CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0198 |
-0.0093 |
-0.9% |
1.0255 |
| High |
1.0328 |
1.0243 |
-0.0085 |
-0.8% |
1.0298 |
| Low |
1.0196 |
1.0155 |
-0.0042 |
-0.4% |
1.0135 |
| Close |
1.0206 |
1.0186 |
-0.0020 |
-0.2% |
1.0255 |
| Range |
0.0132 |
0.0088 |
-0.0044 |
-33.1% |
0.0164 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
201,639 |
211,751 |
10,112 |
5.0% |
1,144,835 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0410 |
1.0234 |
|
| R3 |
1.0370 |
1.0322 |
1.0210 |
|
| R2 |
1.0282 |
1.0282 |
1.0202 |
|
| R1 |
1.0234 |
1.0234 |
1.0194 |
1.0214 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0184 |
| S1 |
1.0146 |
1.0146 |
1.0178 |
1.0126 |
| S2 |
1.0106 |
1.0106 |
1.0170 |
|
| S3 |
1.0018 |
1.0058 |
1.0162 |
|
| S4 |
0.9930 |
0.9970 |
1.0138 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0651 |
1.0344 |
|
| R3 |
1.0556 |
1.0487 |
1.0299 |
|
| R2 |
1.0393 |
1.0393 |
1.0284 |
|
| R1 |
1.0324 |
1.0324 |
1.0269 |
1.0276 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0205 |
| S1 |
1.0160 |
1.0160 |
1.0240 |
1.0113 |
| S2 |
1.0066 |
1.0066 |
1.0225 |
|
| S3 |
0.9902 |
0.9997 |
1.0210 |
|
| S4 |
0.9739 |
0.9833 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0328 |
1.0149 |
0.0179 |
1.8% |
0.0104 |
1.0% |
21% |
False |
False |
228,165 |
| 10 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0112 |
1.1% |
27% |
False |
False |
228,436 |
| 20 |
1.0328 |
1.0000 |
0.0328 |
3.2% |
0.0113 |
1.1% |
57% |
False |
False |
228,428 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.2% |
0.0116 |
1.1% |
22% |
False |
False |
232,574 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0108 |
1.1% |
22% |
False |
False |
157,593 |
| 80 |
1.1021 |
1.0000 |
0.1021 |
10.0% |
0.0104 |
1.0% |
18% |
False |
False |
118,459 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0099 |
1.0% |
15% |
False |
False |
94,905 |
| 120 |
1.1547 |
1.0000 |
0.1547 |
15.2% |
0.0098 |
1.0% |
12% |
False |
False |
79,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0473 |
|
1.618 |
1.0385 |
|
1.000 |
1.0331 |
|
0.618 |
1.0297 |
|
HIGH |
1.0243 |
|
0.618 |
1.0209 |
|
0.500 |
1.0199 |
|
0.382 |
1.0188 |
|
LOW |
1.0155 |
|
0.618 |
1.0100 |
|
1.000 |
1.0067 |
|
1.618 |
1.0012 |
|
2.618 |
0.9924 |
|
4.250 |
0.9781 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0199 |
1.0241 |
| PP |
1.0194 |
1.0223 |
| S1 |
1.0190 |
1.0204 |
|