CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0259 |
1.0157 |
-0.0103 |
-1.0% |
1.0134 |
| High |
1.0290 |
1.0259 |
-0.0032 |
-0.3% |
1.0320 |
| Low |
1.0147 |
1.0135 |
-0.0012 |
-0.1% |
1.0126 |
| Close |
1.0161 |
1.0236 |
0.0075 |
0.7% |
1.0236 |
| Range |
0.0144 |
0.0124 |
-0.0020 |
-13.6% |
0.0195 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.4% |
0.0000 |
| Volume |
206,204 |
236,999 |
30,795 |
14.9% |
1,209,260 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0533 |
1.0304 |
|
| R3 |
1.0458 |
1.0409 |
1.0270 |
|
| R2 |
1.0334 |
1.0334 |
1.0258 |
|
| R1 |
1.0285 |
1.0285 |
1.0247 |
1.0309 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0222 |
| S1 |
1.0161 |
1.0161 |
1.0224 |
1.0185 |
| S2 |
1.0086 |
1.0086 |
1.0213 |
|
| S3 |
0.9962 |
1.0037 |
1.0201 |
|
| S4 |
0.9838 |
0.9913 |
1.0167 |
|
|
| 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 |
1.0135 |
0.0186 |
1.8% |
0.0120 |
1.2% |
54% |
False |
True |
228,707 |
| 10 |
1.0320 |
1.0000 |
0.0320 |
3.1% |
0.0119 |
1.2% |
74% |
False |
False |
231,362 |
| 20 |
1.0596 |
1.0000 |
0.0596 |
5.8% |
0.0121 |
1.2% |
40% |
False |
False |
231,451 |
| 40 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0114 |
1.1% |
28% |
False |
False |
206,943 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0108 |
1.1% |
28% |
False |
False |
138,654 |
| 80 |
1.1166 |
1.0000 |
0.1166 |
11.4% |
0.0101 |
1.0% |
20% |
False |
False |
104,224 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0101 |
1.0% |
18% |
False |
False |
83,597 |
| 120 |
1.1567 |
1.0000 |
0.1567 |
15.3% |
0.0096 |
0.9% |
15% |
False |
False |
69,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0786 |
|
2.618 |
1.0583 |
|
1.618 |
1.0459 |
|
1.000 |
1.0383 |
|
0.618 |
1.0335 |
|
HIGH |
1.0259 |
|
0.618 |
1.0211 |
|
0.500 |
1.0197 |
|
0.382 |
1.0182 |
|
LOW |
1.0135 |
|
0.618 |
1.0058 |
|
1.000 |
1.0011 |
|
1.618 |
0.9934 |
|
2.618 |
0.9810 |
|
4.250 |
0.9608 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0223 |
1.0229 |
| PP |
1.0210 |
1.0223 |
| S1 |
1.0197 |
1.0216 |
|