CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 26-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0259 |
0.0004 |
0.0% |
1.0134 |
| High |
1.0298 |
1.0290 |
-0.0008 |
-0.1% |
1.0320 |
| Low |
1.0218 |
1.0147 |
-0.0072 |
-0.7% |
1.0126 |
| Close |
1.0261 |
1.0161 |
-0.0100 |
-1.0% |
1.0236 |
| Range |
0.0080 |
0.0144 |
0.0064 |
79.4% |
0.0195 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.8% |
0.0000 |
| Volume |
167,291 |
206,204 |
38,913 |
23.3% |
1,209,260 |
|
| Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0539 |
1.0239 |
|
| R3 |
1.0486 |
1.0395 |
1.0200 |
|
| R2 |
1.0343 |
1.0343 |
1.0187 |
|
| R1 |
1.0252 |
1.0252 |
1.0174 |
1.0225 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0186 |
| S1 |
1.0108 |
1.0108 |
1.0147 |
1.0082 |
| S2 |
1.0056 |
1.0056 |
1.0134 |
|
| S3 |
0.9912 |
0.9965 |
1.0121 |
|
| S4 |
0.9769 |
0.9821 |
1.0082 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0718 |
1.0342 |
|
| R3 |
1.0616 |
1.0523 |
1.0289 |
|
| R2 |
1.0422 |
1.0422 |
1.0271 |
|
| R1 |
1.0329 |
1.0329 |
1.0253 |
1.0375 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0250 |
| S1 |
1.0134 |
1.0134 |
1.0218 |
1.0181 |
| S2 |
1.0033 |
1.0033 |
1.0200 |
|
| S3 |
0.9838 |
0.9940 |
1.0182 |
|
| S4 |
0.9644 |
0.9745 |
1.0129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0320 |
1.0147 |
0.0174 |
1.7% |
0.0119 |
1.2% |
8% |
False |
True |
229,429 |
| 10 |
1.0320 |
1.0000 |
0.0320 |
3.1% |
0.0120 |
1.2% |
50% |
False |
False |
236,804 |
| 20 |
1.0668 |
1.0000 |
0.0668 |
6.6% |
0.0120 |
1.2% |
24% |
False |
False |
228,234 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0113 |
1.1% |
19% |
False |
False |
201,092 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0108 |
1.1% |
19% |
False |
False |
134,723 |
| 80 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0101 |
1.0% |
13% |
False |
False |
101,270 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
13% |
False |
False |
81,231 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.4% |
0.0095 |
0.9% |
10% |
False |
False |
67,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0900 |
|
2.618 |
1.0666 |
|
1.618 |
1.0522 |
|
1.000 |
1.0434 |
|
0.618 |
1.0379 |
|
HIGH |
1.0290 |
|
0.618 |
1.0235 |
|
0.500 |
1.0218 |
|
0.382 |
1.0201 |
|
LOW |
1.0147 |
|
0.618 |
1.0058 |
|
1.000 |
1.0003 |
|
1.618 |
0.9914 |
|
2.618 |
0.9771 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 26-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0222 |
| PP |
1.0199 |
1.0202 |
| S1 |
1.0180 |
1.0181 |
|