CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0100 |
-0.0175 |
-1.7% |
1.0079 |
| High |
1.0310 |
1.0157 |
-0.0153 |
-1.5% |
1.0239 |
| Low |
1.0111 |
1.0100 |
-0.0011 |
-0.1% |
1.0000 |
| Close |
1.0115 |
1.0117 |
0.0003 |
0.0% |
1.0174 |
| Range |
0.0199 |
0.0057 |
-0.0142 |
-71.4% |
0.0239 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
545 |
1,433 |
888 |
162.9% |
4,995 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0263 |
1.0148 |
|
| R3 |
1.0239 |
1.0206 |
1.0133 |
|
| R2 |
1.0182 |
1.0182 |
1.0127 |
|
| R1 |
1.0149 |
1.0149 |
1.0122 |
1.0166 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0133 |
| S1 |
1.0092 |
1.0092 |
1.0112 |
1.0109 |
| S2 |
1.0068 |
1.0068 |
1.0107 |
|
| S3 |
1.0011 |
1.0035 |
1.0101 |
|
| S4 |
0.9954 |
0.9978 |
1.0086 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0752 |
1.0305 |
|
| R3 |
1.0614 |
1.0513 |
1.0239 |
|
| R2 |
1.0376 |
1.0376 |
1.0217 |
|
| R1 |
1.0275 |
1.0275 |
1.0195 |
1.0325 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0163 |
| S1 |
1.0036 |
1.0036 |
1.0152 |
1.0087 |
| S2 |
0.9899 |
0.9899 |
1.0130 |
|
| S3 |
0.9660 |
0.9798 |
1.0108 |
|
| S4 |
0.9422 |
0.9559 |
1.0042 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0306 |
|
1.618 |
1.0249 |
|
1.000 |
1.0214 |
|
0.618 |
1.0192 |
|
HIGH |
1.0157 |
|
0.618 |
1.0135 |
|
0.500 |
1.0129 |
|
0.382 |
1.0122 |
|
LOW |
1.0100 |
|
0.618 |
1.0065 |
|
1.000 |
1.0043 |
|
1.618 |
1.0008 |
|
2.618 |
0.9951 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0129 |
1.0211 |
| PP |
1.0125 |
1.0180 |
| S1 |
1.0121 |
1.0148 |
|