CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0423 |
0.0026 |
0.2% |
1.0274 |
| High |
1.0460 |
1.0423 |
-0.0037 |
-0.4% |
1.0465 |
| Low |
1.0374 |
1.0336 |
-0.0038 |
-0.4% |
1.0262 |
| Close |
1.0422 |
1.0363 |
-0.0060 |
-0.6% |
1.0363 |
| Range |
0.0087 |
0.0087 |
0.0001 |
0.6% |
0.0204 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
880 |
1,114 |
234 |
26.6% |
6,417 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0586 |
1.0410 |
|
| R3 |
1.0548 |
1.0499 |
1.0386 |
|
| R2 |
1.0461 |
1.0461 |
1.0378 |
|
| R1 |
1.0412 |
1.0412 |
1.0370 |
1.0393 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0364 |
| S1 |
1.0325 |
1.0325 |
1.0355 |
1.0306 |
| S2 |
1.0287 |
1.0287 |
1.0347 |
|
| S3 |
1.0200 |
1.0238 |
1.0339 |
|
| S4 |
1.0113 |
1.0151 |
1.0315 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0872 |
1.0474 |
|
| R3 |
1.0770 |
1.0668 |
1.0418 |
|
| R2 |
1.0567 |
1.0567 |
1.0400 |
|
| R1 |
1.0465 |
1.0465 |
1.0381 |
1.0516 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0389 |
| S1 |
1.0261 |
1.0261 |
1.0344 |
1.0312 |
| S2 |
1.0160 |
1.0160 |
1.0325 |
|
| S3 |
0.9956 |
1.0058 |
1.0307 |
|
| S4 |
0.9753 |
0.9854 |
1.0251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0465 |
1.0262 |
0.0204 |
2.0% |
0.0090 |
0.9% |
50% |
False |
False |
1,283 |
| 10 |
1.0465 |
1.0229 |
0.0237 |
2.3% |
0.0092 |
0.9% |
57% |
False |
False |
1,272 |
| 20 |
1.0465 |
1.0200 |
0.0265 |
2.6% |
0.0104 |
1.0% |
61% |
False |
False |
1,271 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0108 |
1.0% |
43% |
False |
False |
1,229 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0102 |
1.0% |
34% |
False |
False |
1,021 |
| 80 |
1.1024 |
1.0076 |
0.0948 |
9.1% |
0.0095 |
0.9% |
30% |
False |
False |
814 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0086 |
0.8% |
23% |
False |
False |
695 |
| 120 |
1.1510 |
1.0076 |
0.1434 |
13.8% |
0.0087 |
0.8% |
20% |
False |
False |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0651 |
|
1.618 |
1.0564 |
|
1.000 |
1.0510 |
|
0.618 |
1.0477 |
|
HIGH |
1.0423 |
|
0.618 |
1.0390 |
|
0.500 |
1.0380 |
|
0.382 |
1.0369 |
|
LOW |
1.0336 |
|
0.618 |
1.0282 |
|
1.000 |
1.0249 |
|
1.618 |
1.0195 |
|
2.618 |
1.0108 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0384 |
| PP |
1.0374 |
1.0377 |
| S1 |
1.0368 |
1.0370 |
|