CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0068 |
-0.0040 |
-0.4% |
1.0229 |
| High |
1.0109 |
1.0146 |
0.0037 |
0.4% |
1.0235 |
| Low |
1.0000 |
1.0053 |
0.0053 |
0.5% |
1.0000 |
| Close |
1.0077 |
1.0127 |
0.0050 |
0.5% |
1.0127 |
| Range |
0.0109 |
0.0093 |
-0.0016 |
-14.7% |
0.0235 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
301,539 |
192,330 |
-109,209 |
-36.2% |
1,195,699 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0349 |
1.0178 |
|
| R3 |
1.0294 |
1.0257 |
1.0152 |
|
| R2 |
1.0201 |
1.0201 |
1.0144 |
|
| R1 |
1.0164 |
1.0164 |
1.0135 |
1.0183 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0118 |
| S1 |
1.0072 |
1.0072 |
1.0119 |
1.0090 |
| S2 |
1.0016 |
1.0016 |
1.0110 |
|
| S3 |
0.9924 |
0.9979 |
1.0102 |
|
| S4 |
0.9831 |
0.9887 |
1.0076 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0710 |
1.0256 |
|
| R3 |
1.0590 |
1.0476 |
1.0191 |
|
| R2 |
1.0355 |
1.0355 |
1.0170 |
|
| R1 |
1.0241 |
1.0241 |
1.0148 |
1.0181 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0090 |
| S1 |
1.0007 |
1.0007 |
1.0106 |
0.9946 |
| S2 |
0.9886 |
0.9886 |
1.0084 |
|
| S3 |
0.9652 |
0.9772 |
1.0063 |
|
| S4 |
0.9417 |
0.9538 |
0.9998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0235 |
1.0000 |
0.0235 |
2.3% |
0.0111 |
1.1% |
54% |
False |
False |
239,139 |
| 10 |
1.0542 |
1.0000 |
0.0542 |
5.4% |
0.0122 |
1.2% |
23% |
False |
False |
238,490 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.7% |
0.0117 |
1.2% |
19% |
False |
False |
216,424 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0108 |
1.1% |
15% |
False |
False |
162,048 |
| 60 |
1.1020 |
1.0000 |
0.1020 |
10.1% |
0.0105 |
1.0% |
12% |
False |
False |
108,506 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.6% |
0.0097 |
1.0% |
10% |
False |
False |
81,567 |
| 100 |
1.1478 |
1.0000 |
0.1478 |
14.6% |
0.0099 |
1.0% |
9% |
False |
False |
65,457 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.5% |
0.0090 |
0.9% |
8% |
False |
False |
54,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0539 |
|
2.618 |
1.0388 |
|
1.618 |
1.0295 |
|
1.000 |
1.0238 |
|
0.618 |
1.0203 |
|
HIGH |
1.0146 |
|
0.618 |
1.0110 |
|
0.500 |
1.0099 |
|
0.382 |
1.0088 |
|
LOW |
1.0053 |
|
0.618 |
0.9996 |
|
1.000 |
0.9961 |
|
1.618 |
0.9903 |
|
2.618 |
0.9811 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0113 |
| PP |
1.0109 |
1.0100 |
| S1 |
1.0099 |
1.0086 |
|