CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0224 |
-0.0047 |
-0.5% |
1.0229 |
| High |
1.0318 |
1.0320 |
0.0003 |
0.0% |
1.0235 |
| Low |
1.0200 |
1.0194 |
-0.0006 |
-0.1% |
1.0000 |
| Close |
1.0222 |
1.0234 |
0.0012 |
0.1% |
1.0127 |
| Range |
0.0118 |
0.0126 |
0.0009 |
7.2% |
0.0235 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.6% |
0.0000 |
| Volume |
240,607 |
301,041 |
60,434 |
25.1% |
1,195,699 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0556 |
1.0303 |
|
| R3 |
1.0501 |
1.0430 |
1.0268 |
|
| R2 |
1.0375 |
1.0375 |
1.0257 |
|
| R1 |
1.0304 |
1.0304 |
1.0245 |
1.0340 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0267 |
| S1 |
1.0178 |
1.0178 |
1.0222 |
1.0214 |
| S2 |
1.0123 |
1.0123 |
1.0210 |
|
| S3 |
0.9997 |
1.0052 |
1.0199 |
|
| S4 |
0.9871 |
0.9926 |
1.0164 |
|
|
| 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 |
1.0320 |
1.0053 |
0.0267 |
2.6% |
0.0122 |
1.2% |
68% |
True |
False |
233,917 |
| 10 |
1.0320 |
1.0000 |
0.0320 |
3.1% |
0.0119 |
1.2% |
73% |
True |
False |
239,971 |
| 20 |
1.0679 |
1.0000 |
0.0679 |
6.6% |
0.0114 |
1.1% |
34% |
False |
False |
221,631 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0110 |
1.1% |
27% |
False |
False |
186,172 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0107 |
1.0% |
27% |
False |
False |
124,709 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
18% |
False |
False |
93,733 |
| 100 |
1.1320 |
1.0000 |
0.1320 |
12.9% |
0.0100 |
1.0% |
18% |
False |
False |
75,205 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.3% |
0.0093 |
0.9% |
15% |
False |
False |
62,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0650 |
|
1.618 |
1.0524 |
|
1.000 |
1.0446 |
|
0.618 |
1.0398 |
|
HIGH |
1.0320 |
|
0.618 |
1.0272 |
|
0.500 |
1.0257 |
|
0.382 |
1.0242 |
|
LOW |
1.0194 |
|
0.618 |
1.0116 |
|
1.000 |
1.0068 |
|
1.618 |
0.9990 |
|
2.618 |
0.9864 |
|
4.250 |
0.9659 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0257 |
1.0243 |
| PP |
1.0249 |
1.0240 |
| S1 |
1.0241 |
1.0237 |
|