CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9977 |
1.0081 |
0.0104 |
1.0% |
1.0041 |
| High |
1.0083 |
1.0110 |
0.0027 |
0.3% |
1.0154 |
| Low |
0.9949 |
1.0000 |
0.0052 |
0.5% |
0.9984 |
| Close |
1.0055 |
1.0059 |
0.0004 |
0.0% |
1.0036 |
| Range |
0.0135 |
0.0110 |
-0.0025 |
-18.2% |
0.0170 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.3% |
0.0000 |
| Volume |
70,188 |
74,492 |
4,304 |
6.1% |
44,992 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0333 |
1.0120 |
|
| R3 |
1.0276 |
1.0223 |
1.0089 |
|
| R2 |
1.0166 |
1.0166 |
1.0079 |
|
| R1 |
1.0113 |
1.0113 |
1.0069 |
1.0085 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0042 |
| S1 |
1.0003 |
1.0003 |
1.0049 |
0.9975 |
| S2 |
0.9946 |
0.9946 |
1.0039 |
|
| S3 |
0.9836 |
0.9893 |
1.0029 |
|
| S4 |
0.9726 |
0.9783 |
0.9999 |
|
|
| 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 |
1.0126 |
0.9935 |
0.0191 |
1.9% |
0.0119 |
1.2% |
65% |
False |
False |
41,991 |
| 10 |
1.0169 |
0.9935 |
0.0234 |
2.3% |
0.0111 |
1.1% |
53% |
False |
False |
24,642 |
| 20 |
1.0460 |
0.9935 |
0.0525 |
5.2% |
0.0101 |
1.0% |
24% |
False |
False |
13,767 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0103 |
1.0% |
23% |
False |
False |
7,595 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0106 |
1.1% |
15% |
False |
False |
5,416 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0102 |
1.0% |
13% |
False |
False |
4,187 |
| 100 |
1.1024 |
0.9935 |
0.1089 |
10.8% |
0.0095 |
0.9% |
11% |
False |
False |
3,386 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.9% |
0.0088 |
0.9% |
9% |
False |
False |
2,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0398 |
|
1.618 |
1.0288 |
|
1.000 |
1.0220 |
|
0.618 |
1.0178 |
|
HIGH |
1.0110 |
|
0.618 |
1.0068 |
|
0.500 |
1.0055 |
|
0.382 |
1.0042 |
|
LOW |
1.0000 |
|
0.618 |
0.9932 |
|
1.000 |
0.9890 |
|
1.618 |
0.9822 |
|
2.618 |
0.9712 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0047 |
| PP |
1.0056 |
1.0035 |
| S1 |
1.0055 |
1.0023 |
|