CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0051 |
-0.0004 |
0.0% |
1.0354 |
| High |
1.0083 |
1.0113 |
0.0031 |
0.3% |
1.0364 |
| Low |
0.9994 |
1.0031 |
0.0037 |
0.4% |
1.0117 |
| Close |
1.0046 |
1.0052 |
0.0006 |
0.1% |
1.0118 |
| Range |
0.0089 |
0.0083 |
-0.0006 |
-6.8% |
0.0247 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
4,796 |
5,014 |
218 |
4.5% |
13,597 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0265 |
1.0097 |
|
| R3 |
1.0230 |
1.0182 |
1.0074 |
|
| R2 |
1.0148 |
1.0148 |
1.0067 |
|
| R1 |
1.0100 |
1.0100 |
1.0059 |
1.0124 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0077 |
| S1 |
1.0017 |
1.0017 |
1.0044 |
1.0041 |
| S2 |
0.9983 |
0.9983 |
1.0036 |
|
| S3 |
0.9900 |
0.9935 |
1.0029 |
|
| S4 |
0.9818 |
0.9852 |
1.0006 |
|
|
| 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 |
1.0182 |
0.9988 |
0.0194 |
1.9% |
0.0094 |
0.9% |
33% |
False |
False |
4,224 |
| 10 |
1.0423 |
0.9988 |
0.0435 |
4.3% |
0.0091 |
0.9% |
15% |
False |
False |
3,304 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0093 |
0.9% |
13% |
False |
False |
2,266 |
| 40 |
1.0616 |
0.9988 |
0.0628 |
6.2% |
0.0105 |
1.0% |
10% |
False |
False |
1,857 |
| 60 |
1.0891 |
0.9988 |
0.0903 |
9.0% |
0.0103 |
1.0% |
7% |
False |
False |
1,511 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.2% |
0.0098 |
1.0% |
7% |
False |
False |
1,184 |
| 100 |
1.1193 |
0.9988 |
0.1205 |
12.0% |
0.0089 |
0.9% |
5% |
False |
False |
992 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.3% |
0.0087 |
0.9% |
5% |
False |
False |
869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0329 |
|
1.618 |
1.0246 |
|
1.000 |
1.0196 |
|
0.618 |
1.0164 |
|
HIGH |
1.0113 |
|
0.618 |
1.0081 |
|
0.500 |
1.0072 |
|
0.382 |
1.0062 |
|
LOW |
1.0031 |
|
0.618 |
0.9980 |
|
1.000 |
0.9948 |
|
1.618 |
0.9897 |
|
2.618 |
0.9815 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0051 |
| PP |
1.0065 |
1.0051 |
| S1 |
1.0058 |
1.0051 |
|