CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0302 |
-0.0054 |
-0.5% |
1.0305 |
| High |
1.0386 |
1.0387 |
0.0001 |
0.0% |
1.0305 |
| Low |
1.0275 |
1.0274 |
-0.0002 |
0.0% |
1.0076 |
| Close |
1.0293 |
1.0303 |
0.0010 |
0.1% |
1.0200 |
| Range |
0.0111 |
0.0113 |
0.0002 |
1.8% |
0.0229 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.2% |
0.0000 |
| Volume |
550 |
2,676 |
2,126 |
386.5% |
10,286 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0594 |
1.0365 |
|
| R3 |
1.0547 |
1.0481 |
1.0334 |
|
| R2 |
1.0434 |
1.0434 |
1.0323 |
|
| R1 |
1.0368 |
1.0368 |
1.0313 |
1.0401 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0337 |
| S1 |
1.0255 |
1.0255 |
1.0292 |
1.0288 |
| S2 |
1.0208 |
1.0208 |
1.0282 |
|
| S3 |
1.0095 |
1.0142 |
1.0271 |
|
| S4 |
0.9982 |
1.0029 |
1.0240 |
|
|
| 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 |
1.0387 |
1.0128 |
0.0259 |
2.5% |
0.0115 |
1.1% |
68% |
True |
False |
1,515 |
| 10 |
1.0387 |
1.0076 |
0.0311 |
3.0% |
0.0115 |
1.1% |
73% |
True |
False |
1,709 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0108 |
1.1% |
34% |
False |
False |
1,301 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0103 |
1.0% |
27% |
False |
False |
1,018 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0096 |
0.9% |
27% |
False |
False |
728 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
18% |
False |
False |
607 |
| 100 |
1.1376 |
1.0076 |
0.1300 |
12.6% |
0.0084 |
0.8% |
17% |
False |
False |
566 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0079 |
0.8% |
15% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0867 |
|
2.618 |
1.0682 |
|
1.618 |
1.0569 |
|
1.000 |
1.0500 |
|
0.618 |
1.0456 |
|
HIGH |
1.0387 |
|
0.618 |
1.0343 |
|
0.500 |
1.0330 |
|
0.382 |
1.0317 |
|
LOW |
1.0274 |
|
0.618 |
1.0204 |
|
1.000 |
1.0161 |
|
1.618 |
1.0091 |
|
2.618 |
0.9978 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0313 |
| PP |
1.0321 |
1.0310 |
| S1 |
1.0312 |
1.0306 |
|