CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0107 |
0.0021 |
0.2% |
1.0482 |
| High |
1.0173 |
1.0109 |
-0.0064 |
-0.6% |
1.0520 |
| Low |
1.0046 |
1.0000 |
-0.0046 |
-0.5% |
1.0122 |
| Close |
1.0114 |
1.0077 |
-0.0037 |
-0.4% |
1.0225 |
| Range |
0.0127 |
0.0109 |
-0.0018 |
-14.2% |
0.0399 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.0% |
0.0000 |
| Volume |
291,424 |
301,539 |
10,115 |
3.5% |
983,796 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0341 |
1.0137 |
|
| R3 |
1.0279 |
1.0232 |
1.0107 |
|
| R2 |
1.0170 |
1.0170 |
1.0097 |
|
| R1 |
1.0124 |
1.0124 |
1.0087 |
1.0093 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0046 |
| S1 |
1.0015 |
1.0015 |
1.0067 |
0.9984 |
| S2 |
0.9953 |
0.9953 |
1.0057 |
|
| S3 |
0.9845 |
0.9907 |
1.0047 |
|
| S4 |
0.9736 |
0.9798 |
1.0017 |
|
|
| 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 |
1.0242 |
1.0000 |
0.0242 |
2.4% |
0.0116 |
1.2% |
32% |
False |
True |
246,026 |
| 10 |
1.0547 |
1.0000 |
0.0547 |
5.4% |
0.0124 |
1.2% |
14% |
False |
True |
242,943 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.7% |
0.0120 |
1.2% |
11% |
False |
True |
221,673 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.5% |
0.0109 |
1.1% |
9% |
False |
True |
157,269 |
| 60 |
1.1020 |
1.0000 |
0.1020 |
10.1% |
0.0104 |
1.0% |
8% |
False |
True |
105,308 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.7% |
0.0096 |
1.0% |
6% |
False |
True |
79,166 |
| 100 |
1.1478 |
1.0000 |
0.1478 |
14.7% |
0.0098 |
1.0% |
5% |
False |
True |
63,534 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.6% |
0.0090 |
0.9% |
5% |
False |
True |
52,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0393 |
|
1.618 |
1.0284 |
|
1.000 |
1.0217 |
|
0.618 |
1.0176 |
|
HIGH |
1.0109 |
|
0.618 |
1.0067 |
|
0.500 |
1.0054 |
|
0.382 |
1.0041 |
|
LOW |
1.0000 |
|
0.618 |
0.9933 |
|
1.000 |
0.9892 |
|
1.618 |
0.9824 |
|
2.618 |
0.9716 |
|
4.250 |
0.9539 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0086 |
| PP |
1.0062 |
1.0083 |
| S1 |
1.0054 |
1.0080 |
|