CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0303 |
-0.0005 |
0.0% |
1.0313 |
| High |
1.0339 |
1.0358 |
0.0019 |
0.2% |
1.0365 |
| Low |
1.0220 |
1.0252 |
0.0032 |
0.3% |
1.0207 |
| Close |
1.0281 |
1.0325 |
0.0044 |
0.4% |
1.0325 |
| Range |
0.0119 |
0.0106 |
-0.0013 |
-10.9% |
0.0158 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
921 |
679 |
-242 |
-26.3% |
5,008 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0583 |
1.0383 |
|
| R3 |
1.0524 |
1.0477 |
1.0354 |
|
| R2 |
1.0418 |
1.0418 |
1.0344 |
|
| R1 |
1.0371 |
1.0371 |
1.0335 |
1.0395 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0323 |
| S1 |
1.0265 |
1.0265 |
1.0315 |
1.0289 |
| S2 |
1.0206 |
1.0206 |
1.0306 |
|
| S3 |
1.0100 |
1.0159 |
1.0296 |
|
| S4 |
0.9994 |
1.0053 |
1.0267 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0707 |
1.0412 |
|
| R3 |
1.0615 |
1.0549 |
1.0368 |
|
| R2 |
1.0457 |
1.0457 |
1.0354 |
|
| R1 |
1.0391 |
1.0391 |
1.0339 |
1.0424 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0315 |
| S1 |
1.0233 |
1.0233 |
1.0311 |
1.0266 |
| S2 |
1.0141 |
1.0141 |
1.0296 |
|
| S3 |
0.9983 |
1.0075 |
1.0282 |
|
| S4 |
0.9825 |
0.9917 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0207 |
0.0158 |
1.5% |
0.0110 |
1.1% |
75% |
False |
False |
1,001 |
| 10 |
1.0387 |
1.0200 |
0.0187 |
1.8% |
0.0116 |
1.1% |
67% |
False |
False |
1,271 |
| 20 |
1.0615 |
1.0076 |
0.0539 |
5.2% |
0.0117 |
1.1% |
46% |
False |
False |
1,440 |
| 40 |
1.0891 |
1.0076 |
0.0815 |
7.9% |
0.0108 |
1.0% |
31% |
False |
False |
1,141 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0101 |
1.0% |
30% |
False |
False |
833 |
| 80 |
1.1116 |
1.0076 |
0.1040 |
10.1% |
0.0089 |
0.9% |
24% |
False |
False |
680 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0085 |
0.8% |
20% |
False |
False |
592 |
| 120 |
1.1601 |
1.0076 |
0.1525 |
14.8% |
0.0082 |
0.8% |
16% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0809 |
|
2.618 |
1.0636 |
|
1.618 |
1.0530 |
|
1.000 |
1.0464 |
|
0.618 |
1.0424 |
|
HIGH |
1.0358 |
|
0.618 |
1.0318 |
|
0.500 |
1.0305 |
|
0.382 |
1.0292 |
|
LOW |
1.0252 |
|
0.618 |
1.0186 |
|
1.000 |
1.0146 |
|
1.618 |
1.0080 |
|
2.618 |
0.9974 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0318 |
1.0311 |
| PP |
1.0312 |
1.0297 |
| S1 |
1.0305 |
1.0282 |
|