CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
1.0288 |
1.0305 |
0.0018 |
0.2% |
1.0563 |
High |
1.0313 |
1.0305 |
-0.0008 |
-0.1% |
1.0594 |
Low |
1.0193 |
1.0152 |
-0.0041 |
-0.4% |
1.0193 |
Close |
1.0298 |
1.0184 |
-0.0114 |
-1.1% |
1.0298 |
Range |
0.0120 |
0.0154 |
0.0034 |
27.9% |
0.0402 |
ATR |
0.0106 |
0.0110 |
0.0003 |
3.2% |
0.0000 |
Volume |
1,199 |
1,765 |
566 |
47.2% |
5,152 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0674 |
1.0583 |
1.0268 |
|
R3 |
1.0521 |
1.0429 |
1.0226 |
|
R2 |
1.0367 |
1.0367 |
1.0212 |
|
R1 |
1.0276 |
1.0276 |
1.0198 |
1.0245 |
PP |
1.0214 |
1.0214 |
1.0214 |
1.0198 |
S1 |
1.0122 |
1.0122 |
1.0170 |
1.0091 |
S2 |
1.0060 |
1.0060 |
1.0156 |
|
S3 |
0.9907 |
0.9969 |
1.0142 |
|
S4 |
0.9753 |
0.9815 |
1.0100 |
|
|
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 |
1.0594 |
1.0152 |
0.0443 |
4.3% |
0.0136 |
1.3% |
7% |
False |
True |
1,383 |
10 |
1.0750 |
1.0152 |
0.0599 |
5.9% |
0.0115 |
1.1% |
5% |
False |
True |
983 |
20 |
1.0762 |
1.0152 |
0.0611 |
6.0% |
0.0113 |
1.1% |
5% |
False |
True |
1,025 |
40 |
1.0911 |
1.0152 |
0.0759 |
7.5% |
0.0101 |
1.0% |
4% |
False |
True |
702 |
60 |
1.1076 |
1.0152 |
0.0925 |
9.1% |
0.0089 |
0.9% |
4% |
False |
True |
532 |
80 |
1.1330 |
1.0152 |
0.1178 |
11.6% |
0.0080 |
0.8% |
3% |
False |
True |
447 |
100 |
1.1540 |
1.0152 |
0.1389 |
13.6% |
0.0081 |
0.8% |
2% |
False |
True |
447 |
120 |
1.1611 |
1.0152 |
0.1459 |
14.3% |
0.0073 |
0.7% |
2% |
False |
True |
384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0957 |
2.618 |
1.0707 |
1.618 |
1.0553 |
1.000 |
1.0459 |
0.618 |
1.0400 |
HIGH |
1.0305 |
0.618 |
1.0246 |
0.500 |
1.0228 |
0.382 |
1.0210 |
LOW |
1.0152 |
0.618 |
1.0057 |
1.000 |
0.9998 |
1.618 |
0.9903 |
2.618 |
0.9750 |
4.250 |
0.9499 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0228 |
1.0247 |
PP |
1.0214 |
1.0226 |
S1 |
1.0199 |
1.0205 |
|