CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0501 |
1.0536 |
0.0036 |
0.3% |
1.0615 |
| High |
1.0547 |
1.0542 |
-0.0005 |
0.0% |
1.0679 |
| Low |
1.0440 |
1.0421 |
-0.0019 |
-0.2% |
1.0421 |
| Close |
1.0538 |
1.0481 |
-0.0057 |
-0.5% |
1.0481 |
| Range |
0.0107 |
0.0122 |
0.0015 |
13.6% |
0.0258 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.1% |
0.0000 |
| Volume |
236,862 |
205,409 |
-31,453 |
-13.3% |
941,394 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0846 |
1.0785 |
1.0548 |
|
| R3 |
1.0724 |
1.0663 |
1.0514 |
|
| R2 |
1.0603 |
1.0603 |
1.0503 |
|
| R1 |
1.0542 |
1.0542 |
1.0492 |
1.0512 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0466 |
| S1 |
1.0420 |
1.0420 |
1.0470 |
1.0390 |
| S2 |
1.0360 |
1.0360 |
1.0459 |
|
| S3 |
1.0238 |
1.0299 |
1.0448 |
|
| S4 |
1.0117 |
1.0177 |
1.0414 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1149 |
1.0623 |
|
| R3 |
1.1043 |
1.0891 |
1.0552 |
|
| R2 |
1.0785 |
1.0785 |
1.0528 |
|
| R1 |
1.0633 |
1.0633 |
1.0505 |
1.0580 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0500 |
| S1 |
1.0375 |
1.0375 |
1.0457 |
1.0322 |
| S2 |
1.0269 |
1.0269 |
1.0434 |
|
| S3 |
1.0011 |
1.0117 |
1.0410 |
|
| S4 |
0.9753 |
0.9859 |
1.0339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0679 |
1.0421 |
0.0258 |
2.5% |
0.0100 |
1.0% |
23% |
False |
True |
188,278 |
| 10 |
1.0679 |
1.0421 |
0.0258 |
2.5% |
0.0102 |
1.0% |
23% |
False |
True |
188,194 |
| 20 |
1.0837 |
1.0421 |
0.0416 |
4.0% |
0.0108 |
1.0% |
15% |
False |
True |
210,935 |
| 40 |
1.0853 |
1.0421 |
0.0433 |
4.1% |
0.0103 |
1.0% |
14% |
False |
True |
107,936 |
| 60 |
1.1031 |
1.0421 |
0.0610 |
5.8% |
0.0097 |
0.9% |
10% |
False |
True |
72,287 |
| 80 |
1.1275 |
1.0421 |
0.0855 |
8.2% |
0.0095 |
0.9% |
7% |
False |
True |
54,425 |
| 100 |
1.1547 |
1.0421 |
0.1126 |
10.7% |
0.0092 |
0.9% |
5% |
False |
True |
43,675 |
| 120 |
1.1567 |
1.0421 |
0.1147 |
10.9% |
0.0085 |
0.8% |
5% |
False |
True |
36,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0860 |
|
1.618 |
1.0739 |
|
1.000 |
1.0664 |
|
0.618 |
1.0617 |
|
HIGH |
1.0542 |
|
0.618 |
1.0496 |
|
0.500 |
1.0481 |
|
0.382 |
1.0467 |
|
LOW |
1.0421 |
|
0.618 |
1.0345 |
|
1.000 |
1.0299 |
|
1.618 |
1.0224 |
|
2.618 |
1.0102 |
|
4.250 |
0.9904 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0481 |
1.0508 |
| PP |
1.0481 |
1.0499 |
| S1 |
1.0481 |
1.0490 |
|