CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0066 |
-0.0015 |
-0.1% |
0.9998 |
| High |
1.0110 |
1.0180 |
0.0070 |
0.7% |
1.0180 |
| Low |
1.0000 |
1.0066 |
0.0066 |
0.7% |
0.9935 |
| Close |
1.0059 |
1.0112 |
0.0053 |
0.5% |
1.0112 |
| Range |
0.0110 |
0.0115 |
0.0005 |
4.1% |
0.0245 |
| ATR |
0.0105 |
0.0107 |
0.0001 |
1.1% |
0.0000 |
| Volume |
74,492 |
41,448 |
-33,044 |
-44.4% |
229,276 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0402 |
1.0174 |
|
| R3 |
1.0348 |
1.0287 |
1.0143 |
|
| R2 |
1.0234 |
1.0234 |
1.0132 |
|
| R1 |
1.0173 |
1.0173 |
1.0122 |
1.0203 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0134 |
| S1 |
1.0058 |
1.0058 |
1.0101 |
1.0089 |
| S2 |
1.0005 |
1.0005 |
1.0091 |
|
| S3 |
0.9890 |
0.9944 |
1.0080 |
|
| S4 |
0.9776 |
0.9829 |
1.0049 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0706 |
1.0246 |
|
| R3 |
1.0566 |
1.0461 |
1.0179 |
|
| R2 |
1.0321 |
1.0321 |
1.0156 |
|
| R1 |
1.0216 |
1.0216 |
1.0134 |
1.0268 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0102 |
| S1 |
0.9971 |
0.9971 |
1.0089 |
1.0023 |
| S2 |
0.9831 |
0.9831 |
1.0067 |
|
| S3 |
0.9586 |
0.9726 |
1.0044 |
|
| S4 |
0.9341 |
0.9481 |
0.9977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0180 |
0.9935 |
0.0245 |
2.4% |
0.0114 |
1.1% |
72% |
True |
False |
47,998 |
| 10 |
1.0180 |
0.9935 |
0.0245 |
2.4% |
0.0114 |
1.1% |
72% |
True |
False |
28,286 |
| 20 |
1.0423 |
0.9935 |
0.0488 |
4.8% |
0.0102 |
1.0% |
36% |
False |
False |
15,795 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.2% |
0.0103 |
1.0% |
33% |
False |
False |
8,554 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0107 |
1.1% |
22% |
False |
False |
6,091 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.6% |
0.0103 |
1.0% |
18% |
False |
False |
4,704 |
| 100 |
1.1024 |
0.9935 |
0.1089 |
10.8% |
0.0096 |
1.0% |
16% |
False |
False |
3,801 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.8% |
0.0088 |
0.9% |
13% |
False |
False |
3,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0667 |
|
2.618 |
1.0480 |
|
1.618 |
1.0365 |
|
1.000 |
1.0295 |
|
0.618 |
1.0251 |
|
HIGH |
1.0180 |
|
0.618 |
1.0136 |
|
0.500 |
1.0123 |
|
0.382 |
1.0109 |
|
LOW |
1.0066 |
|
0.618 |
0.9995 |
|
1.000 |
0.9951 |
|
1.618 |
0.9880 |
|
2.618 |
0.9766 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0096 |
| PP |
1.0119 |
1.0080 |
| S1 |
1.0115 |
1.0064 |
|