CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0089 |
-0.0140 |
-1.4% |
1.0482 |
| High |
1.0235 |
1.0124 |
-0.0111 |
-1.1% |
1.0520 |
| Low |
1.0084 |
1.0048 |
-0.0036 |
-0.4% |
1.0122 |
| Close |
1.0112 |
1.0094 |
-0.0018 |
-0.2% |
1.0225 |
| Range |
0.0151 |
0.0076 |
-0.0076 |
-50.0% |
0.0399 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
186,388 |
224,018 |
37,630 |
20.2% |
983,796 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0280 |
1.0136 |
|
| R3 |
1.0240 |
1.0205 |
1.0115 |
|
| R2 |
1.0164 |
1.0164 |
1.0108 |
|
| R1 |
1.0129 |
1.0129 |
1.0101 |
1.0147 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0097 |
| S1 |
1.0054 |
1.0054 |
1.0087 |
1.0071 |
| S2 |
1.0013 |
1.0013 |
1.0080 |
|
| S3 |
0.9938 |
0.9978 |
1.0073 |
|
| S4 |
0.9862 |
0.9903 |
1.0052 |
|
|
| 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 |
1.0331 |
1.0048 |
0.0283 |
2.8% |
0.0108 |
1.1% |
16% |
False |
True |
209,621 |
| 10 |
1.0668 |
1.0048 |
0.0620 |
6.1% |
0.0121 |
1.2% |
7% |
False |
True |
219,663 |
| 20 |
1.0679 |
1.0048 |
0.0631 |
6.2% |
0.0118 |
1.2% |
7% |
False |
True |
214,857 |
| 40 |
1.0853 |
1.0048 |
0.0805 |
8.0% |
0.0106 |
1.1% |
6% |
False |
True |
142,524 |
| 60 |
1.1020 |
1.0048 |
0.0972 |
9.6% |
0.0103 |
1.0% |
5% |
False |
True |
95,452 |
| 80 |
1.1275 |
1.0048 |
0.1227 |
12.2% |
0.0096 |
1.0% |
4% |
False |
True |
71,768 |
| 100 |
1.1487 |
1.0048 |
0.1439 |
14.3% |
0.0097 |
1.0% |
3% |
False |
True |
57,608 |
| 120 |
1.1567 |
1.0048 |
0.1519 |
15.0% |
0.0088 |
0.9% |
3% |
False |
True |
48,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0321 |
|
1.618 |
1.0246 |
|
1.000 |
1.0199 |
|
0.618 |
1.0170 |
|
HIGH |
1.0124 |
|
0.618 |
1.0095 |
|
0.500 |
1.0086 |
|
0.382 |
1.0077 |
|
LOW |
1.0048 |
|
0.618 |
1.0001 |
|
1.000 |
0.9973 |
|
1.618 |
0.9926 |
|
2.618 |
0.9850 |
|
4.250 |
0.9727 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0145 |
| PP |
1.0089 |
1.0128 |
| S1 |
1.0086 |
1.0111 |
|