CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0079 |
1.0025 |
-0.0054 |
-0.5% |
1.0107 |
| High |
1.0101 |
1.0130 |
0.0029 |
0.3% |
1.0213 |
| Low |
1.0000 |
1.0020 |
0.0020 |
0.2% |
1.0056 |
| Close |
1.0043 |
1.0120 |
0.0077 |
0.8% |
1.0095 |
| Range |
0.0101 |
0.0111 |
0.0010 |
9.4% |
0.0157 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1,529 |
1,788 |
259 |
16.9% |
1,208 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0381 |
1.0180 |
|
| R3 |
1.0311 |
1.0270 |
1.0150 |
|
| R2 |
1.0200 |
1.0200 |
1.0140 |
|
| R1 |
1.0160 |
1.0160 |
1.0130 |
1.0180 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0100 |
| S1 |
1.0049 |
1.0049 |
1.0109 |
1.0070 |
| S2 |
0.9979 |
0.9979 |
1.0099 |
|
| S3 |
0.9869 |
0.9939 |
1.0089 |
|
| S4 |
0.9758 |
0.9828 |
1.0059 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0500 |
1.0181 |
|
| R3 |
1.0435 |
1.0343 |
1.0138 |
|
| R2 |
1.0278 |
1.0278 |
1.0123 |
|
| R1 |
1.0186 |
1.0186 |
1.0109 |
1.0154 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0105 |
| S1 |
1.0029 |
1.0029 |
1.0080 |
0.9997 |
| S2 |
0.9964 |
0.9964 |
1.0066 |
|
| S3 |
0.9807 |
0.9872 |
1.0051 |
|
| S4 |
0.9650 |
0.9715 |
1.0008 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0600 |
|
2.618 |
1.0419 |
|
1.618 |
1.0309 |
|
1.000 |
1.0241 |
|
0.618 |
1.0198 |
|
HIGH |
1.0130 |
|
0.618 |
1.0088 |
|
0.500 |
1.0075 |
|
0.382 |
1.0062 |
|
LOW |
1.0020 |
|
0.618 |
0.9951 |
|
1.000 |
0.9909 |
|
1.618 |
0.9841 |
|
2.618 |
0.9730 |
|
4.250 |
0.9550 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0107 |
| PP |
1.0090 |
1.0094 |
| S1 |
1.0075 |
1.0082 |
|