CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0151 |
-0.0027 |
-0.3% |
1.0305 |
| High |
1.0178 |
1.0216 |
0.0038 |
0.4% |
1.0305 |
| Low |
1.0076 |
1.0128 |
0.0052 |
0.5% |
1.0076 |
| Close |
1.0151 |
1.0200 |
0.0049 |
0.5% |
1.0200 |
| Range |
0.0102 |
0.0088 |
-0.0014 |
-13.7% |
0.0229 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3,082 |
1,967 |
-1,115 |
-36.2% |
10,286 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0411 |
1.0248 |
|
| R3 |
1.0357 |
1.0323 |
1.0224 |
|
| R2 |
1.0269 |
1.0269 |
1.0216 |
|
| R1 |
1.0235 |
1.0235 |
1.0208 |
1.0252 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0190 |
| S1 |
1.0147 |
1.0147 |
1.0192 |
1.0164 |
| S2 |
1.0093 |
1.0093 |
1.0184 |
|
| S3 |
1.0005 |
1.0059 |
1.0176 |
|
| S4 |
0.9917 |
0.9971 |
1.0152 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0769 |
1.0326 |
|
| R3 |
1.0652 |
1.0540 |
1.0263 |
|
| R2 |
1.0423 |
1.0423 |
1.0242 |
|
| R1 |
1.0311 |
1.0311 |
1.0221 |
1.0253 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0164 |
| S1 |
1.0082 |
1.0082 |
1.0179 |
1.0024 |
| S2 |
0.9965 |
0.9965 |
1.0158 |
|
| S3 |
0.9736 |
0.9853 |
1.0137 |
|
| S4 |
0.9507 |
0.9624 |
1.0074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0305 |
1.0076 |
0.0229 |
2.2% |
0.0108 |
1.1% |
54% |
False |
False |
2,057 |
| 10 |
1.0615 |
1.0076 |
0.0539 |
5.3% |
0.0118 |
1.2% |
23% |
False |
False |
1,610 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0111 |
1.1% |
18% |
False |
False |
1,188 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0101 |
1.0% |
15% |
False |
False |
895 |
| 60 |
1.1024 |
1.0076 |
0.0948 |
9.3% |
0.0092 |
0.9% |
13% |
False |
False |
661 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.3% |
0.0081 |
0.8% |
10% |
False |
False |
550 |
| 100 |
1.1510 |
1.0076 |
0.1434 |
14.1% |
0.0084 |
0.8% |
9% |
False |
False |
528 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
15.0% |
0.0076 |
0.7% |
8% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0590 |
|
2.618 |
1.0446 |
|
1.618 |
1.0358 |
|
1.000 |
1.0304 |
|
0.618 |
1.0270 |
|
HIGH |
1.0216 |
|
0.618 |
1.0182 |
|
0.500 |
1.0172 |
|
0.382 |
1.0162 |
|
LOW |
1.0128 |
|
0.618 |
1.0074 |
|
1.000 |
1.0040 |
|
1.618 |
0.9986 |
|
2.618 |
0.9898 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0191 |
1.0187 |
| PP |
1.0181 |
1.0174 |
| S1 |
1.0172 |
1.0161 |
|