CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2022 |
20-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0355 |
0.0090 |
0.9% |
1.0305 |
| High |
1.0385 |
1.0386 |
0.0002 |
0.0% |
1.0305 |
| Low |
1.0240 |
1.0275 |
0.0035 |
0.3% |
1.0076 |
| Close |
1.0348 |
1.0293 |
-0.0056 |
-0.5% |
1.0200 |
| Range |
0.0145 |
0.0111 |
-0.0034 |
-23.2% |
0.0229 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,497 |
550 |
-947 |
-63.3% |
10,286 |
|
| Daily Pivots for day following 20-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0651 |
1.0583 |
1.0354 |
|
| R3 |
1.0540 |
1.0472 |
1.0323 |
|
| R2 |
1.0429 |
1.0429 |
1.0313 |
|
| R1 |
1.0361 |
1.0361 |
1.0303 |
1.0339 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0307 |
| S1 |
1.0250 |
1.0250 |
1.0282 |
1.0228 |
| S2 |
1.0207 |
1.0207 |
1.0272 |
|
| S3 |
1.0096 |
1.0139 |
1.0262 |
|
| S4 |
0.9985 |
1.0028 |
1.0231 |
|
|
| 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 |
1.0386 |
1.0076 |
0.0310 |
3.0% |
0.0113 |
1.1% |
70% |
True |
False |
1,596 |
| 10 |
1.0386 |
1.0076 |
0.0310 |
3.0% |
0.0111 |
1.1% |
70% |
True |
False |
1,530 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0109 |
1.1% |
32% |
False |
False |
1,198 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0103 |
1.0% |
26% |
False |
False |
957 |
| 60 |
1.0959 |
1.0076 |
0.0883 |
8.6% |
0.0096 |
0.9% |
25% |
False |
False |
695 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
17% |
False |
False |
577 |
| 100 |
1.1420 |
1.0076 |
0.1344 |
13.1% |
0.0084 |
0.8% |
16% |
False |
False |
543 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0078 |
0.8% |
14% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0677 |
|
1.618 |
1.0566 |
|
1.000 |
1.0497 |
|
0.618 |
1.0455 |
|
HIGH |
1.0386 |
|
0.618 |
1.0344 |
|
0.500 |
1.0331 |
|
0.382 |
1.0317 |
|
LOW |
1.0275 |
|
0.618 |
1.0206 |
|
1.000 |
1.0164 |
|
1.618 |
1.0095 |
|
2.618 |
0.9984 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 20-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0331 |
1.0293 |
| PP |
1.0318 |
1.0293 |
| S1 |
1.0305 |
1.0293 |
|