CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0192 |
1.0271 |
0.0080 |
0.8% |
1.0229 |
| High |
1.0316 |
1.0318 |
0.0002 |
0.0% |
1.0235 |
| Low |
1.0165 |
1.0200 |
0.0035 |
0.3% |
1.0000 |
| Close |
1.0278 |
1.0222 |
-0.0056 |
-0.5% |
1.0127 |
| Range |
0.0151 |
0.0118 |
-0.0033 |
-21.9% |
0.0235 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.1% |
0.0000 |
| Volume |
243,697 |
240,607 |
-3,090 |
-1.3% |
1,195,699 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0528 |
1.0286 |
|
| R3 |
1.0481 |
1.0410 |
1.0254 |
|
| R2 |
1.0364 |
1.0364 |
1.0243 |
|
| R1 |
1.0293 |
1.0293 |
1.0232 |
1.0270 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0235 |
| S1 |
1.0175 |
1.0175 |
1.0211 |
1.0152 |
| S2 |
1.0129 |
1.0129 |
1.0200 |
|
| S3 |
1.0011 |
1.0058 |
1.0189 |
|
| S4 |
0.9894 |
0.9940 |
1.0157 |
|
|
| 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 |
1.0318 |
1.0000 |
0.0318 |
3.1% |
0.0119 |
1.2% |
70% |
True |
False |
234,017 |
| 10 |
1.0318 |
1.0000 |
0.0318 |
3.1% |
0.0114 |
1.1% |
70% |
True |
False |
228,421 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0114 |
1.1% |
33% |
False |
False |
215,268 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0111 |
1.1% |
26% |
False |
False |
178,757 |
| 60 |
1.0896 |
1.0000 |
0.0896 |
8.8% |
0.0107 |
1.0% |
25% |
False |
False |
119,712 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0099 |
1.0% |
17% |
False |
False |
89,974 |
| 100 |
1.1364 |
1.0000 |
0.1364 |
13.3% |
0.0100 |
1.0% |
16% |
False |
False |
72,199 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.3% |
0.0093 |
0.9% |
14% |
False |
False |
60,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0817 |
|
2.618 |
1.0625 |
|
1.618 |
1.0508 |
|
1.000 |
1.0435 |
|
0.618 |
1.0390 |
|
HIGH |
1.0318 |
|
0.618 |
1.0273 |
|
0.500 |
1.0259 |
|
0.382 |
1.0245 |
|
LOW |
1.0200 |
|
0.618 |
1.0127 |
|
1.000 |
1.0083 |
|
1.618 |
1.0010 |
|
2.618 |
0.9892 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0222 |
| PP |
1.0246 |
1.0222 |
| S1 |
1.0234 |
1.0222 |
|