CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 29-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0235 |
1.0230 |
-0.0005 |
0.0% |
1.0255 |
| High |
1.0270 |
1.0290 |
0.0020 |
0.2% |
1.0298 |
| Low |
1.0149 |
1.0181 |
0.0032 |
0.3% |
1.0135 |
| Close |
1.0212 |
1.0255 |
0.0043 |
0.4% |
1.0255 |
| Range |
0.0121 |
0.0109 |
-0.0012 |
-9.9% |
0.0164 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
267,290 |
267,051 |
-239 |
-0.1% |
1,144,835 |
|
| Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0569 |
1.0521 |
1.0314 |
|
| R3 |
1.0460 |
1.0412 |
1.0284 |
|
| R2 |
1.0351 |
1.0351 |
1.0274 |
|
| R1 |
1.0303 |
1.0303 |
1.0264 |
1.0327 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0254 |
| S1 |
1.0194 |
1.0194 |
1.0245 |
1.0218 |
| S2 |
1.0133 |
1.0133 |
1.0235 |
|
| S3 |
1.0024 |
1.0085 |
1.0225 |
|
| S4 |
0.9915 |
0.9976 |
1.0195 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0651 |
1.0344 |
|
| R3 |
1.0556 |
1.0487 |
1.0299 |
|
| R2 |
1.0393 |
1.0393 |
1.0284 |
|
| R1 |
1.0324 |
1.0324 |
1.0269 |
1.0276 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0205 |
| S1 |
1.0160 |
1.0160 |
1.0240 |
1.0113 |
| S2 |
1.0066 |
1.0066 |
1.0225 |
|
| S3 |
0.9902 |
0.9997 |
1.0210 |
|
| S4 |
0.9739 |
0.9833 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0298 |
1.0135 |
0.0164 |
1.6% |
0.0116 |
1.1% |
73% |
False |
False |
228,967 |
| 10 |
1.0320 |
1.0126 |
0.0195 |
1.9% |
0.0122 |
1.2% |
66% |
False |
False |
235,409 |
| 20 |
1.0542 |
1.0000 |
0.0542 |
5.3% |
0.0122 |
1.2% |
47% |
False |
False |
236,949 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.2% |
0.0115 |
1.1% |
30% |
False |
False |
219,187 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0109 |
1.1% |
30% |
False |
False |
147,543 |
| 80 |
1.1072 |
1.0000 |
0.1072 |
10.5% |
0.0103 |
1.0% |
24% |
False |
False |
110,891 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0100 |
1.0% |
20% |
False |
False |
88,890 |
| 120 |
1.1547 |
1.0000 |
0.1547 |
15.1% |
0.0096 |
0.9% |
16% |
False |
False |
74,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0753 |
|
2.618 |
1.0575 |
|
1.618 |
1.0466 |
|
1.000 |
1.0399 |
|
0.618 |
1.0357 |
|
HIGH |
1.0290 |
|
0.618 |
1.0248 |
|
0.500 |
1.0235 |
|
0.382 |
1.0222 |
|
LOW |
1.0181 |
|
0.618 |
1.0113 |
|
1.000 |
1.0072 |
|
1.618 |
1.0004 |
|
2.618 |
0.9895 |
|
4.250 |
0.9717 |
|
|
| Fisher Pivots for day following 29-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0240 |
| PP |
1.0242 |
1.0226 |
| S1 |
1.0235 |
1.0212 |
|