CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0026 |
-0.0093 |
-0.9% |
1.0354 |
| High |
1.0132 |
1.0102 |
-0.0030 |
-0.3% |
1.0364 |
| Low |
1.0011 |
0.9988 |
-0.0023 |
-0.2% |
1.0117 |
| Close |
1.0018 |
1.0045 |
0.0027 |
0.3% |
1.0118 |
| Range |
0.0121 |
0.0114 |
-0.0007 |
-5.8% |
0.0247 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.2% |
0.0000 |
| Volume |
5,054 |
3,473 |
-1,581 |
-31.3% |
13,597 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0329 |
1.0107 |
|
| R3 |
1.0272 |
1.0215 |
1.0076 |
|
| R2 |
1.0158 |
1.0158 |
1.0066 |
|
| R1 |
1.0102 |
1.0102 |
1.0055 |
1.0130 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0059 |
| S1 |
0.9988 |
0.9988 |
1.0035 |
1.0017 |
| S2 |
0.9931 |
0.9931 |
1.0024 |
|
| S3 |
0.9818 |
0.9875 |
1.0014 |
|
| S4 |
0.9704 |
0.9761 |
0.9983 |
|
|
| 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 |
1.0294 |
0.9988 |
0.0306 |
3.0% |
0.0093 |
0.9% |
19% |
False |
True |
3,752 |
| 10 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0099 |
1.0% |
12% |
False |
True |
2,596 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0096 |
1.0% |
12% |
False |
True |
1,904 |
| 40 |
1.0744 |
0.9988 |
0.0756 |
7.5% |
0.0105 |
1.0% |
8% |
False |
True |
1,636 |
| 60 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0103 |
1.0% |
6% |
False |
True |
1,367 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0098 |
1.0% |
6% |
False |
True |
1,062 |
| 100 |
1.1296 |
0.9988 |
0.1308 |
13.0% |
0.0088 |
0.9% |
4% |
False |
True |
897 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.4% |
0.0087 |
0.9% |
4% |
False |
True |
811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0399 |
|
1.618 |
1.0285 |
|
1.000 |
1.0215 |
|
0.618 |
1.0172 |
|
HIGH |
1.0102 |
|
0.618 |
1.0058 |
|
0.500 |
1.0045 |
|
0.382 |
1.0031 |
|
LOW |
0.9988 |
|
0.618 |
0.9918 |
|
1.000 |
0.9875 |
|
1.618 |
0.9804 |
|
2.618 |
0.9691 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0085 |
| PP |
1.0045 |
1.0072 |
| S1 |
1.0045 |
1.0058 |
|