CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0321 |
-0.0161 |
-1.5% |
1.0615 |
| High |
1.0520 |
1.0331 |
-0.0189 |
-1.8% |
1.0679 |
| Low |
1.0290 |
1.0215 |
-0.0075 |
-0.7% |
1.0421 |
| Close |
1.0316 |
1.0235 |
-0.0081 |
-0.8% |
1.0481 |
| Range |
0.0231 |
0.0116 |
-0.0115 |
-49.7% |
0.0258 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.0% |
0.0000 |
| Volume |
346,097 |
225,402 |
-120,695 |
-34.9% |
941,394 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0538 |
1.0299 |
|
| R3 |
1.0492 |
1.0422 |
1.0267 |
|
| R2 |
1.0376 |
1.0376 |
1.0256 |
|
| R1 |
1.0306 |
1.0306 |
1.0246 |
1.0283 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0249 |
| S1 |
1.0190 |
1.0190 |
1.0224 |
1.0167 |
| S2 |
1.0144 |
1.0144 |
1.0214 |
|
| S3 |
1.0028 |
1.0074 |
1.0203 |
|
| S4 |
0.9912 |
0.9958 |
1.0171 |
|
|
| 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 |
1.0596 |
1.0215 |
0.0381 |
3.7% |
0.0135 |
1.3% |
5% |
False |
True |
240,257 |
| 10 |
1.0679 |
1.0215 |
0.0464 |
4.5% |
0.0114 |
1.1% |
4% |
False |
True |
202,114 |
| 20 |
1.0837 |
1.0215 |
0.0622 |
6.1% |
0.0119 |
1.2% |
3% |
False |
True |
236,719 |
| 40 |
1.0853 |
1.0215 |
0.0638 |
6.2% |
0.0105 |
1.0% |
3% |
False |
True |
122,175 |
| 60 |
1.1021 |
1.0215 |
0.0806 |
7.9% |
0.0101 |
1.0% |
2% |
False |
True |
81,803 |
| 80 |
1.1275 |
1.0215 |
0.1060 |
10.4% |
0.0096 |
0.9% |
2% |
False |
True |
61,524 |
| 100 |
1.1547 |
1.0215 |
0.1332 |
13.0% |
0.0095 |
0.9% |
2% |
False |
True |
49,389 |
| 120 |
1.1567 |
1.0215 |
0.1352 |
13.2% |
0.0087 |
0.8% |
1% |
False |
True |
41,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0824 |
|
2.618 |
1.0635 |
|
1.618 |
1.0519 |
|
1.000 |
1.0447 |
|
0.618 |
1.0403 |
|
HIGH |
1.0331 |
|
0.618 |
1.0287 |
|
0.500 |
1.0273 |
|
0.382 |
1.0259 |
|
LOW |
1.0215 |
|
0.618 |
1.0143 |
|
1.000 |
1.0099 |
|
1.618 |
1.0027 |
|
2.618 |
0.9911 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0273 |
1.0379 |
| PP |
1.0260 |
1.0331 |
| S1 |
1.0248 |
1.0283 |
|