CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0192 |
0.0058 |
0.6% |
1.0229 |
| High |
1.0249 |
1.0316 |
0.0067 |
0.6% |
1.0235 |
| Low |
1.0126 |
1.0165 |
0.0040 |
0.4% |
1.0000 |
| Close |
1.0198 |
1.0278 |
0.0080 |
0.8% |
1.0127 |
| Range |
0.0124 |
0.0151 |
0.0027 |
21.9% |
0.0235 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.3% |
0.0000 |
| Volume |
191,913 |
243,697 |
51,784 |
27.0% |
1,195,699 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0641 |
1.0360 |
|
| R3 |
1.0554 |
1.0491 |
1.0319 |
|
| R2 |
1.0403 |
1.0403 |
1.0305 |
|
| R1 |
1.0340 |
1.0340 |
1.0291 |
1.0372 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0268 |
| S1 |
1.0190 |
1.0190 |
1.0264 |
1.0221 |
| S2 |
1.0102 |
1.0102 |
1.0250 |
|
| S3 |
0.9952 |
1.0039 |
1.0236 |
|
| S4 |
0.9801 |
0.9889 |
1.0195 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0710 |
1.0256 |
|
| R3 |
1.0590 |
1.0476 |
1.0191 |
|
| R2 |
1.0355 |
1.0355 |
1.0170 |
|
| R1 |
1.0241 |
1.0241 |
1.0148 |
1.0181 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0090 |
| S1 |
1.0007 |
1.0007 |
1.0106 |
0.9946 |
| S2 |
0.9886 |
0.9886 |
1.0084 |
|
| S3 |
0.9652 |
0.9772 |
1.0063 |
|
| S4 |
0.9417 |
0.9538 |
0.9998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0316 |
1.0000 |
0.0316 |
3.1% |
0.0120 |
1.2% |
88% |
True |
False |
244,180 |
| 10 |
1.0331 |
1.0000 |
0.0331 |
3.2% |
0.0114 |
1.1% |
84% |
False |
False |
226,900 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0114 |
1.1% |
41% |
False |
False |
215,076 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0109 |
1.1% |
33% |
False |
False |
172,800 |
| 60 |
1.0939 |
1.0000 |
0.0939 |
9.1% |
0.0106 |
1.0% |
30% |
False |
False |
115,730 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0098 |
1.0% |
22% |
False |
False |
86,987 |
| 100 |
1.1390 |
1.0000 |
0.1390 |
13.5% |
0.0100 |
1.0% |
20% |
False |
False |
69,803 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.2% |
0.0092 |
0.9% |
18% |
False |
False |
58,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0955 |
|
2.618 |
1.0710 |
|
1.618 |
1.0559 |
|
1.000 |
1.0466 |
|
0.618 |
1.0409 |
|
HIGH |
1.0316 |
|
0.618 |
1.0258 |
|
0.500 |
1.0240 |
|
0.382 |
1.0222 |
|
LOW |
1.0165 |
|
0.618 |
1.0072 |
|
1.000 |
1.0015 |
|
1.618 |
0.9921 |
|
2.618 |
0.9771 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0246 |
| PP |
1.0253 |
1.0215 |
| S1 |
1.0240 |
1.0184 |
|