CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0086 |
-0.0003 |
0.0% |
1.0482 |
| High |
1.0124 |
1.0173 |
0.0049 |
0.5% |
1.0520 |
| Low |
1.0048 |
1.0046 |
-0.0002 |
0.0% |
1.0122 |
| Close |
1.0094 |
1.0114 |
0.0020 |
0.2% |
1.0225 |
| Range |
0.0076 |
0.0127 |
0.0051 |
67.5% |
0.0399 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.9% |
0.0000 |
| Volume |
224,018 |
291,424 |
67,406 |
30.1% |
983,796 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0429 |
1.0184 |
|
| R3 |
1.0364 |
1.0302 |
1.0149 |
|
| R2 |
1.0237 |
1.0237 |
1.0137 |
|
| R1 |
1.0176 |
1.0176 |
1.0126 |
1.0207 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0126 |
| S1 |
1.0049 |
1.0049 |
1.0102 |
1.0080 |
| S2 |
0.9984 |
0.9984 |
1.0091 |
|
| S3 |
0.9858 |
0.9923 |
1.0079 |
|
| S4 |
0.9731 |
0.9796 |
1.0044 |
|
|
| 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 |
1.0273 |
1.0046 |
0.0227 |
2.2% |
0.0110 |
1.1% |
30% |
False |
True |
222,825 |
| 10 |
1.0596 |
1.0046 |
0.0550 |
5.4% |
0.0123 |
1.2% |
12% |
False |
True |
231,541 |
| 20 |
1.0679 |
1.0046 |
0.0633 |
6.3% |
0.0119 |
1.2% |
11% |
False |
True |
217,585 |
| 40 |
1.0853 |
1.0046 |
0.0807 |
8.0% |
0.0108 |
1.1% |
8% |
False |
True |
149,761 |
| 60 |
1.1020 |
1.0046 |
0.0974 |
9.6% |
0.0103 |
1.0% |
7% |
False |
True |
100,288 |
| 80 |
1.1275 |
1.0046 |
0.1229 |
12.2% |
0.0096 |
0.9% |
6% |
False |
True |
75,405 |
| 100 |
1.1478 |
1.0046 |
0.1432 |
14.2% |
0.0098 |
1.0% |
5% |
False |
True |
60,520 |
| 120 |
1.1567 |
1.0046 |
0.1521 |
15.0% |
0.0089 |
0.9% |
4% |
False |
True |
50,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0504 |
|
1.618 |
1.0377 |
|
1.000 |
1.0299 |
|
0.618 |
1.0251 |
|
HIGH |
1.0173 |
|
0.618 |
1.0124 |
|
0.500 |
1.0109 |
|
0.382 |
1.0094 |
|
LOW |
1.0046 |
|
0.618 |
0.9968 |
|
1.000 |
0.9920 |
|
1.618 |
0.9841 |
|
2.618 |
0.9715 |
|
4.250 |
0.9508 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0140 |
| PP |
1.0111 |
1.0132 |
| S1 |
1.0109 |
1.0123 |
|