CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0363 |
0.0045 |
0.4% |
1.0313 |
| High |
1.0379 |
1.0391 |
0.0012 |
0.1% |
1.0365 |
| Low |
1.0311 |
1.0267 |
-0.0045 |
-0.4% |
1.0207 |
| Close |
1.0358 |
1.0276 |
-0.0082 |
-0.8% |
1.0325 |
| Range |
0.0068 |
0.0125 |
0.0057 |
83.1% |
0.0158 |
| ATR |
0.0108 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
846 |
1,737 |
891 |
105.3% |
5,008 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0685 |
1.0605 |
1.0344 |
|
| R3 |
1.0560 |
1.0480 |
1.0310 |
|
| R2 |
1.0436 |
1.0436 |
1.0299 |
|
| R1 |
1.0356 |
1.0356 |
1.0287 |
1.0334 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0300 |
| S1 |
1.0231 |
1.0231 |
1.0265 |
1.0209 |
| S2 |
1.0187 |
1.0187 |
1.0253 |
|
| S3 |
1.0062 |
1.0107 |
1.0242 |
|
| S4 |
0.9938 |
0.9982 |
1.0208 |
|
|
| 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 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0108 |
1.1% |
38% |
True |
False |
1,164 |
| 10 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0109 |
1.1% |
38% |
True |
False |
1,290 |
| 20 |
1.0395 |
1.0076 |
0.0319 |
3.1% |
0.0110 |
1.1% |
63% |
False |
False |
1,435 |
| 40 |
1.0890 |
1.0076 |
0.0814 |
7.9% |
0.0109 |
1.1% |
25% |
False |
False |
1,201 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0101 |
1.0% |
24% |
False |
False |
874 |
| 80 |
1.1076 |
1.0076 |
0.1000 |
9.7% |
0.0090 |
0.9% |
20% |
False |
False |
711 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
16% |
False |
False |
601 |
| 120 |
1.1601 |
1.0076 |
0.1525 |
14.8% |
0.0084 |
0.8% |
13% |
False |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0717 |
|
1.618 |
1.0592 |
|
1.000 |
1.0516 |
|
0.618 |
1.0468 |
|
HIGH |
1.0391 |
|
0.618 |
1.0343 |
|
0.500 |
1.0329 |
|
0.382 |
1.0314 |
|
LOW |
1.0267 |
|
0.618 |
1.0190 |
|
1.000 |
1.0142 |
|
1.618 |
1.0065 |
|
2.618 |
0.9941 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0322 |
| PP |
1.0311 |
1.0306 |
| S1 |
1.0294 |
1.0291 |
|