CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9651 |
-0.0017 |
-0.2% |
1.0078 |
| High |
0.9729 |
0.9809 |
0.0080 |
0.8% |
1.0117 |
| Low |
0.9627 |
0.9592 |
-0.0035 |
-0.4% |
0.9728 |
| Close |
0.9657 |
0.9803 |
0.0146 |
1.5% |
0.9732 |
| Range |
0.0102 |
0.0217 |
0.0115 |
112.3% |
0.0389 |
| ATR |
0.0117 |
0.0124 |
0.0007 |
6.1% |
0.0000 |
| Volume |
245,205 |
327,307 |
82,102 |
33.5% |
1,316,956 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0310 |
0.9922 |
|
| R3 |
1.0167 |
1.0093 |
0.9862 |
|
| R2 |
0.9951 |
0.9951 |
0.9842 |
|
| R1 |
0.9877 |
0.9877 |
0.9822 |
0.9914 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9753 |
| S1 |
0.9660 |
0.9660 |
0.9783 |
0.9697 |
| S2 |
0.9518 |
0.9518 |
0.9763 |
|
| S3 |
0.9301 |
0.9444 |
0.9743 |
|
| S4 |
0.9085 |
0.9227 |
0.9683 |
|
|
| 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 |
0.9970 |
0.9592 |
0.0378 |
3.9% |
0.0153 |
1.6% |
56% |
False |
True |
311,083 |
| 10 |
1.0117 |
0.9592 |
0.0525 |
5.4% |
0.0124 |
1.3% |
40% |
False |
True |
276,560 |
| 20 |
1.0265 |
0.9592 |
0.0673 |
6.9% |
0.0124 |
1.3% |
31% |
False |
True |
185,751 |
| 40 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0109 |
1.1% |
24% |
False |
True |
94,527 |
| 60 |
1.0465 |
0.9592 |
0.0873 |
8.9% |
0.0109 |
1.1% |
24% |
False |
True |
63,497 |
| 80 |
1.0890 |
0.9592 |
0.1298 |
13.2% |
0.0109 |
1.1% |
16% |
False |
True |
47,864 |
| 100 |
1.0911 |
0.9592 |
0.1319 |
13.5% |
0.0104 |
1.1% |
16% |
False |
True |
38,335 |
| 120 |
1.1076 |
0.9592 |
0.1484 |
15.1% |
0.0096 |
1.0% |
14% |
False |
True |
31,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0729 |
|
2.618 |
1.0375 |
|
1.618 |
1.0159 |
|
1.000 |
1.0025 |
|
0.618 |
0.9942 |
|
HIGH |
0.9809 |
|
0.618 |
0.9726 |
|
0.500 |
0.9700 |
|
0.382 |
0.9675 |
|
LOW |
0.9592 |
|
0.618 |
0.9458 |
|
1.000 |
0.9376 |
|
1.618 |
0.9242 |
|
2.618 |
0.9025 |
|
4.250 |
0.8672 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9768 |
| PP |
0.9734 |
0.9734 |
| S1 |
0.9700 |
0.9700 |
|