CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0077 |
1.0095 |
0.0018 |
0.2% |
1.0119 |
| High |
1.0131 |
1.0154 |
0.0023 |
0.2% |
1.0169 |
| Low |
1.0058 |
1.0050 |
-0.0008 |
-0.1% |
0.9988 |
| Close |
1.0097 |
1.0120 |
0.0023 |
0.2% |
1.0043 |
| Range |
0.0074 |
0.0104 |
0.0030 |
40.8% |
0.0181 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
8,336 |
7,439 |
-897 |
-10.8% |
26,930 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0372 |
1.0176 |
|
| R3 |
1.0315 |
1.0269 |
1.0148 |
|
| R2 |
1.0211 |
1.0211 |
1.0138 |
|
| R1 |
1.0165 |
1.0165 |
1.0129 |
1.0188 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0119 |
| S1 |
1.0062 |
1.0062 |
1.0110 |
1.0085 |
| S2 |
1.0004 |
1.0004 |
1.0101 |
|
| S3 |
0.9901 |
0.9958 |
1.0091 |
|
| S4 |
0.9797 |
0.9855 |
1.0063 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0507 |
1.0142 |
|
| R3 |
1.0429 |
1.0326 |
1.0092 |
|
| R2 |
1.0248 |
1.0248 |
1.0076 |
|
| R1 |
1.0145 |
1.0145 |
1.0059 |
1.0106 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0047 |
| S1 |
0.9964 |
0.9964 |
1.0026 |
0.9925 |
| S2 |
0.9886 |
0.9886 |
1.0009 |
|
| S3 |
0.9705 |
0.9783 |
0.9993 |
|
| S4 |
0.9524 |
0.9602 |
0.9943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
0.9991 |
0.0179 |
1.8% |
0.0103 |
1.0% |
72% |
False |
False |
7,294 |
| 10 |
1.0280 |
0.9988 |
0.0292 |
2.9% |
0.0101 |
1.0% |
45% |
False |
False |
5,792 |
| 20 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0095 |
0.9% |
28% |
False |
False |
3,623 |
| 40 |
1.0465 |
0.9988 |
0.0477 |
4.7% |
0.0102 |
1.0% |
28% |
False |
False |
2,529 |
| 60 |
1.0890 |
0.9988 |
0.0902 |
8.9% |
0.0105 |
1.0% |
15% |
False |
False |
2,021 |
| 80 |
1.0911 |
0.9988 |
0.0923 |
9.1% |
0.0099 |
1.0% |
14% |
False |
False |
1,573 |
| 100 |
1.1076 |
0.9988 |
0.1088 |
10.8% |
0.0092 |
0.9% |
12% |
False |
False |
1,303 |
| 120 |
1.1330 |
0.9988 |
0.1342 |
13.3% |
0.0086 |
0.9% |
10% |
False |
False |
1,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0424 |
|
1.618 |
1.0321 |
|
1.000 |
1.0257 |
|
0.618 |
1.0217 |
|
HIGH |
1.0154 |
|
0.618 |
1.0114 |
|
0.500 |
1.0102 |
|
0.382 |
1.0090 |
|
LOW |
1.0050 |
|
0.618 |
0.9986 |
|
1.000 |
0.9947 |
|
1.618 |
0.9883 |
|
2.618 |
0.9779 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0104 |
| PP |
1.0108 |
1.0088 |
| S1 |
1.0102 |
1.0072 |
|