CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0229 |
0.0015 |
0.1% |
1.0482 |
| High |
1.0242 |
1.0235 |
-0.0008 |
-0.1% |
1.0520 |
| Low |
1.0122 |
1.0084 |
-0.0038 |
-0.4% |
1.0122 |
| Close |
1.0225 |
1.0112 |
-0.0113 |
-1.1% |
1.0225 |
| Range |
0.0121 |
0.0151 |
0.0031 |
25.3% |
0.0399 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.4% |
0.0000 |
| Volume |
226,762 |
186,388 |
-40,374 |
-17.8% |
983,796 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0505 |
1.0195 |
|
| R3 |
1.0445 |
1.0354 |
1.0154 |
|
| R2 |
1.0294 |
1.0294 |
1.0140 |
|
| R1 |
1.0203 |
1.0203 |
1.0126 |
1.0173 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0128 |
| S1 |
1.0052 |
1.0052 |
1.0098 |
1.0022 |
| S2 |
0.9992 |
0.9992 |
1.0084 |
|
| S3 |
0.9841 |
0.9901 |
1.0070 |
|
| S4 |
0.9690 |
0.9750 |
1.0029 |
|
|
| 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 |
1.0520 |
1.0084 |
0.0437 |
4.3% |
0.0139 |
1.4% |
7% |
False |
True |
234,036 |
| 10 |
1.0679 |
1.0084 |
0.0595 |
5.9% |
0.0120 |
1.2% |
5% |
False |
True |
211,157 |
| 20 |
1.0704 |
1.0084 |
0.0621 |
6.1% |
0.0121 |
1.2% |
5% |
False |
True |
219,789 |
| 40 |
1.0853 |
1.0084 |
0.0770 |
7.6% |
0.0109 |
1.1% |
4% |
False |
True |
137,035 |
| 60 |
1.1020 |
1.0084 |
0.0937 |
9.3% |
0.0103 |
1.0% |
3% |
False |
True |
91,733 |
| 80 |
1.1275 |
1.0084 |
0.1192 |
11.8% |
0.0096 |
1.0% |
2% |
False |
True |
68,978 |
| 100 |
1.1487 |
1.0084 |
0.1404 |
13.9% |
0.0096 |
1.0% |
2% |
False |
True |
55,370 |
| 120 |
1.1567 |
1.0084 |
0.1484 |
14.7% |
0.0088 |
0.9% |
2% |
False |
True |
46,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0876 |
|
2.618 |
1.0630 |
|
1.618 |
1.0479 |
|
1.000 |
1.0386 |
|
0.618 |
1.0328 |
|
HIGH |
1.0235 |
|
0.618 |
1.0177 |
|
0.500 |
1.0159 |
|
0.382 |
1.0141 |
|
LOW |
1.0084 |
|
0.618 |
0.9990 |
|
1.000 |
0.9933 |
|
1.618 |
0.9839 |
|
2.618 |
0.9688 |
|
4.250 |
0.9442 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0178 |
| PP |
1.0143 |
1.0156 |
| S1 |
1.0128 |
1.0134 |
|