CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0255 |
-0.0099 |
-1.0% |
1.0274 |
| High |
1.0364 |
1.0288 |
-0.0076 |
-0.7% |
1.0465 |
| Low |
1.0252 |
1.0217 |
-0.0035 |
-0.3% |
1.0262 |
| Close |
1.0252 |
1.0263 |
0.0011 |
0.1% |
1.0363 |
| Range |
0.0112 |
0.0071 |
-0.0041 |
-36.6% |
0.0204 |
| ATR |
0.0103 |
0.0100 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,354 |
2,007 |
653 |
48.2% |
6,417 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0437 |
1.0302 |
|
| R3 |
1.0398 |
1.0366 |
1.0282 |
|
| R2 |
1.0327 |
1.0327 |
1.0276 |
|
| R1 |
1.0295 |
1.0295 |
1.0269 |
1.0311 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0264 |
| S1 |
1.0224 |
1.0224 |
1.0256 |
1.0240 |
| S2 |
1.0185 |
1.0185 |
1.0249 |
|
| S3 |
1.0114 |
1.0153 |
1.0243 |
|
| S4 |
1.0043 |
1.0082 |
1.0223 |
|
|
| 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 |
1.0217 |
0.0248 |
2.4% |
0.0104 |
1.0% |
18% |
False |
True |
1,440 |
| 10 |
1.0465 |
1.0217 |
0.0248 |
2.4% |
0.0092 |
0.9% |
18% |
False |
True |
1,350 |
| 20 |
1.0465 |
1.0207 |
0.0259 |
2.5% |
0.0100 |
1.0% |
22% |
False |
False |
1,320 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0104 |
1.0% |
28% |
False |
False |
1,266 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0101 |
1.0% |
22% |
False |
False |
1,070 |
| 80 |
1.1010 |
1.0076 |
0.0934 |
9.1% |
0.0097 |
0.9% |
20% |
False |
False |
851 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0087 |
0.8% |
15% |
False |
False |
722 |
| 120 |
1.1455 |
1.0076 |
0.1379 |
13.4% |
0.0088 |
0.9% |
14% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0590 |
|
2.618 |
1.0474 |
|
1.618 |
1.0403 |
|
1.000 |
1.0359 |
|
0.618 |
1.0332 |
|
HIGH |
1.0288 |
|
0.618 |
1.0261 |
|
0.500 |
1.0253 |
|
0.382 |
1.0244 |
|
LOW |
1.0217 |
|
0.618 |
1.0173 |
|
1.000 |
1.0146 |
|
1.618 |
1.0102 |
|
2.618 |
1.0031 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0320 |
| PP |
1.0256 |
1.0301 |
| S1 |
1.0253 |
1.0282 |
|