CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0065 |
0.0015 |
0.1% |
1.0156 |
| High |
1.0086 |
1.0103 |
0.0017 |
0.2% |
1.0265 |
| Low |
1.0024 |
1.0011 |
-0.0013 |
-0.1% |
1.0011 |
| Close |
1.0060 |
1.0069 |
0.0009 |
0.1% |
1.0069 |
| Range |
0.0062 |
0.0092 |
0.0030 |
48.4% |
0.0254 |
| ATR |
0.0111 |
0.0109 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
248,629 |
280,838 |
32,209 |
13.0% |
1,220,042 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0295 |
1.0120 |
|
| R3 |
1.0245 |
1.0203 |
1.0094 |
|
| R2 |
1.0153 |
1.0153 |
1.0086 |
|
| R1 |
1.0111 |
1.0111 |
1.0077 |
1.0132 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0072 |
| S1 |
1.0019 |
1.0019 |
1.0061 |
1.0040 |
| S2 |
0.9969 |
0.9969 |
1.0052 |
|
| S3 |
0.9877 |
0.9927 |
1.0044 |
|
| S4 |
0.9785 |
0.9835 |
1.0018 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0727 |
1.0209 |
|
| R3 |
1.0623 |
1.0473 |
1.0139 |
|
| R2 |
1.0369 |
1.0369 |
1.0116 |
|
| R1 |
1.0219 |
1.0219 |
1.0092 |
1.0167 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0089 |
| S1 |
0.9965 |
0.9965 |
1.0046 |
0.9913 |
| S2 |
0.9861 |
0.9861 |
1.0022 |
|
| S3 |
0.9607 |
0.9711 |
0.9999 |
|
| S4 |
0.9353 |
0.9457 |
0.9929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
1.0011 |
0.0254 |
2.5% |
0.0116 |
1.2% |
23% |
False |
True |
244,008 |
| 10 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0115 |
1.1% |
41% |
False |
False |
146,003 |
| 20 |
1.0265 |
0.9935 |
0.0330 |
3.3% |
0.0110 |
1.1% |
41% |
False |
False |
76,201 |
| 40 |
1.0465 |
0.9935 |
0.0530 |
5.3% |
0.0104 |
1.0% |
25% |
False |
False |
38,866 |
| 60 |
1.0750 |
0.9935 |
0.0815 |
8.1% |
0.0105 |
1.0% |
16% |
False |
False |
26,344 |
| 80 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0103 |
1.0% |
14% |
False |
False |
19,942 |
| 100 |
1.0911 |
0.9935 |
0.0976 |
9.7% |
0.0099 |
1.0% |
14% |
False |
False |
15,983 |
| 120 |
1.1330 |
0.9935 |
0.1395 |
13.8% |
0.0091 |
0.9% |
10% |
False |
False |
13,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0344 |
|
1.618 |
1.0252 |
|
1.000 |
1.0195 |
|
0.618 |
1.0160 |
|
HIGH |
1.0103 |
|
0.618 |
1.0068 |
|
0.500 |
1.0057 |
|
0.382 |
1.0046 |
|
LOW |
1.0011 |
|
0.618 |
0.9954 |
|
1.000 |
0.9919 |
|
1.618 |
0.9862 |
|
2.618 |
0.9770 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0065 |
| PP |
1.0061 |
1.0061 |
| S1 |
1.0057 |
1.0057 |
|