CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0310 |
-0.0081 |
-0.8% |
1.0692 |
| High |
1.0395 |
1.0343 |
-0.0052 |
-0.5% |
1.0750 |
| Low |
1.0290 |
1.0269 |
-0.0021 |
-0.2% |
1.0497 |
| Close |
1.0309 |
1.0281 |
-0.0028 |
-0.3% |
1.0557 |
| Range |
0.0105 |
0.0074 |
-0.0031 |
-29.5% |
0.0254 |
| ATR |
0.0108 |
0.0105 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,051 |
880 |
-171 |
-16.3% |
2,916 |
|
| Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0474 |
1.0322 |
|
| R3 |
1.0446 |
1.0400 |
1.0301 |
|
| R2 |
1.0372 |
1.0372 |
1.0295 |
|
| R1 |
1.0326 |
1.0326 |
1.0288 |
1.0312 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0291 |
| S1 |
1.0252 |
1.0252 |
1.0274 |
1.0238 |
| S2 |
1.0224 |
1.0224 |
1.0267 |
|
| S3 |
1.0150 |
1.0178 |
1.0261 |
|
| S4 |
1.0076 |
1.0104 |
1.0240 |
|
|
| 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 |
1.0616 |
1.0269 |
0.0347 |
3.4% |
0.0125 |
1.2% |
3% |
False |
True |
1,090 |
| 10 |
1.0750 |
1.0269 |
0.0481 |
4.7% |
0.0102 |
1.0% |
2% |
False |
True |
894 |
| 20 |
1.0890 |
1.0269 |
0.0621 |
6.0% |
0.0111 |
1.1% |
2% |
False |
True |
1,041 |
| 40 |
1.0911 |
1.0269 |
0.0642 |
6.2% |
0.0097 |
0.9% |
2% |
False |
True |
638 |
| 60 |
1.1076 |
1.0269 |
0.0807 |
7.8% |
0.0085 |
0.8% |
1% |
False |
True |
492 |
| 80 |
1.1330 |
1.0269 |
0.1061 |
10.3% |
0.0078 |
0.8% |
1% |
False |
True |
411 |
| 100 |
1.1569 |
1.0269 |
0.1300 |
12.6% |
0.0079 |
0.8% |
1% |
False |
True |
418 |
| 120 |
1.1611 |
1.0269 |
0.1342 |
13.0% |
0.0072 |
0.7% |
1% |
False |
True |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0537 |
|
1.618 |
1.0463 |
|
1.000 |
1.0417 |
|
0.618 |
1.0389 |
|
HIGH |
1.0343 |
|
0.618 |
1.0315 |
|
0.500 |
1.0306 |
|
0.382 |
1.0297 |
|
LOW |
1.0269 |
|
0.618 |
1.0223 |
|
1.000 |
1.0195 |
|
1.618 |
1.0149 |
|
2.618 |
1.0075 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 07-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0432 |
| PP |
1.0298 |
1.0381 |
| S1 |
1.0289 |
1.0331 |
|