CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0255 |
-0.0013 |
-0.1% |
1.0134 |
| High |
1.0296 |
1.0298 |
0.0002 |
0.0% |
1.0320 |
| Low |
1.0170 |
1.0218 |
0.0049 |
0.5% |
1.0126 |
| Close |
1.0236 |
1.0261 |
0.0025 |
0.2% |
1.0236 |
| Range |
0.0127 |
0.0080 |
-0.0047 |
-36.8% |
0.0195 |
| ATR |
0.0117 |
0.0115 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
232,002 |
167,291 |
-64,711 |
-27.9% |
1,209,260 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0460 |
1.0305 |
|
| R3 |
1.0419 |
1.0380 |
1.0283 |
|
| R2 |
1.0339 |
1.0339 |
1.0275 |
|
| R1 |
1.0300 |
1.0300 |
1.0268 |
1.0319 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0269 |
| S1 |
1.0220 |
1.0220 |
1.0253 |
1.0239 |
| S2 |
1.0179 |
1.0179 |
1.0246 |
|
| S3 |
1.0099 |
1.0140 |
1.0239 |
|
| S4 |
1.0019 |
1.0060 |
1.0217 |
|
|
| 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 |
1.0165 |
0.0155 |
1.5% |
0.0120 |
1.2% |
62% |
False |
False |
236,927 |
| 10 |
1.0320 |
1.0000 |
0.0320 |
3.1% |
0.0113 |
1.1% |
81% |
False |
False |
238,586 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0116 |
1.1% |
38% |
False |
False |
224,872 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0111 |
1.1% |
31% |
False |
False |
196,022 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0107 |
1.0% |
31% |
False |
False |
131,303 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0100 |
1.0% |
20% |
False |
False |
98,705 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0100 |
1.0% |
20% |
False |
False |
79,187 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.3% |
0.0094 |
0.9% |
17% |
False |
False |
66,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0507 |
|
1.618 |
1.0427 |
|
1.000 |
1.0378 |
|
0.618 |
1.0347 |
|
HIGH |
1.0298 |
|
0.618 |
1.0267 |
|
0.500 |
1.0258 |
|
0.382 |
1.0249 |
|
LOW |
1.0218 |
|
0.618 |
1.0169 |
|
1.000 |
1.0138 |
|
1.618 |
1.0089 |
|
2.618 |
1.0009 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0255 |
| PP |
1.0259 |
1.0250 |
| S1 |
1.0258 |
1.0245 |
|