CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0336 |
1.0313 |
-0.0024 |
-0.2% |
1.0206 |
| High |
1.0364 |
1.0365 |
0.0001 |
0.0% |
1.0387 |
| Low |
1.0238 |
1.0296 |
0.0058 |
0.6% |
1.0200 |
| Close |
1.0306 |
1.0333 |
0.0027 |
0.3% |
1.0306 |
| Range |
0.0126 |
0.0069 |
-0.0057 |
-45.4% |
0.0187 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
2,091 |
474 |
-1,617 |
-77.3% |
7,702 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0503 |
1.0370 |
|
| R3 |
1.0468 |
1.0435 |
1.0351 |
|
| R2 |
1.0400 |
1.0400 |
1.0345 |
|
| R1 |
1.0366 |
1.0366 |
1.0339 |
1.0383 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0339 |
| S1 |
1.0298 |
1.0298 |
1.0326 |
1.0314 |
| S2 |
1.0263 |
1.0263 |
1.0320 |
|
| S3 |
1.0194 |
1.0229 |
1.0314 |
|
| S4 |
1.0126 |
1.0161 |
1.0295 |
|
|
| 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 |
1.0238 |
0.0149 |
1.4% |
0.0113 |
1.1% |
64% |
False |
False |
1,457 |
| 10 |
1.0387 |
1.0076 |
0.0311 |
3.0% |
0.0107 |
1.0% |
83% |
False |
False |
1,669 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0111 |
1.1% |
38% |
False |
False |
1,326 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0103 |
1.0% |
31% |
False |
False |
1,069 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0096 |
0.9% |
31% |
False |
False |
761 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0085 |
0.8% |
20% |
False |
False |
632 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0084 |
0.8% |
20% |
False |
False |
585 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0079 |
0.8% |
17% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0656 |
|
2.618 |
1.0544 |
|
1.618 |
1.0475 |
|
1.000 |
1.0433 |
|
0.618 |
1.0407 |
|
HIGH |
1.0365 |
|
0.618 |
1.0338 |
|
0.500 |
1.0330 |
|
0.382 |
1.0322 |
|
LOW |
1.0296 |
|
0.618 |
1.0254 |
|
1.000 |
1.0228 |
|
1.618 |
1.0185 |
|
2.618 |
1.0117 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0326 |
| PP |
1.0331 |
1.0319 |
| S1 |
1.0330 |
1.0312 |
|