CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0178 |
-0.0086 |
-0.8% |
1.0354 |
| High |
1.0280 |
1.0182 |
-0.0099 |
-1.0% |
1.0364 |
| Low |
1.0168 |
1.0117 |
-0.0051 |
-0.5% |
1.0117 |
| Close |
1.0177 |
1.0118 |
-0.0059 |
-0.6% |
1.0118 |
| Range |
0.0112 |
0.0065 |
-0.0048 |
-42.4% |
0.0247 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
5,343 |
2,785 |
-2,558 |
-47.9% |
13,597 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0290 |
1.0153 |
|
| R3 |
1.0268 |
1.0225 |
1.0136 |
|
| R2 |
1.0203 |
1.0203 |
1.0130 |
|
| R1 |
1.0161 |
1.0161 |
1.0124 |
1.0150 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0133 |
| S1 |
1.0096 |
1.0096 |
1.0112 |
1.0085 |
| S2 |
1.0074 |
1.0074 |
1.0106 |
|
| S3 |
1.0010 |
1.0032 |
1.0100 |
|
| S4 |
0.9945 |
0.9967 |
1.0083 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0775 |
1.0254 |
|
| R3 |
1.0693 |
1.0529 |
1.0186 |
|
| R2 |
1.0446 |
1.0446 |
1.0163 |
|
| R1 |
1.0282 |
1.0282 |
1.0141 |
1.0241 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0179 |
| S1 |
1.0036 |
1.0036 |
1.0095 |
0.9994 |
| S2 |
0.9953 |
0.9953 |
1.0073 |
|
| S3 |
0.9707 |
0.9789 |
1.0050 |
|
| S4 |
0.9460 |
0.9543 |
0.9982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0364 |
1.0117 |
0.0247 |
2.4% |
0.0083 |
0.8% |
0% |
False |
True |
2,719 |
| 10 |
1.0465 |
1.0117 |
0.0348 |
3.4% |
0.0086 |
0.9% |
0% |
False |
True |
2,001 |
| 20 |
1.0465 |
1.0117 |
0.0348 |
3.4% |
0.0094 |
0.9% |
0% |
False |
True |
1,566 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.7% |
0.0102 |
1.0% |
6% |
False |
False |
1,477 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0101 |
1.0% |
5% |
False |
False |
1,232 |
| 80 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0097 |
1.0% |
5% |
False |
False |
959 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.4% |
0.0088 |
0.9% |
3% |
False |
False |
818 |
| 120 |
1.1354 |
1.0076 |
0.1278 |
12.6% |
0.0086 |
0.9% |
3% |
False |
False |
746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0350 |
|
1.618 |
1.0286 |
|
1.000 |
1.0246 |
|
0.618 |
1.0221 |
|
HIGH |
1.0182 |
|
0.618 |
1.0157 |
|
0.500 |
1.0149 |
|
0.382 |
1.0142 |
|
LOW |
1.0117 |
|
0.618 |
1.0077 |
|
1.000 |
1.0053 |
|
1.618 |
1.0013 |
|
2.618 |
0.9948 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0205 |
| PP |
1.0139 |
1.0176 |
| S1 |
1.0128 |
1.0147 |
|