CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0235 |
0.0078 |
0.8% |
1.0134 |
| High |
1.0259 |
1.0270 |
0.0012 |
0.1% |
1.0320 |
| Low |
1.0135 |
1.0149 |
0.0015 |
0.1% |
1.0126 |
| Close |
1.0236 |
1.0212 |
-0.0024 |
-0.2% |
1.0236 |
| Range |
0.0124 |
0.0121 |
-0.0003 |
-2.4% |
0.0195 |
| ATR |
0.0117 |
0.0118 |
0.0000 |
0.2% |
0.0000 |
| Volume |
236,999 |
267,290 |
30,291 |
12.8% |
1,209,260 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0513 |
1.0278 |
|
| R3 |
1.0452 |
1.0392 |
1.0245 |
|
| R2 |
1.0331 |
1.0331 |
1.0234 |
|
| R1 |
1.0271 |
1.0271 |
1.0223 |
1.0241 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0195 |
| S1 |
1.0150 |
1.0150 |
1.0200 |
1.0120 |
| S2 |
1.0089 |
1.0089 |
1.0189 |
|
| S3 |
0.9968 |
1.0029 |
1.0178 |
|
| S4 |
0.9847 |
0.9908 |
1.0145 |
|
|
| 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 |
1.0298 |
1.0135 |
0.0164 |
1.6% |
0.0119 |
1.2% |
47% |
False |
False |
221,957 |
| 10 |
1.0320 |
1.0053 |
0.0267 |
2.6% |
0.0121 |
1.2% |
59% |
False |
False |
227,937 |
| 20 |
1.0547 |
1.0000 |
0.0547 |
5.4% |
0.0122 |
1.2% |
39% |
False |
False |
235,440 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.2% |
0.0115 |
1.1% |
25% |
False |
False |
213,288 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0109 |
1.1% |
25% |
False |
False |
143,099 |
| 80 |
1.1116 |
1.0000 |
0.1116 |
10.9% |
0.0102 |
1.0% |
19% |
False |
False |
107,556 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
17% |
False |
False |
86,241 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.3% |
0.0096 |
0.9% |
13% |
False |
False |
71,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0784 |
|
2.618 |
1.0587 |
|
1.618 |
1.0466 |
|
1.000 |
1.0391 |
|
0.618 |
1.0345 |
|
HIGH |
1.0270 |
|
0.618 |
1.0224 |
|
0.500 |
1.0210 |
|
0.382 |
1.0195 |
|
LOW |
1.0149 |
|
0.618 |
1.0074 |
|
1.000 |
1.0028 |
|
1.618 |
0.9953 |
|
2.618 |
0.9832 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0212 |
| PP |
1.0210 |
1.0212 |
| S1 |
1.0210 |
1.0212 |
|