CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0302 |
1.0336 |
0.0035 |
0.3% |
1.0206 |
| High |
1.0387 |
1.0364 |
-0.0023 |
-0.2% |
1.0387 |
| Low |
1.0274 |
1.0238 |
-0.0036 |
-0.3% |
1.0200 |
| Close |
1.0303 |
1.0306 |
0.0003 |
0.0% |
1.0306 |
| Range |
0.0113 |
0.0126 |
0.0013 |
11.1% |
0.0187 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2,676 |
2,091 |
-585 |
-21.9% |
7,702 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0618 |
1.0375 |
|
| R3 |
1.0553 |
1.0492 |
1.0340 |
|
| R2 |
1.0428 |
1.0428 |
1.0329 |
|
| R1 |
1.0367 |
1.0367 |
1.0317 |
1.0335 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0286 |
| S1 |
1.0241 |
1.0241 |
1.0294 |
1.0209 |
| S2 |
1.0177 |
1.0177 |
1.0282 |
|
| S3 |
1.0051 |
1.0116 |
1.0271 |
|
| S4 |
0.9926 |
0.9990 |
1.0236 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0768 |
1.0408 |
|
| R3 |
1.0670 |
1.0581 |
1.0357 |
|
| R2 |
1.0484 |
1.0484 |
1.0340 |
|
| R1 |
1.0395 |
1.0395 |
1.0323 |
1.0439 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0320 |
| S1 |
1.0208 |
1.0208 |
1.0288 |
1.0253 |
| S2 |
1.0111 |
1.0111 |
1.0271 |
|
| S3 |
0.9924 |
1.0022 |
1.0254 |
|
| S4 |
0.9738 |
0.9835 |
1.0203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0387 |
1.0200 |
0.0187 |
1.8% |
0.0123 |
1.2% |
57% |
False |
False |
1,540 |
| 10 |
1.0387 |
1.0076 |
0.0311 |
3.0% |
0.0115 |
1.1% |
74% |
False |
False |
1,798 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0110 |
1.1% |
34% |
False |
False |
1,387 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0104 |
1.0% |
28% |
False |
False |
1,065 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0097 |
0.9% |
28% |
False |
False |
757 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0086 |
0.8% |
18% |
False |
False |
631 |
| 100 |
1.1354 |
1.0076 |
0.1278 |
12.4% |
0.0085 |
0.8% |
18% |
False |
False |
582 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0080 |
0.8% |
15% |
False |
False |
513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0692 |
|
1.618 |
1.0567 |
|
1.000 |
1.0489 |
|
0.618 |
1.0441 |
|
HIGH |
1.0364 |
|
0.618 |
1.0316 |
|
0.500 |
1.0301 |
|
0.382 |
1.0286 |
|
LOW |
1.0238 |
|
0.618 |
1.0160 |
|
1.000 |
1.0113 |
|
1.618 |
1.0035 |
|
2.618 |
0.9909 |
|
4.250 |
0.9705 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0312 |
| PP |
1.0302 |
1.0310 |
| S1 |
1.0301 |
1.0308 |
|