CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0134 |
0.0067 |
0.7% |
1.0229 |
| High |
1.0146 |
1.0249 |
0.0104 |
1.0% |
1.0235 |
| Low |
1.0053 |
1.0126 |
0.0073 |
0.7% |
1.0000 |
| Close |
1.0127 |
1.0198 |
0.0071 |
0.7% |
1.0127 |
| Range |
0.0093 |
0.0124 |
0.0031 |
33.5% |
0.0235 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.7% |
0.0000 |
| Volume |
192,330 |
191,913 |
-417 |
-0.2% |
1,195,699 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0503 |
1.0265 |
|
| R3 |
1.0438 |
1.0379 |
1.0231 |
|
| R2 |
1.0314 |
1.0314 |
1.0220 |
|
| R1 |
1.0256 |
1.0256 |
1.0209 |
1.0285 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0205 |
| S1 |
1.0132 |
1.0132 |
1.0186 |
1.0162 |
| S2 |
1.0067 |
1.0067 |
1.0175 |
|
| S3 |
0.9944 |
1.0009 |
1.0164 |
|
| S4 |
0.9820 |
0.9885 |
1.0130 |
|
|
| 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 |
1.0249 |
1.0000 |
0.0249 |
2.4% |
0.0105 |
1.0% |
79% |
True |
False |
240,244 |
| 10 |
1.0520 |
1.0000 |
0.0520 |
5.1% |
0.0122 |
1.2% |
38% |
False |
False |
237,140 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.7% |
0.0112 |
1.1% |
29% |
False |
False |
212,667 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0109 |
1.1% |
23% |
False |
False |
166,791 |
| 60 |
1.1020 |
1.0000 |
0.1020 |
10.0% |
0.0105 |
1.0% |
19% |
False |
False |
111,688 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0097 |
1.0% |
15% |
False |
False |
83,948 |
| 100 |
1.1420 |
1.0000 |
0.1420 |
13.9% |
0.0099 |
1.0% |
14% |
False |
False |
67,369 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.4% |
0.0091 |
0.9% |
13% |
False |
False |
56,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0774 |
|
2.618 |
1.0572 |
|
1.618 |
1.0449 |
|
1.000 |
1.0373 |
|
0.618 |
1.0325 |
|
HIGH |
1.0249 |
|
0.618 |
1.0202 |
|
0.500 |
1.0187 |
|
0.382 |
1.0173 |
|
LOW |
1.0126 |
|
0.618 |
1.0049 |
|
1.000 |
1.0002 |
|
1.618 |
0.9926 |
|
2.618 |
0.9802 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0194 |
1.0173 |
| PP |
1.0191 |
1.0149 |
| S1 |
1.0187 |
1.0125 |
|