CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0405 |
0.0042 |
0.4% |
1.0411 |
| High |
1.0425 |
1.0405 |
-0.0020 |
-0.2% |
1.0452 |
| Low |
1.0363 |
1.0322 |
-0.0041 |
-0.4% |
1.0322 |
| Close |
1.0425 |
1.0352 |
-0.0073 |
-0.7% |
1.0352 |
| Range |
0.0062 |
0.0083 |
0.0022 |
35.0% |
0.0130 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
1.9% |
0.0000 |
| Volume |
9 |
46 |
37 |
411.1% |
97 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0563 |
1.0398 |
|
| R3 |
1.0526 |
1.0480 |
1.0375 |
|
| R2 |
1.0443 |
1.0443 |
1.0367 |
|
| R1 |
1.0397 |
1.0397 |
1.0360 |
1.0379 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0350 |
| S1 |
1.0314 |
1.0314 |
1.0344 |
1.0296 |
| S2 |
1.0277 |
1.0277 |
1.0337 |
|
| S3 |
1.0194 |
1.0231 |
1.0329 |
|
| S4 |
1.0111 |
1.0148 |
1.0306 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0765 |
1.0689 |
1.0424 |
|
| R3 |
1.0635 |
1.0559 |
1.0388 |
|
| R2 |
1.0505 |
1.0505 |
1.0376 |
|
| R1 |
1.0429 |
1.0429 |
1.0364 |
1.0402 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0362 |
| S1 |
1.0299 |
1.0299 |
1.0340 |
1.0272 |
| S2 |
1.0245 |
1.0245 |
1.0328 |
|
| S3 |
1.0115 |
1.0169 |
1.0316 |
|
| S4 |
0.9985 |
1.0039 |
1.0281 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0758 |
|
2.618 |
1.0622 |
|
1.618 |
1.0539 |
|
1.000 |
1.0488 |
|
0.618 |
1.0456 |
|
HIGH |
1.0405 |
|
0.618 |
1.0373 |
|
0.500 |
1.0364 |
|
0.382 |
1.0354 |
|
LOW |
1.0322 |
|
0.618 |
1.0271 |
|
1.000 |
1.0239 |
|
1.618 |
1.0188 |
|
2.618 |
1.0105 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0373 |
| PP |
1.0360 |
1.0366 |
| S1 |
1.0356 |
1.0359 |
|