CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9981 |
0.9999 |
0.0018 |
0.2% |
1.0092 |
| High |
1.0019 |
1.0037 |
0.0018 |
0.2% |
1.0202 |
| Low |
0.9957 |
0.9945 |
-0.0012 |
-0.1% |
0.9945 |
| Close |
0.9994 |
1.0003 |
0.0010 |
0.1% |
1.0003 |
| Range |
0.0062 |
0.0092 |
0.0030 |
47.6% |
0.0257 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
340,455 |
77,782 |
-262,673 |
-77.2% |
1,736,991 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0228 |
1.0053 |
|
| R3 |
1.0178 |
1.0136 |
1.0028 |
|
| R2 |
1.0086 |
1.0086 |
1.0020 |
|
| R1 |
1.0045 |
1.0045 |
1.0011 |
1.0066 |
| PP |
0.9995 |
0.9995 |
0.9995 |
1.0005 |
| S1 |
0.9953 |
0.9953 |
0.9995 |
0.9974 |
| S2 |
0.9903 |
0.9903 |
0.9986 |
|
| S3 |
0.9812 |
0.9862 |
0.9978 |
|
| S4 |
0.9720 |
0.9770 |
0.9953 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0669 |
1.0144 |
|
| R3 |
1.0564 |
1.0412 |
1.0074 |
|
| R2 |
1.0307 |
1.0307 |
1.0050 |
|
| R1 |
1.0155 |
1.0155 |
1.0027 |
1.0103 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0024 |
| S1 |
0.9898 |
0.9898 |
0.9979 |
0.9846 |
| S2 |
0.9793 |
0.9793 |
0.9956 |
|
| S3 |
0.9536 |
0.9641 |
0.9932 |
|
| S4 |
0.9279 |
0.9384 |
0.9862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0202 |
0.9945 |
0.0257 |
2.6% |
0.0117 |
1.2% |
23% |
False |
True |
347,398 |
| 10 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0117 |
1.2% |
40% |
False |
False |
341,624 |
| 20 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0112 |
1.1% |
40% |
False |
False |
296,379 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0107 |
1.1% |
25% |
False |
False |
249,147 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0109 |
1.1% |
16% |
False |
False |
239,975 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0108 |
1.1% |
13% |
False |
False |
217,660 |
| 100 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0107 |
1.1% |
13% |
False |
False |
174,484 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.0% |
0.0102 |
1.0% |
9% |
False |
False |
145,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0276 |
|
1.618 |
1.0185 |
|
1.000 |
1.0128 |
|
0.618 |
1.0093 |
|
HIGH |
1.0037 |
|
0.618 |
1.0002 |
|
0.500 |
0.9991 |
|
0.382 |
0.9980 |
|
LOW |
0.9945 |
|
0.618 |
0.9888 |
|
1.000 |
0.9854 |
|
1.618 |
0.9797 |
|
2.618 |
0.9705 |
|
4.250 |
0.9556 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
0.9999 |
| PP |
0.9995 |
0.9995 |
| S1 |
0.9991 |
0.9991 |
|