CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0268 |
0.0044 |
0.4% |
1.0134 |
| High |
1.0320 |
1.0296 |
-0.0024 |
-0.2% |
1.0320 |
| Low |
1.0194 |
1.0170 |
-0.0025 |
-0.2% |
1.0126 |
| Close |
1.0234 |
1.0236 |
0.0002 |
0.0% |
1.0236 |
| Range |
0.0126 |
0.0127 |
0.0001 |
0.4% |
0.0195 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.6% |
0.0000 |
| Volume |
301,041 |
232,002 |
-69,039 |
-22.9% |
1,209,260 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0551 |
1.0305 |
|
| R3 |
1.0487 |
1.0424 |
1.0270 |
|
| R2 |
1.0360 |
1.0360 |
1.0259 |
|
| R1 |
1.0298 |
1.0298 |
1.0247 |
1.0266 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0218 |
| S1 |
1.0171 |
1.0171 |
1.0224 |
1.0139 |
| S2 |
1.0107 |
1.0107 |
1.0212 |
|
| S3 |
0.9981 |
1.0045 |
1.0201 |
|
| S4 |
0.9854 |
0.9918 |
1.0166 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0718 |
1.0342 |
|
| R3 |
1.0616 |
1.0523 |
1.0289 |
|
| R2 |
1.0422 |
1.0422 |
1.0271 |
|
| R1 |
1.0329 |
1.0329 |
1.0253 |
1.0375 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0250 |
| S1 |
1.0134 |
1.0134 |
1.0218 |
1.0181 |
| S2 |
1.0033 |
1.0033 |
1.0200 |
|
| S3 |
0.9838 |
0.9940 |
1.0182 |
|
| S4 |
0.9644 |
0.9745 |
1.0129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0320 |
1.0126 |
0.0195 |
1.9% |
0.0129 |
1.3% |
57% |
False |
False |
241,852 |
| 10 |
1.0320 |
1.0000 |
0.0320 |
3.1% |
0.0120 |
1.2% |
74% |
False |
False |
240,495 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0115 |
1.1% |
35% |
False |
False |
223,670 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0111 |
1.1% |
28% |
False |
False |
191,917 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0107 |
1.1% |
28% |
False |
False |
128,546 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0101 |
1.0% |
18% |
False |
False |
96,627 |
| 100 |
1.1320 |
1.0000 |
0.1320 |
12.9% |
0.0100 |
1.0% |
18% |
False |
False |
77,520 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.3% |
0.0094 |
0.9% |
15% |
False |
False |
64,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0834 |
|
2.618 |
1.0627 |
|
1.618 |
1.0501 |
|
1.000 |
1.0423 |
|
0.618 |
1.0374 |
|
HIGH |
1.0296 |
|
0.618 |
1.0248 |
|
0.500 |
1.0233 |
|
0.382 |
1.0218 |
|
LOW |
1.0170 |
|
0.618 |
1.0091 |
|
1.000 |
1.0043 |
|
1.618 |
0.9965 |
|
2.618 |
0.9838 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0245 |
| PP |
1.0234 |
1.0242 |
| S1 |
1.0233 |
1.0239 |
|