CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0398 |
0.0094 |
0.9% |
1.0318 |
| High |
1.0465 |
1.0460 |
-0.0005 |
0.0% |
1.0391 |
| Low |
1.0302 |
1.0374 |
0.0072 |
0.7% |
1.0229 |
| Close |
1.0403 |
1.0422 |
0.0020 |
0.2% |
1.0278 |
| Range |
0.0163 |
0.0087 |
-0.0077 |
-46.9% |
0.0163 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,847 |
880 |
-967 |
-52.4% |
6,305 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0637 |
1.0470 |
|
| R3 |
1.0592 |
1.0550 |
1.0446 |
|
| R2 |
1.0505 |
1.0505 |
1.0438 |
|
| R1 |
1.0464 |
1.0464 |
1.0430 |
1.0484 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0429 |
| S1 |
1.0377 |
1.0377 |
1.0414 |
1.0398 |
| S2 |
1.0332 |
1.0332 |
1.0406 |
|
| S3 |
1.0246 |
1.0291 |
1.0398 |
|
| S4 |
1.0159 |
1.0204 |
1.0374 |
|
|
| 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 |
1.0465 |
1.0243 |
0.0222 |
2.1% |
0.0094 |
0.9% |
81% |
False |
False |
1,321 |
| 10 |
1.0465 |
1.0229 |
0.0237 |
2.3% |
0.0094 |
0.9% |
82% |
False |
False |
1,228 |
| 20 |
1.0465 |
1.0128 |
0.0337 |
3.2% |
0.0105 |
1.0% |
87% |
False |
False |
1,314 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0109 |
1.0% |
51% |
False |
False |
1,239 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.0% |
0.0103 |
1.0% |
41% |
False |
False |
1,007 |
| 80 |
1.1024 |
1.0076 |
0.0948 |
9.1% |
0.0095 |
0.9% |
37% |
False |
False |
802 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.0% |
0.0085 |
0.8% |
28% |
False |
False |
684 |
| 120 |
1.1524 |
1.0076 |
0.1448 |
13.9% |
0.0087 |
0.8% |
24% |
False |
False |
643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0686 |
|
1.618 |
1.0600 |
|
1.000 |
1.0547 |
|
0.618 |
1.0513 |
|
HIGH |
1.0460 |
|
0.618 |
1.0427 |
|
0.500 |
1.0417 |
|
0.382 |
1.0407 |
|
LOW |
1.0374 |
|
0.618 |
1.0320 |
|
1.000 |
1.0287 |
|
1.618 |
1.0234 |
|
2.618 |
1.0147 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0407 |
| PP |
1.0419 |
1.0392 |
| S1 |
1.0417 |
1.0377 |
|