CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0288 |
-0.0022 |
-0.2% |
1.0563 |
| High |
1.0343 |
1.0313 |
-0.0031 |
-0.3% |
1.0594 |
| Low |
1.0269 |
1.0193 |
-0.0077 |
-0.7% |
1.0193 |
| Close |
1.0281 |
1.0298 |
0.0017 |
0.2% |
1.0298 |
| Range |
0.0074 |
0.0120 |
0.0046 |
62.2% |
0.0402 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.0% |
0.0000 |
| Volume |
880 |
1,199 |
319 |
36.3% |
5,152 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0583 |
1.0364 |
|
| R3 |
1.0508 |
1.0463 |
1.0331 |
|
| R2 |
1.0388 |
1.0388 |
1.0320 |
|
| R1 |
1.0343 |
1.0343 |
1.0309 |
1.0365 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0279 |
| S1 |
1.0223 |
1.0223 |
1.0287 |
1.0245 |
| S2 |
1.0148 |
1.0148 |
1.0276 |
|
| S3 |
1.0028 |
1.0103 |
1.0265 |
|
| S4 |
0.9908 |
0.9983 |
1.0232 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1333 |
1.0518 |
|
| R3 |
1.1164 |
1.0932 |
1.0408 |
|
| R2 |
1.0763 |
1.0763 |
1.0371 |
|
| R1 |
1.0530 |
1.0530 |
1.0334 |
1.0446 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0319 |
| S1 |
1.0129 |
1.0129 |
1.0261 |
1.0044 |
| S2 |
0.9960 |
0.9960 |
1.0224 |
|
| S3 |
0.9558 |
0.9727 |
1.0187 |
|
| S4 |
0.9157 |
0.9326 |
1.0077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0615 |
1.0193 |
0.0423 |
4.1% |
0.0129 |
1.3% |
25% |
False |
True |
1,164 |
| 10 |
1.0750 |
1.0193 |
0.0558 |
5.4% |
0.0106 |
1.0% |
19% |
False |
True |
976 |
| 20 |
1.0890 |
1.0193 |
0.0697 |
6.8% |
0.0113 |
1.1% |
15% |
False |
True |
1,086 |
| 40 |
1.0911 |
1.0193 |
0.0718 |
7.0% |
0.0098 |
1.0% |
15% |
False |
True |
668 |
| 60 |
1.1076 |
1.0193 |
0.0884 |
8.6% |
0.0087 |
0.8% |
12% |
False |
True |
504 |
| 80 |
1.1330 |
1.0193 |
0.1137 |
11.0% |
0.0079 |
0.8% |
9% |
False |
True |
426 |
| 100 |
1.1540 |
1.0193 |
0.1348 |
13.1% |
0.0080 |
0.8% |
8% |
False |
True |
429 |
| 120 |
1.1611 |
1.0193 |
0.1418 |
13.8% |
0.0072 |
0.7% |
7% |
False |
True |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0823 |
|
2.618 |
1.0627 |
|
1.618 |
1.0507 |
|
1.000 |
1.0433 |
|
0.618 |
1.0387 |
|
HIGH |
1.0313 |
|
0.618 |
1.0267 |
|
0.500 |
1.0253 |
|
0.382 |
1.0238 |
|
LOW |
1.0193 |
|
0.618 |
1.0118 |
|
1.000 |
1.0073 |
|
1.618 |
0.9998 |
|
2.618 |
0.9878 |
|
4.250 |
0.9683 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0296 |
| PP |
1.0268 |
1.0295 |
| S1 |
1.0253 |
1.0294 |
|