CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0214 |
-0.0023 |
-0.2% |
1.0482 |
| High |
1.0273 |
1.0242 |
-0.0031 |
-0.3% |
1.0520 |
| Low |
1.0195 |
1.0122 |
-0.0074 |
-0.7% |
1.0122 |
| Close |
1.0209 |
1.0225 |
0.0016 |
0.2% |
1.0225 |
| Range |
0.0078 |
0.0121 |
0.0043 |
54.5% |
0.0399 |
| ATR |
0.0113 |
0.0113 |
0.0001 |
0.5% |
0.0000 |
| Volume |
185,535 |
226,762 |
41,227 |
22.2% |
983,796 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0512 |
1.0291 |
|
| R3 |
1.0437 |
1.0391 |
1.0258 |
|
| R2 |
1.0317 |
1.0317 |
1.0247 |
|
| R1 |
1.0271 |
1.0271 |
1.0236 |
1.0294 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0208 |
| S1 |
1.0150 |
1.0150 |
1.0213 |
1.0173 |
| S2 |
1.0076 |
1.0076 |
1.0202 |
|
| S3 |
0.9955 |
1.0030 |
1.0191 |
|
| S4 |
0.9835 |
0.9909 |
1.0158 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1253 |
1.0444 |
|
| R3 |
1.1086 |
1.0854 |
1.0334 |
|
| R2 |
1.0687 |
1.0687 |
1.0298 |
|
| R1 |
1.0456 |
1.0456 |
1.0261 |
1.0372 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0247 |
| S1 |
1.0057 |
1.0057 |
1.0188 |
0.9974 |
| S2 |
0.9890 |
0.9890 |
1.0151 |
|
| S3 |
0.9492 |
0.9659 |
1.0115 |
|
| S4 |
0.9093 |
0.9260 |
1.0005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0542 |
1.0122 |
0.0421 |
4.1% |
0.0133 |
1.3% |
24% |
False |
True |
237,841 |
| 10 |
1.0679 |
1.0122 |
0.0557 |
5.4% |
0.0110 |
1.1% |
18% |
False |
True |
206,844 |
| 20 |
1.0837 |
1.0122 |
0.0715 |
7.0% |
0.0122 |
1.2% |
14% |
False |
True |
230,018 |
| 40 |
1.0853 |
1.0122 |
0.0732 |
7.2% |
0.0107 |
1.0% |
14% |
False |
True |
132,417 |
| 60 |
1.1020 |
1.0122 |
0.0899 |
8.8% |
0.0102 |
1.0% |
11% |
False |
True |
88,658 |
| 80 |
1.1275 |
1.0122 |
0.1154 |
11.3% |
0.0095 |
0.9% |
9% |
False |
True |
66,655 |
| 100 |
1.1487 |
1.0122 |
0.1366 |
13.4% |
0.0095 |
0.9% |
8% |
False |
True |
53,508 |
| 120 |
1.1567 |
1.0122 |
0.1446 |
14.1% |
0.0088 |
0.9% |
7% |
False |
True |
44,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0754 |
|
2.618 |
1.0557 |
|
1.618 |
1.0437 |
|
1.000 |
1.0363 |
|
0.618 |
1.0316 |
|
HIGH |
1.0242 |
|
0.618 |
1.0196 |
|
0.500 |
1.0182 |
|
0.382 |
1.0168 |
|
LOW |
1.0122 |
|
0.618 |
1.0047 |
|
1.000 |
1.0001 |
|
1.618 |
0.9927 |
|
2.618 |
0.9806 |
|
4.250 |
0.9609 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0226 |
| PP |
1.0196 |
1.0226 |
| S1 |
1.0182 |
1.0225 |
|