CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
1.0189 |
0.0033 |
0.3% |
0.9998 |
| High |
1.0265 |
1.0255 |
-0.0011 |
-0.1% |
1.0180 |
| Low |
1.0127 |
1.0035 |
-0.0092 |
-0.9% |
0.9935 |
| Close |
1.0187 |
1.0048 |
-0.0139 |
-1.4% |
1.0112 |
| Range |
0.0139 |
0.0220 |
0.0081 |
58.5% |
0.0245 |
| ATR |
0.0110 |
0.0118 |
0.0008 |
7.1% |
0.0000 |
| Volume |
123,533 |
179,911 |
56,378 |
45.6% |
229,276 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0629 |
1.0168 |
|
| R3 |
1.0551 |
1.0409 |
1.0108 |
|
| R2 |
1.0332 |
1.0332 |
1.0088 |
|
| R1 |
1.0190 |
1.0190 |
1.0068 |
1.0151 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0093 |
| S1 |
0.9970 |
0.9970 |
1.0027 |
0.9932 |
| S2 |
0.9893 |
0.9893 |
1.0007 |
|
| S3 |
0.9673 |
0.9751 |
0.9987 |
|
| S4 |
0.9454 |
0.9531 |
0.9927 |
|
|
| 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 |
1.0265 |
0.9949 |
0.0317 |
3.2% |
0.0143 |
1.4% |
31% |
False |
False |
97,914 |
| 10 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0125 |
1.2% |
34% |
False |
False |
57,062 |
| 20 |
1.0294 |
0.9935 |
0.0359 |
3.6% |
0.0110 |
1.1% |
31% |
False |
False |
30,844 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0107 |
1.1% |
21% |
False |
False |
16,069 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0107 |
1.1% |
14% |
False |
False |
11,097 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0104 |
1.0% |
12% |
False |
False |
8,490 |
| 100 |
1.1010 |
0.9935 |
0.1075 |
10.7% |
0.0099 |
1.0% |
10% |
False |
False |
6,832 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.9% |
0.0091 |
0.9% |
8% |
False |
False |
5,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.0829 |
|
1.618 |
1.0610 |
|
1.000 |
1.0474 |
|
0.618 |
1.0390 |
|
HIGH |
1.0255 |
|
0.618 |
1.0171 |
|
0.500 |
1.0145 |
|
0.382 |
1.0119 |
|
LOW |
1.0035 |
|
0.618 |
0.9899 |
|
1.000 |
0.9816 |
|
1.618 |
0.9680 |
|
2.618 |
0.9460 |
|
4.250 |
0.9102 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0150 |
| PP |
1.0112 |
1.0116 |
| S1 |
1.0080 |
1.0082 |
|