CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0201 |
0.0004 |
0.0% |
1.0255 |
| High |
1.0243 |
1.0284 |
0.0042 |
0.4% |
1.0298 |
| Low |
1.0155 |
1.0184 |
0.0029 |
0.3% |
1.0135 |
| Close |
1.0186 |
1.0280 |
0.0094 |
0.9% |
1.0255 |
| Range |
0.0088 |
0.0101 |
0.0013 |
14.2% |
0.0164 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
211,751 |
171,396 |
-40,355 |
-19.1% |
1,144,835 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0516 |
1.0335 |
|
| R3 |
1.0450 |
1.0415 |
1.0308 |
|
| R2 |
1.0350 |
1.0350 |
1.0298 |
|
| R1 |
1.0315 |
1.0315 |
1.0289 |
1.0332 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0258 |
| S1 |
1.0214 |
1.0214 |
1.0271 |
1.0232 |
| S2 |
1.0149 |
1.0149 |
1.0262 |
|
| S3 |
1.0048 |
1.0114 |
1.0252 |
|
| S4 |
0.9948 |
1.0013 |
1.0225 |
|
|
| 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 |
1.0155 |
0.0173 |
1.7% |
0.0100 |
1.0% |
73% |
False |
False |
208,987 |
| 10 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0109 |
1.1% |
75% |
False |
False |
215,472 |
| 20 |
1.0328 |
1.0000 |
0.0328 |
3.2% |
0.0114 |
1.1% |
85% |
False |
False |
227,722 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.1% |
0.0117 |
1.1% |
33% |
False |
False |
233,389 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0108 |
1.1% |
33% |
False |
False |
160,428 |
| 80 |
1.1021 |
1.0000 |
0.1021 |
9.9% |
0.0104 |
1.0% |
27% |
False |
False |
120,594 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0099 |
1.0% |
22% |
False |
False |
96,608 |
| 120 |
1.1510 |
1.0000 |
0.1510 |
14.7% |
0.0098 |
1.0% |
19% |
False |
False |
80,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0547 |
|
1.618 |
1.0447 |
|
1.000 |
1.0385 |
|
0.618 |
1.0346 |
|
HIGH |
1.0284 |
|
0.618 |
1.0246 |
|
0.500 |
1.0234 |
|
0.382 |
1.0222 |
|
LOW |
1.0184 |
|
0.618 |
1.0121 |
|
1.000 |
1.0083 |
|
1.618 |
1.0021 |
|
2.618 |
0.9920 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0267 |
| PP |
1.0249 |
1.0254 |
| S1 |
1.0234 |
1.0241 |
|