CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0274 |
-0.0073 |
-0.7% |
1.0318 |
| High |
1.0351 |
1.0320 |
-0.0031 |
-0.3% |
1.0391 |
| Low |
1.0243 |
1.0262 |
0.0019 |
0.2% |
1.0229 |
| Close |
1.0278 |
1.0288 |
0.0010 |
0.1% |
1.0278 |
| Range |
0.0108 |
0.0059 |
-0.0049 |
-45.6% |
0.0163 |
| ATR |
0.0107 |
0.0103 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
1,306 |
1,732 |
426 |
32.6% |
6,305 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0435 |
1.0320 |
|
| R3 |
1.0407 |
1.0376 |
1.0304 |
|
| R2 |
1.0348 |
1.0348 |
1.0298 |
|
| R1 |
1.0318 |
1.0318 |
1.0293 |
1.0333 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0297 |
| S1 |
1.0259 |
1.0259 |
1.0282 |
1.0275 |
| S2 |
1.0231 |
1.0231 |
1.0277 |
|
| S3 |
1.0173 |
1.0201 |
1.0271 |
|
| S4 |
1.0114 |
1.0142 |
1.0255 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0695 |
1.0367 |
|
| R3 |
1.0624 |
1.0532 |
1.0322 |
|
| R2 |
1.0462 |
1.0462 |
1.0307 |
|
| R1 |
1.0370 |
1.0370 |
1.0292 |
1.0334 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0281 |
| S1 |
1.0207 |
1.0207 |
1.0263 |
1.0172 |
| S2 |
1.0137 |
1.0137 |
1.0248 |
|
| S3 |
0.9974 |
1.0045 |
1.0233 |
|
| S4 |
0.9812 |
0.9882 |
1.0188 |
|
|
| 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% |
0.0094 |
0.9% |
36% |
False |
False |
1,438 |
| 10 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0102 |
1.0% |
44% |
False |
False |
1,257 |
| 20 |
1.0391 |
1.0076 |
0.0315 |
3.1% |
0.0104 |
1.0% |
67% |
False |
False |
1,463 |
| 40 |
1.0762 |
1.0076 |
0.0686 |
6.7% |
0.0109 |
1.1% |
31% |
False |
False |
1,244 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0102 |
1.0% |
25% |
False |
False |
956 |
| 80 |
1.1076 |
1.0076 |
0.1000 |
9.7% |
0.0093 |
0.9% |
21% |
False |
False |
765 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
17% |
False |
False |
650 |
| 120 |
1.1540 |
1.0076 |
0.1464 |
14.2% |
0.0085 |
0.8% |
14% |
False |
False |
616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0569 |
|
2.618 |
1.0473 |
|
1.618 |
1.0415 |
|
1.000 |
1.0379 |
|
0.618 |
1.0356 |
|
HIGH |
1.0320 |
|
0.618 |
1.0298 |
|
0.500 |
1.0291 |
|
0.382 |
1.0284 |
|
LOW |
1.0262 |
|
0.618 |
1.0225 |
|
1.000 |
1.0203 |
|
1.618 |
1.0167 |
|
2.618 |
1.0108 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0297 |
| PP |
1.0290 |
1.0294 |
| S1 |
1.0289 |
1.0291 |
|