CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0563 |
-0.0047 |
-0.4% |
1.0692 |
| High |
1.0615 |
1.0594 |
-0.0021 |
-0.2% |
1.0750 |
| Low |
1.0497 |
1.0366 |
-0.0131 |
-1.2% |
1.0497 |
| Close |
1.0557 |
1.0390 |
-0.0167 |
-1.6% |
1.0557 |
| Range |
0.0119 |
0.0228 |
0.0110 |
92.4% |
0.0254 |
| ATR |
0.0099 |
0.0108 |
0.0009 |
9.4% |
0.0000 |
| Volume |
669 |
2,022 |
1,353 |
202.2% |
2,916 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1134 |
1.0990 |
1.0515 |
|
| R3 |
1.0906 |
1.0762 |
1.0453 |
|
| R2 |
1.0678 |
1.0678 |
1.0432 |
|
| R1 |
1.0534 |
1.0534 |
1.0411 |
1.0492 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0429 |
| S1 |
1.0306 |
1.0306 |
1.0369 |
1.0264 |
| S2 |
1.0222 |
1.0222 |
1.0348 |
|
| S3 |
0.9994 |
1.0078 |
1.0327 |
|
| S4 |
0.9766 |
0.9850 |
1.0265 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1213 |
1.0696 |
|
| R3 |
1.1108 |
1.0959 |
1.0626 |
|
| R2 |
1.0855 |
1.0855 |
1.0603 |
|
| R1 |
1.0706 |
1.0706 |
1.0580 |
1.0653 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0575 |
| S1 |
1.0452 |
1.0452 |
1.0533 |
1.0400 |
| S2 |
1.0348 |
1.0348 |
1.0510 |
|
| S3 |
1.0094 |
1.0199 |
1.0487 |
|
| S4 |
0.9841 |
0.9945 |
1.0417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0744 |
1.0366 |
0.0378 |
3.6% |
0.0128 |
1.2% |
6% |
False |
True |
898 |
| 10 |
1.0750 |
1.0366 |
0.0384 |
3.7% |
0.0106 |
1.0% |
6% |
False |
True |
846 |
| 20 |
1.0890 |
1.0366 |
0.0524 |
5.0% |
0.0108 |
1.0% |
5% |
False |
True |
968 |
| 40 |
1.0911 |
1.0366 |
0.0545 |
5.2% |
0.0096 |
0.9% |
4% |
False |
True |
593 |
| 60 |
1.1076 |
1.0366 |
0.0710 |
6.8% |
0.0083 |
0.8% |
3% |
False |
True |
469 |
| 80 |
1.1330 |
1.0366 |
0.0964 |
9.3% |
0.0079 |
0.8% |
2% |
False |
True |
393 |
| 100 |
1.1601 |
1.0366 |
0.1235 |
11.9% |
0.0078 |
0.8% |
2% |
False |
True |
399 |
| 120 |
1.1611 |
1.0366 |
0.1245 |
12.0% |
0.0071 |
0.7% |
2% |
False |
True |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1191 |
|
1.618 |
1.0963 |
|
1.000 |
1.0822 |
|
0.618 |
1.0735 |
|
HIGH |
1.0594 |
|
0.618 |
1.0507 |
|
0.500 |
1.0480 |
|
0.382 |
1.0453 |
|
LOW |
1.0366 |
|
0.618 |
1.0225 |
|
1.000 |
1.0138 |
|
1.618 |
0.9997 |
|
2.618 |
0.9769 |
|
4.250 |
0.9397 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0491 |
| PP |
1.0450 |
1.0457 |
| S1 |
1.0420 |
1.0424 |
|