CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0339 |
1.0227 |
-0.0112 |
-1.1% |
1.0206 |
| High |
1.0358 |
1.0329 |
-0.0029 |
-0.3% |
1.0387 |
| Low |
1.0223 |
1.0207 |
-0.0017 |
-0.2% |
1.0200 |
| Close |
1.0232 |
1.0306 |
0.0074 |
0.7% |
1.0306 |
| Range |
0.0135 |
0.0122 |
-0.0013 |
-9.3% |
0.0187 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,294 |
1,640 |
346 |
26.7% |
7,702 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0598 |
1.0373 |
|
| R3 |
1.0524 |
1.0476 |
1.0339 |
|
| R2 |
1.0402 |
1.0402 |
1.0328 |
|
| R1 |
1.0354 |
1.0354 |
1.0317 |
1.0378 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0292 |
| S1 |
1.0232 |
1.0232 |
1.0294 |
1.0256 |
| S2 |
1.0158 |
1.0158 |
1.0283 |
|
| S3 |
1.0036 |
1.0110 |
1.0272 |
|
| S4 |
0.9914 |
0.9988 |
1.0238 |
|
|
| 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 |
1.0207 |
0.0180 |
1.7% |
0.0113 |
1.1% |
55% |
False |
True |
1,635 |
| 10 |
1.0387 |
1.0076 |
0.0311 |
3.0% |
0.0113 |
1.1% |
74% |
False |
False |
1,615 |
| 20 |
1.0666 |
1.0076 |
0.0590 |
5.7% |
0.0116 |
1.1% |
39% |
False |
False |
1,421 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0107 |
1.0% |
28% |
False |
False |
1,122 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0099 |
1.0% |
28% |
False |
False |
808 |
| 80 |
1.1234 |
1.0076 |
0.1158 |
11.2% |
0.0087 |
0.8% |
20% |
False |
False |
664 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0086 |
0.8% |
18% |
False |
False |
608 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0081 |
0.8% |
15% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0847 |
|
2.618 |
1.0648 |
|
1.618 |
1.0526 |
|
1.000 |
1.0451 |
|
0.618 |
1.0404 |
|
HIGH |
1.0329 |
|
0.618 |
1.0282 |
|
0.500 |
1.0268 |
|
0.382 |
1.0253 |
|
LOW |
1.0207 |
|
0.618 |
1.0131 |
|
1.000 |
1.0085 |
|
1.618 |
1.0009 |
|
2.618 |
0.9887 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0299 |
| PP |
1.0280 |
1.0292 |
| S1 |
1.0268 |
1.0286 |
|