CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0162 |
-0.0143 |
-1.4% |
1.0563 |
| High |
1.0305 |
1.0192 |
-0.0113 |
-1.1% |
1.0594 |
| Low |
1.0152 |
1.0125 |
-0.0027 |
-0.3% |
1.0193 |
| Close |
1.0184 |
1.0167 |
-0.0017 |
-0.2% |
1.0298 |
| Range |
0.0154 |
0.0068 |
-0.0086 |
-56.0% |
0.0402 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
1,765 |
770 |
-995 |
-56.4% |
5,152 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0333 |
1.0204 |
|
| R3 |
1.0296 |
1.0265 |
1.0186 |
|
| R2 |
1.0229 |
1.0229 |
1.0179 |
|
| R1 |
1.0198 |
1.0198 |
1.0173 |
1.0213 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0169 |
| S1 |
1.0130 |
1.0130 |
1.0161 |
1.0146 |
| S2 |
1.0094 |
1.0094 |
1.0155 |
|
| S3 |
1.0026 |
1.0063 |
1.0148 |
|
| S4 |
0.9959 |
0.9995 |
1.0130 |
|
|
| 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 |
1.0395 |
1.0125 |
0.0271 |
2.7% |
0.0104 |
1.0% |
16% |
False |
True |
1,133 |
| 10 |
1.0744 |
1.0125 |
0.0619 |
6.1% |
0.0116 |
1.1% |
7% |
False |
True |
1,015 |
| 20 |
1.0750 |
1.0125 |
0.0626 |
6.2% |
0.0110 |
1.1% |
7% |
False |
True |
1,002 |
| 40 |
1.0911 |
1.0125 |
0.0786 |
7.7% |
0.0098 |
1.0% |
5% |
False |
True |
715 |
| 60 |
1.1076 |
1.0125 |
0.0952 |
9.4% |
0.0090 |
0.9% |
4% |
False |
True |
543 |
| 80 |
1.1330 |
1.0125 |
0.1205 |
11.9% |
0.0080 |
0.8% |
4% |
False |
True |
455 |
| 100 |
1.1540 |
1.0125 |
0.1416 |
13.9% |
0.0082 |
0.8% |
3% |
False |
True |
454 |
| 120 |
1.1611 |
1.0125 |
0.1486 |
14.6% |
0.0074 |
0.7% |
3% |
False |
True |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0479 |
|
2.618 |
1.0369 |
|
1.618 |
1.0301 |
|
1.000 |
1.0260 |
|
0.618 |
1.0234 |
|
HIGH |
1.0192 |
|
0.618 |
1.0166 |
|
0.500 |
1.0158 |
|
0.382 |
1.0150 |
|
LOW |
1.0125 |
|
0.618 |
1.0083 |
|
1.000 |
1.0057 |
|
1.618 |
1.0015 |
|
2.618 |
0.9948 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0219 |
| PP |
1.0161 |
1.0201 |
| S1 |
1.0158 |
1.0184 |
|