CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9999 |
1.0014 |
0.0016 |
0.2% |
1.0092 |
| High |
1.0037 |
1.0029 |
-0.0008 |
-0.1% |
1.0202 |
| Low |
0.9945 |
0.9967 |
0.0022 |
0.2% |
0.9945 |
| Close |
1.0003 |
0.9990 |
-0.0014 |
-0.1% |
1.0003 |
| Range |
0.0092 |
0.0062 |
-0.0030 |
-32.2% |
0.0257 |
| ATR |
0.0111 |
0.0108 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
77,782 |
3,966 |
-73,816 |
-94.9% |
1,736,991 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0147 |
1.0024 |
|
| R3 |
1.0119 |
1.0085 |
1.0007 |
|
| R2 |
1.0057 |
1.0057 |
1.0001 |
|
| R1 |
1.0023 |
1.0023 |
0.9995 |
1.0009 |
| PP |
0.9995 |
0.9995 |
0.9995 |
0.9988 |
| S1 |
0.9961 |
0.9961 |
0.9984 |
0.9947 |
| S2 |
0.9933 |
0.9933 |
0.9978 |
|
| S3 |
0.9871 |
0.9899 |
0.9972 |
|
| S4 |
0.9809 |
0.9837 |
0.9955 |
|
|
| 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 |
1.0190 |
0.9945 |
0.0245 |
2.5% |
0.0101 |
1.0% |
18% |
False |
False |
274,644 |
| 10 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0114 |
1.1% |
36% |
False |
False |
313,617 |
| 20 |
1.0202 |
0.9871 |
0.0331 |
3.3% |
0.0112 |
1.1% |
36% |
False |
False |
287,481 |
| 40 |
1.0397 |
0.9871 |
0.0526 |
5.3% |
0.0105 |
1.1% |
23% |
False |
False |
243,446 |
| 60 |
1.0679 |
0.9871 |
0.0808 |
8.1% |
0.0108 |
1.1% |
15% |
False |
False |
236,854 |
| 80 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0108 |
1.1% |
12% |
False |
False |
217,682 |
| 100 |
1.0853 |
0.9871 |
0.0982 |
9.8% |
0.0107 |
1.1% |
12% |
False |
False |
174,506 |
| 120 |
1.1275 |
0.9871 |
0.1404 |
14.1% |
0.0102 |
1.0% |
8% |
False |
False |
145,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0191 |
|
1.618 |
1.0129 |
|
1.000 |
1.0091 |
|
0.618 |
1.0067 |
|
HIGH |
1.0029 |
|
0.618 |
1.0005 |
|
0.500 |
0.9998 |
|
0.382 |
0.9990 |
|
LOW |
0.9967 |
|
0.618 |
0.9928 |
|
1.000 |
0.9905 |
|
1.618 |
0.9866 |
|
2.618 |
0.9804 |
|
4.250 |
0.9703 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
0.9991 |
| PP |
0.9995 |
0.9990 |
| S1 |
0.9992 |
0.9990 |
|