CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0318 |
0.0016 |
0.2% |
1.0313 |
| High |
1.0358 |
1.0379 |
0.0021 |
0.2% |
1.0365 |
| Low |
1.0252 |
1.0311 |
0.0059 |
0.6% |
1.0207 |
| Close |
1.0325 |
1.0358 |
0.0033 |
0.3% |
1.0325 |
| Range |
0.0106 |
0.0068 |
-0.0038 |
-35.8% |
0.0158 |
| ATR |
0.0112 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
679 |
846 |
167 |
24.6% |
5,008 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0524 |
1.0395 |
|
| R3 |
1.0485 |
1.0456 |
1.0377 |
|
| R2 |
1.0417 |
1.0417 |
1.0370 |
|
| R1 |
1.0388 |
1.0388 |
1.0364 |
1.0403 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0357 |
| S1 |
1.0320 |
1.0320 |
1.0352 |
1.0335 |
| S2 |
1.0281 |
1.0281 |
1.0346 |
|
| S3 |
1.0213 |
1.0252 |
1.0339 |
|
| S4 |
1.0145 |
1.0184 |
1.0321 |
|
|
| 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 |
1.0379 |
1.0207 |
0.0173 |
1.7% |
0.0110 |
1.1% |
88% |
True |
False |
1,076 |
| 10 |
1.0387 |
1.0207 |
0.0180 |
1.7% |
0.0111 |
1.1% |
84% |
False |
False |
1,266 |
| 20 |
1.0594 |
1.0076 |
0.0518 |
5.0% |
0.0115 |
1.1% |
54% |
False |
False |
1,449 |
| 40 |
1.0891 |
1.0076 |
0.0815 |
7.9% |
0.0107 |
1.0% |
35% |
False |
False |
1,160 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0100 |
1.0% |
34% |
False |
False |
845 |
| 80 |
1.1081 |
1.0076 |
0.1005 |
9.7% |
0.0089 |
0.9% |
28% |
False |
False |
691 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0086 |
0.8% |
22% |
False |
False |
593 |
| 120 |
1.1601 |
1.0076 |
0.1525 |
14.7% |
0.0083 |
0.8% |
18% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0668 |
|
2.618 |
1.0557 |
|
1.618 |
1.0489 |
|
1.000 |
1.0447 |
|
0.618 |
1.0421 |
|
HIGH |
1.0379 |
|
0.618 |
1.0353 |
|
0.500 |
1.0345 |
|
0.382 |
1.0337 |
|
LOW |
1.0311 |
|
0.618 |
1.0269 |
|
1.000 |
1.0243 |
|
1.618 |
1.0201 |
|
2.618 |
1.0133 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0339 |
| PP |
1.0349 |
1.0319 |
| S1 |
1.0345 |
1.0300 |
|