CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0272 |
0.0007 |
0.1% |
1.0313 |
| High |
1.0313 |
1.0350 |
0.0038 |
0.4% |
1.0365 |
| Low |
1.0229 |
1.0257 |
0.0029 |
0.3% |
1.0207 |
| Close |
1.0257 |
1.0350 |
0.0093 |
0.9% |
1.0325 |
| Range |
0.0084 |
0.0093 |
0.0009 |
10.7% |
0.0158 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,053 |
1,363 |
310 |
29.4% |
5,008 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0567 |
1.0401 |
|
| R3 |
1.0505 |
1.0474 |
1.0376 |
|
| R2 |
1.0412 |
1.0412 |
1.0367 |
|
| R1 |
1.0381 |
1.0381 |
1.0359 |
1.0397 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0327 |
| S1 |
1.0288 |
1.0288 |
1.0341 |
1.0304 |
| S2 |
1.0226 |
1.0226 |
1.0333 |
|
| S3 |
1.0133 |
1.0195 |
1.0324 |
|
| S4 |
1.0040 |
1.0102 |
1.0299 |
|
|
| 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 |
1.0229 |
0.0163 |
1.6% |
0.0095 |
0.9% |
75% |
False |
False |
1,135 |
| 10 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0105 |
1.0% |
78% |
False |
False |
1,209 |
| 20 |
1.0391 |
1.0076 |
0.0315 |
3.0% |
0.0110 |
1.1% |
87% |
False |
False |
1,459 |
| 40 |
1.0890 |
1.0076 |
0.0814 |
7.9% |
0.0110 |
1.1% |
34% |
False |
False |
1,250 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0101 |
1.0% |
33% |
False |
False |
912 |
| 80 |
1.1076 |
1.0076 |
0.1000 |
9.7% |
0.0091 |
0.9% |
27% |
False |
False |
734 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.1% |
0.0085 |
0.8% |
22% |
False |
False |
621 |
| 120 |
1.1569 |
1.0076 |
0.1493 |
14.4% |
0.0084 |
0.8% |
18% |
False |
False |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0593 |
|
1.618 |
1.0500 |
|
1.000 |
1.0443 |
|
0.618 |
1.0407 |
|
HIGH |
1.0350 |
|
0.618 |
1.0314 |
|
0.500 |
1.0304 |
|
0.382 |
1.0293 |
|
LOW |
1.0257 |
|
0.618 |
1.0200 |
|
1.000 |
1.0164 |
|
1.618 |
1.0107 |
|
2.618 |
1.0014 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0335 |
1.0337 |
| PP |
1.0319 |
1.0323 |
| S1 |
1.0304 |
1.0310 |
|