CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9733 |
-0.0165 |
-1.7% |
1.0078 |
| High |
0.9913 |
0.9770 |
-0.0143 |
-1.4% |
1.0117 |
| Low |
0.9728 |
0.9610 |
-0.0119 |
-1.2% |
0.9728 |
| Close |
0.9732 |
0.9671 |
-0.0062 |
-0.6% |
0.9732 |
| Range |
0.0185 |
0.0161 |
-0.0025 |
-13.2% |
0.0389 |
| ATR |
0.0114 |
0.0118 |
0.0003 |
2.9% |
0.0000 |
| Volume |
315,213 |
346,674 |
31,461 |
10.0% |
1,316,956 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0078 |
0.9759 |
|
| R3 |
1.0004 |
0.9918 |
0.9715 |
|
| R2 |
0.9844 |
0.9844 |
0.9700 |
|
| R1 |
0.9757 |
0.9757 |
0.9685 |
0.9720 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9665 |
| S1 |
0.9597 |
0.9597 |
0.9656 |
0.9560 |
| S2 |
0.9523 |
0.9523 |
0.9641 |
|
| S3 |
0.9362 |
0.9436 |
0.9626 |
|
| S4 |
0.9202 |
0.9276 |
0.9582 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0767 |
0.9946 |
|
| R3 |
1.0636 |
1.0378 |
0.9839 |
|
| R2 |
1.0247 |
1.0247 |
0.9803 |
|
| R1 |
0.9990 |
0.9990 |
0.9768 |
0.9924 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9826 |
| S1 |
0.9601 |
0.9601 |
0.9696 |
0.9536 |
| S2 |
0.9470 |
0.9470 |
0.9661 |
|
| S3 |
0.9082 |
0.9213 |
0.9625 |
|
| S4 |
0.8693 |
0.8824 |
0.9518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0117 |
0.9610 |
0.0507 |
5.2% |
0.0141 |
1.5% |
12% |
False |
True |
303,786 |
| 10 |
1.0255 |
0.9610 |
0.0645 |
6.7% |
0.0121 |
1.3% |
9% |
False |
True |
276,013 |
| 20 |
1.0265 |
0.9610 |
0.0656 |
6.8% |
0.0118 |
1.2% |
9% |
False |
True |
157,897 |
| 40 |
1.0465 |
0.9610 |
0.0856 |
8.8% |
0.0106 |
1.1% |
7% |
False |
True |
80,279 |
| 60 |
1.0615 |
0.9610 |
0.1006 |
10.4% |
0.0110 |
1.1% |
6% |
False |
True |
54,000 |
| 80 |
1.0891 |
0.9610 |
0.1282 |
13.3% |
0.0107 |
1.1% |
5% |
False |
True |
40,710 |
| 100 |
1.0911 |
0.9610 |
0.1301 |
13.5% |
0.0103 |
1.1% |
5% |
False |
True |
32,611 |
| 120 |
1.1116 |
0.9610 |
0.1507 |
15.6% |
0.0094 |
1.0% |
4% |
False |
True |
27,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0190 |
|
1.618 |
1.0030 |
|
1.000 |
0.9931 |
|
0.618 |
0.9869 |
|
HIGH |
0.9770 |
|
0.618 |
0.9709 |
|
0.500 |
0.9690 |
|
0.382 |
0.9671 |
|
LOW |
0.9610 |
|
0.618 |
0.9510 |
|
1.000 |
0.9449 |
|
1.618 |
0.9350 |
|
2.618 |
0.9189 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9690 |
0.9790 |
| PP |
0.9683 |
0.9750 |
| S1 |
0.9677 |
0.9710 |
|