CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0274 |
1.0300 |
0.0026 |
0.3% |
1.0318 |
| High |
1.0320 |
1.0342 |
0.0022 |
0.2% |
1.0391 |
| Low |
1.0262 |
1.0289 |
0.0028 |
0.3% |
1.0229 |
| Close |
1.0288 |
1.0305 |
0.0018 |
0.2% |
1.0278 |
| Range |
0.0059 |
0.0053 |
-0.0006 |
-10.3% |
0.0163 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
1,732 |
844 |
-888 |
-51.3% |
6,305 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0440 |
1.0334 |
|
| R3 |
1.0417 |
1.0387 |
1.0319 |
|
| R2 |
1.0364 |
1.0364 |
1.0315 |
|
| R1 |
1.0335 |
1.0335 |
1.0310 |
1.0350 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0319 |
| S1 |
1.0282 |
1.0282 |
1.0300 |
1.0297 |
| S2 |
1.0259 |
1.0259 |
1.0295 |
|
| S3 |
1.0207 |
1.0230 |
1.0291 |
|
| S4 |
1.0154 |
1.0177 |
1.0276 |
|
|
| 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 |
1.0351 |
1.0229 |
0.0122 |
1.2% |
0.0079 |
0.8% |
63% |
False |
False |
1,259 |
| 10 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0094 |
0.9% |
53% |
False |
False |
1,212 |
| 20 |
1.0391 |
1.0076 |
0.0315 |
3.1% |
0.0103 |
1.0% |
73% |
False |
False |
1,467 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0107 |
1.0% |
34% |
False |
False |
1,234 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0100 |
1.0% |
27% |
False |
False |
965 |
| 80 |
1.1076 |
1.0076 |
0.1000 |
9.7% |
0.0094 |
0.9% |
23% |
False |
False |
774 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
18% |
False |
False |
657 |
| 120 |
1.1540 |
1.0076 |
0.1464 |
14.2% |
0.0085 |
0.8% |
16% |
False |
False |
623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0479 |
|
1.618 |
1.0426 |
|
1.000 |
1.0394 |
|
0.618 |
1.0374 |
|
HIGH |
1.0342 |
|
0.618 |
1.0321 |
|
0.500 |
1.0315 |
|
0.382 |
1.0309 |
|
LOW |
1.0289 |
|
0.618 |
1.0257 |
|
1.000 |
1.0237 |
|
1.618 |
1.0204 |
|
2.618 |
1.0152 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0302 |
| PP |
1.0312 |
1.0300 |
| S1 |
1.0308 |
1.0297 |
|