CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
0.9977 |
-0.0021 |
-0.2% |
1.0041 |
| High |
1.0056 |
1.0083 |
0.0028 |
0.3% |
1.0154 |
| Low |
0.9935 |
0.9949 |
0.0014 |
0.1% |
0.9984 |
| Close |
0.9981 |
1.0055 |
0.0074 |
0.7% |
1.0036 |
| Range |
0.0121 |
0.0135 |
0.0014 |
11.6% |
0.0170 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
2.2% |
0.0000 |
| Volume |
43,148 |
70,188 |
27,040 |
62.7% |
44,992 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0432 |
1.0378 |
1.0129 |
|
| R3 |
1.0298 |
1.0244 |
1.0092 |
|
| R2 |
1.0163 |
1.0163 |
1.0080 |
|
| R1 |
1.0109 |
1.0109 |
1.0067 |
1.0136 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0042 |
| S1 |
0.9975 |
0.9975 |
1.0043 |
1.0002 |
| S2 |
0.9894 |
0.9894 |
1.0030 |
|
| S3 |
0.9760 |
0.9840 |
1.0018 |
|
| S4 |
0.9625 |
0.9706 |
0.9981 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0471 |
1.0129 |
|
| R3 |
1.0397 |
1.0301 |
1.0083 |
|
| R2 |
1.0227 |
1.0227 |
1.0067 |
|
| R1 |
1.0132 |
1.0132 |
1.0052 |
1.0095 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0039 |
| S1 |
0.9962 |
0.9962 |
1.0020 |
0.9925 |
| S2 |
0.9888 |
0.9888 |
1.0005 |
|
| S3 |
0.9719 |
0.9793 |
0.9989 |
|
| S4 |
0.9549 |
0.9623 |
0.9943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0154 |
0.9935 |
0.0219 |
2.2% |
0.0118 |
1.2% |
55% |
False |
False |
28,580 |
| 10 |
1.0169 |
0.9935 |
0.0234 |
2.3% |
0.0109 |
1.1% |
51% |
False |
False |
17,673 |
| 20 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0104 |
1.0% |
23% |
False |
False |
10,134 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0104 |
1.0% |
23% |
False |
False |
5,800 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0106 |
1.1% |
15% |
False |
False |
4,201 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0101 |
1.0% |
12% |
False |
False |
3,258 |
| 100 |
1.1076 |
0.9935 |
0.1141 |
11.3% |
0.0096 |
1.0% |
11% |
False |
False |
2,646 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.9% |
0.0088 |
0.9% |
9% |
False |
False |
2,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0435 |
|
1.618 |
1.0301 |
|
1.000 |
1.0218 |
|
0.618 |
1.0166 |
|
HIGH |
1.0083 |
|
0.618 |
1.0032 |
|
0.500 |
1.0016 |
|
0.382 |
1.0000 |
|
LOW |
0.9949 |
|
0.618 |
0.9865 |
|
1.000 |
0.9814 |
|
1.618 |
0.9731 |
|
2.618 |
0.9596 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0043 |
| PP |
1.0029 |
1.0032 |
| S1 |
1.0016 |
1.0020 |
|