CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0536 |
1.0482 |
-0.0055 |
-0.5% |
1.0615 |
| High |
1.0542 |
1.0520 |
-0.0022 |
-0.2% |
1.0679 |
| Low |
1.0421 |
1.0290 |
-0.0131 |
-1.3% |
1.0421 |
| Close |
1.0481 |
1.0316 |
-0.0165 |
-1.6% |
1.0481 |
| Range |
0.0122 |
0.0231 |
0.0109 |
89.7% |
0.0258 |
| ATR |
0.0106 |
0.0115 |
0.0009 |
8.3% |
0.0000 |
| Volume |
205,409 |
346,097 |
140,688 |
68.5% |
941,394 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.0922 |
1.0443 |
|
| R3 |
1.0836 |
1.0691 |
1.0379 |
|
| R2 |
1.0606 |
1.0606 |
1.0358 |
|
| R1 |
1.0461 |
1.0461 |
1.0337 |
1.0418 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0354 |
| S1 |
1.0230 |
1.0230 |
1.0295 |
1.0188 |
| S2 |
1.0145 |
1.0145 |
1.0274 |
|
| S3 |
0.9914 |
1.0000 |
1.0253 |
|
| S4 |
0.9684 |
0.9769 |
1.0189 |
|
|
| 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 |
1.0668 |
1.0290 |
0.0379 |
3.7% |
0.0133 |
1.3% |
7% |
False |
True |
229,705 |
| 10 |
1.0679 |
1.0290 |
0.0389 |
3.8% |
0.0113 |
1.1% |
7% |
False |
True |
203,252 |
| 20 |
1.0837 |
1.0290 |
0.0547 |
5.3% |
0.0117 |
1.1% |
5% |
False |
True |
227,617 |
| 40 |
1.0853 |
1.0290 |
0.0564 |
5.5% |
0.0105 |
1.0% |
5% |
False |
True |
116,568 |
| 60 |
1.1027 |
1.0290 |
0.0737 |
7.1% |
0.0100 |
1.0% |
4% |
False |
True |
78,051 |
| 80 |
1.1275 |
1.0290 |
0.0986 |
9.6% |
0.0096 |
0.9% |
3% |
False |
True |
58,737 |
| 100 |
1.1547 |
1.0290 |
0.1257 |
12.2% |
0.0094 |
0.9% |
2% |
False |
True |
47,135 |
| 120 |
1.1567 |
1.0290 |
0.1278 |
12.4% |
0.0086 |
0.8% |
2% |
False |
True |
39,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1123 |
|
1.618 |
1.0893 |
|
1.000 |
1.0751 |
|
0.618 |
1.0662 |
|
HIGH |
1.0520 |
|
0.618 |
1.0432 |
|
0.500 |
1.0405 |
|
0.382 |
1.0378 |
|
LOW |
1.0290 |
|
0.618 |
1.0147 |
|
1.000 |
1.0059 |
|
1.618 |
0.9917 |
|
2.618 |
0.9686 |
|
4.250 |
0.9310 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0405 |
1.0418 |
| PP |
1.0375 |
1.0384 |
| S1 |
1.0346 |
1.0350 |
|