CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0125 |
0.0033 |
0.3% |
0.9938 |
| High |
1.0202 |
1.0190 |
-0.0012 |
-0.1% |
1.0118 |
| Low |
1.0062 |
0.9969 |
-0.0094 |
-0.9% |
0.9871 |
| Close |
1.0122 |
0.9980 |
-0.0142 |
-1.4% |
1.0048 |
| Range |
0.0140 |
0.0222 |
0.0082 |
58.2% |
0.0247 |
| ATR |
0.0113 |
0.0120 |
0.0008 |
6.9% |
0.0000 |
| Volume |
367,733 |
395,987 |
28,254 |
7.7% |
1,395,220 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0711 |
1.0567 |
1.0102 |
|
| R3 |
1.0489 |
1.0345 |
1.0041 |
|
| R2 |
1.0268 |
1.0268 |
1.0021 |
|
| R1 |
1.0124 |
1.0124 |
1.0000 |
1.0085 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0027 |
| S1 |
0.9902 |
0.9902 |
0.9960 |
0.9864 |
| S2 |
0.9825 |
0.9825 |
0.9939 |
|
| S3 |
0.9603 |
0.9681 |
0.9919 |
|
| S4 |
0.9382 |
0.9459 |
0.9858 |
|
|
| 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 |
0.9883 |
0.0320 |
3.2% |
0.0146 |
1.5% |
31% |
False |
False |
340,018 |
| 10 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0127 |
1.3% |
33% |
False |
False |
325,655 |
| 20 |
1.0225 |
0.9871 |
0.0354 |
3.5% |
0.0113 |
1.1% |
31% |
False |
False |
277,044 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0111 |
1.1% |
21% |
False |
False |
244,449 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0111 |
1.1% |
13% |
False |
False |
233,855 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0110 |
1.1% |
11% |
False |
False |
205,620 |
| 100 |
1.1020 |
0.9871 |
0.1149 |
11.5% |
0.0108 |
1.1% |
9% |
False |
False |
164,793 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.1% |
0.0102 |
1.0% |
8% |
False |
False |
137,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.0770 |
|
1.618 |
1.0548 |
|
1.000 |
1.0412 |
|
0.618 |
1.0327 |
|
HIGH |
1.0190 |
|
0.618 |
1.0105 |
|
0.500 |
1.0079 |
|
0.382 |
1.0053 |
|
LOW |
0.9969 |
|
0.618 |
0.9832 |
|
1.000 |
0.9747 |
|
1.618 |
0.9610 |
|
2.618 |
0.9389 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0085 |
| PP |
1.0046 |
1.0050 |
| S1 |
1.0013 |
1.0015 |
|