CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0390 |
-0.0173 |
-1.6% |
1.0692 |
| High |
1.0594 |
1.0395 |
-0.0199 |
-1.9% |
1.0750 |
| Low |
1.0366 |
1.0290 |
-0.0076 |
-0.7% |
1.0497 |
| Close |
1.0390 |
1.0309 |
-0.0081 |
-0.8% |
1.0557 |
| Range |
0.0228 |
0.0105 |
-0.0123 |
-53.9% |
0.0254 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2,022 |
1,051 |
-971 |
-48.0% |
2,916 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0583 |
1.0367 |
|
| R3 |
1.0541 |
1.0478 |
1.0338 |
|
| R2 |
1.0436 |
1.0436 |
1.0328 |
|
| R1 |
1.0373 |
1.0373 |
1.0319 |
1.0352 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0321 |
| S1 |
1.0268 |
1.0268 |
1.0299 |
1.0247 |
| S2 |
1.0226 |
1.0226 |
1.0290 |
|
| S3 |
1.0121 |
1.0163 |
1.0280 |
|
| S4 |
1.0016 |
1.0058 |
1.0251 |
|
|
| 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 |
1.0666 |
1.0290 |
0.0376 |
3.6% |
0.0129 |
1.3% |
5% |
False |
True |
989 |
| 10 |
1.0750 |
1.0290 |
0.0460 |
4.5% |
0.0107 |
1.0% |
4% |
False |
True |
866 |
| 20 |
1.0890 |
1.0290 |
0.0600 |
5.8% |
0.0110 |
1.1% |
3% |
False |
True |
1,003 |
| 40 |
1.0911 |
1.0290 |
0.0621 |
6.0% |
0.0096 |
0.9% |
3% |
False |
True |
618 |
| 60 |
1.1076 |
1.0290 |
0.0786 |
7.6% |
0.0085 |
0.8% |
2% |
False |
True |
485 |
| 80 |
1.1330 |
1.0290 |
0.1040 |
10.1% |
0.0079 |
0.8% |
2% |
False |
True |
401 |
| 100 |
1.1601 |
1.0290 |
0.1311 |
12.7% |
0.0079 |
0.8% |
1% |
False |
True |
409 |
| 120 |
1.1611 |
1.0290 |
0.1321 |
12.8% |
0.0072 |
0.7% |
1% |
False |
True |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0670 |
|
1.618 |
1.0565 |
|
1.000 |
1.0500 |
|
0.618 |
1.0460 |
|
HIGH |
1.0395 |
|
0.618 |
1.0355 |
|
0.500 |
1.0343 |
|
0.382 |
1.0330 |
|
LOW |
1.0290 |
|
0.618 |
1.0225 |
|
1.000 |
1.0185 |
|
1.618 |
1.0120 |
|
2.618 |
1.0015 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0343 |
1.0453 |
| PP |
1.0331 |
1.0405 |
| S1 |
1.0320 |
1.0357 |
|