CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0321 |
1.0237 |
-0.0084 |
-0.8% |
1.0615 |
| High |
1.0331 |
1.0273 |
-0.0058 |
-0.6% |
1.0679 |
| Low |
1.0215 |
1.0195 |
-0.0020 |
-0.2% |
1.0421 |
| Close |
1.0235 |
1.0209 |
-0.0027 |
-0.3% |
1.0481 |
| Range |
0.0116 |
0.0078 |
-0.0038 |
-32.8% |
0.0258 |
| ATR |
0.0115 |
0.0113 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
225,402 |
185,535 |
-39,867 |
-17.7% |
941,394 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0460 |
1.0412 |
1.0251 |
|
| R3 |
1.0382 |
1.0334 |
1.0230 |
|
| R2 |
1.0304 |
1.0304 |
1.0223 |
|
| R1 |
1.0256 |
1.0256 |
1.0216 |
1.0241 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0218 |
| S1 |
1.0178 |
1.0178 |
1.0201 |
1.0163 |
| S2 |
1.0148 |
1.0148 |
1.0194 |
|
| S3 |
1.0070 |
1.0100 |
1.0187 |
|
| S4 |
0.9992 |
1.0022 |
1.0166 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1149 |
1.0623 |
|
| R3 |
1.1043 |
1.0891 |
1.0552 |
|
| R2 |
1.0785 |
1.0785 |
1.0528 |
|
| R1 |
1.0633 |
1.0633 |
1.0505 |
1.0580 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0500 |
| S1 |
1.0375 |
1.0375 |
1.0457 |
1.0322 |
| S2 |
1.0269 |
1.0269 |
1.0434 |
|
| S3 |
1.0011 |
1.0117 |
1.0410 |
|
| S4 |
0.9753 |
0.9859 |
1.0339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0547 |
1.0195 |
0.0352 |
3.4% |
0.0131 |
1.3% |
4% |
False |
True |
239,861 |
| 10 |
1.0679 |
1.0195 |
0.0484 |
4.7% |
0.0108 |
1.1% |
3% |
False |
True |
203,291 |
| 20 |
1.0837 |
1.0195 |
0.0642 |
6.3% |
0.0120 |
1.2% |
2% |
False |
True |
239,056 |
| 40 |
1.0853 |
1.0195 |
0.0658 |
6.4% |
0.0105 |
1.0% |
2% |
False |
True |
126,781 |
| 60 |
1.1021 |
1.0195 |
0.0826 |
8.1% |
0.0101 |
1.0% |
2% |
False |
True |
84,885 |
| 80 |
1.1275 |
1.0195 |
0.1080 |
10.6% |
0.0095 |
0.9% |
1% |
False |
True |
63,830 |
| 100 |
1.1510 |
1.0195 |
0.1315 |
12.9% |
0.0095 |
0.9% |
1% |
False |
True |
51,242 |
| 120 |
1.1567 |
1.0195 |
0.1372 |
13.4% |
0.0087 |
0.9% |
1% |
False |
True |
42,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0477 |
|
1.618 |
1.0399 |
|
1.000 |
1.0351 |
|
0.618 |
1.0321 |
|
HIGH |
1.0273 |
|
0.618 |
1.0243 |
|
0.500 |
1.0234 |
|
0.382 |
1.0225 |
|
LOW |
1.0195 |
|
0.618 |
1.0147 |
|
1.000 |
1.0117 |
|
1.618 |
1.0069 |
|
2.618 |
0.9991 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0358 |
| PP |
1.0226 |
1.0308 |
| S1 |
1.0217 |
1.0258 |
|