CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0313 |
1.0339 |
0.0027 |
0.3% |
1.0206 |
| High |
1.0365 |
1.0358 |
-0.0007 |
-0.1% |
1.0387 |
| Low |
1.0296 |
1.0223 |
-0.0073 |
-0.7% |
1.0200 |
| Close |
1.0333 |
1.0232 |
-0.0101 |
-1.0% |
1.0306 |
| Range |
0.0069 |
0.0135 |
0.0066 |
96.4% |
0.0187 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.7% |
0.0000 |
| Volume |
474 |
1,294 |
820 |
173.0% |
7,702 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0588 |
1.0306 |
|
| R3 |
1.0540 |
1.0453 |
1.0269 |
|
| R2 |
1.0405 |
1.0405 |
1.0257 |
|
| R1 |
1.0319 |
1.0319 |
1.0244 |
1.0295 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0259 |
| S1 |
1.0184 |
1.0184 |
1.0220 |
1.0160 |
| S2 |
1.0136 |
1.0136 |
1.0207 |
|
| S3 |
1.0002 |
1.0050 |
1.0195 |
|
| S4 |
0.9867 |
0.9915 |
1.0158 |
|
|
| 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 |
1.0223 |
0.0164 |
1.6% |
0.0111 |
1.1% |
6% |
False |
True |
1,417 |
| 10 |
1.0387 |
1.0076 |
0.0311 |
3.0% |
0.0113 |
1.1% |
50% |
False |
False |
1,722 |
| 20 |
1.0744 |
1.0076 |
0.0668 |
6.5% |
0.0115 |
1.1% |
23% |
False |
False |
1,368 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0106 |
1.0% |
19% |
False |
False |
1,099 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0098 |
1.0% |
19% |
False |
False |
782 |
| 80 |
1.1296 |
1.0076 |
0.1220 |
11.9% |
0.0086 |
0.8% |
13% |
False |
False |
645 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.3% |
0.0085 |
0.8% |
12% |
False |
False |
593 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
15.0% |
0.0080 |
0.8% |
10% |
False |
False |
525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0710 |
|
1.618 |
1.0575 |
|
1.000 |
1.0492 |
|
0.618 |
1.0441 |
|
HIGH |
1.0358 |
|
0.618 |
1.0306 |
|
0.500 |
1.0290 |
|
0.382 |
1.0274 |
|
LOW |
1.0223 |
|
0.618 |
1.0140 |
|
1.000 |
1.0089 |
|
1.618 |
1.0005 |
|
2.618 |
0.9871 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0294 |
| PP |
1.0271 |
1.0273 |
| S1 |
1.0251 |
1.0253 |
|