CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0265 |
0.0059 |
0.6% |
1.0305 |
| High |
1.0321 |
1.0385 |
0.0064 |
0.6% |
1.0305 |
| Low |
1.0200 |
1.0240 |
0.0040 |
0.4% |
1.0076 |
| Close |
1.0271 |
1.0348 |
0.0078 |
0.8% |
1.0200 |
| Range |
0.0121 |
0.0145 |
0.0024 |
19.9% |
0.0229 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
2.4% |
0.0000 |
| Volume |
888 |
1,497 |
609 |
68.6% |
10,286 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0697 |
1.0427 |
|
| R3 |
1.0613 |
1.0553 |
1.0388 |
|
| R2 |
1.0469 |
1.0469 |
1.0374 |
|
| R1 |
1.0408 |
1.0408 |
1.0361 |
1.0439 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0339 |
| S1 |
1.0264 |
1.0264 |
1.0335 |
1.0294 |
| S2 |
1.0180 |
1.0180 |
1.0322 |
|
| S3 |
1.0035 |
1.0119 |
1.0308 |
|
| S4 |
0.9891 |
0.9975 |
1.0269 |
|
|
| 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 |
1.0385 |
1.0076 |
0.0309 |
3.0% |
0.0116 |
1.1% |
88% |
True |
False |
2,027 |
| 10 |
1.0395 |
1.0076 |
0.0319 |
3.1% |
0.0110 |
1.1% |
85% |
False |
False |
1,580 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0108 |
1.0% |
40% |
False |
False |
1,213 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0102 |
1.0% |
33% |
False |
False |
944 |
| 60 |
1.1010 |
1.0076 |
0.0934 |
9.0% |
0.0095 |
0.9% |
29% |
False |
False |
695 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0084 |
0.8% |
22% |
False |
False |
573 |
| 100 |
1.1455 |
1.0076 |
0.1379 |
13.3% |
0.0085 |
0.8% |
20% |
False |
False |
548 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.8% |
0.0078 |
0.8% |
18% |
False |
False |
473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0763 |
|
1.618 |
1.0618 |
|
1.000 |
1.0529 |
|
0.618 |
1.0474 |
|
HIGH |
1.0385 |
|
0.618 |
1.0329 |
|
0.500 |
1.0312 |
|
0.382 |
1.0295 |
|
LOW |
1.0240 |
|
0.618 |
1.0151 |
|
1.000 |
1.0096 |
|
1.618 |
1.0006 |
|
2.618 |
0.9862 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0336 |
1.0317 |
| PP |
1.0324 |
1.0287 |
| S1 |
1.0312 |
1.0256 |
|