 |
1.0132 |
|
0.382 |
1.0115 |
|
LOW |
1.0062 |
|
0.618 |
0.9975 |
|
1.000 |
0.9922 |
|
1.618 |
0.9835 |
|
2.618 |
0.9695 |
|
4.250 |
0.9467 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0104 |
| PP |
1.0129 |
1.0086 |
| S1 |
1.0125 |
1.0069 |
|