CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0258 |
0.0028 |
0.3% |
1.0255 |
| High |
1.0290 |
1.0310 |
0.0020 |
0.2% |
1.0298 |
| Low |
1.0181 |
1.0240 |
0.0059 |
0.6% |
1.0135 |
| Close |
1.0255 |
1.0288 |
0.0033 |
0.3% |
1.0255 |
| Range |
0.0109 |
0.0070 |
-0.0039 |
-35.8% |
0.0164 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
267,051 |
193,098 |
-73,953 |
-27.7% |
1,144,835 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0458 |
1.0326 |
|
| R3 |
1.0419 |
1.0388 |
1.0307 |
|
| R2 |
1.0349 |
1.0349 |
1.0300 |
|
| R1 |
1.0318 |
1.0318 |
1.0294 |
1.0334 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0287 |
| S1 |
1.0248 |
1.0248 |
1.0281 |
1.0264 |
| S2 |
1.0209 |
1.0209 |
1.0275 |
|
| S3 |
1.0139 |
1.0178 |
1.0268 |
|
| S4 |
1.0069 |
1.0108 |
1.0249 |
|
|
| 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 |
1.0310 |
1.0135 |
0.0175 |
1.7% |
0.0114 |
1.1% |
87% |
True |
False |
234,128 |
| 10 |
1.0320 |
1.0135 |
0.0186 |
1.8% |
0.0117 |
1.1% |
82% |
False |
False |
235,528 |
| 20 |
1.0520 |
1.0000 |
0.0520 |
5.1% |
0.0120 |
1.2% |
55% |
False |
False |
236,334 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.1% |
0.0114 |
1.1% |
34% |
False |
False |
223,634 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.3% |
0.0109 |
1.1% |
34% |
False |
False |
150,735 |
| 80 |
1.1031 |
1.0000 |
0.1031 |
10.0% |
0.0103 |
1.0% |
28% |
False |
False |
113,298 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.4% |
0.0100 |
1.0% |
23% |
False |
False |
90,807 |
| 120 |
1.1547 |
1.0000 |
0.1547 |
15.0% |
0.0096 |
0.9% |
19% |
False |
False |
75,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0493 |
|
1.618 |
1.0423 |
|
1.000 |
1.0380 |
|
0.618 |
1.0353 |
|
HIGH |
1.0310 |
|
0.618 |
1.0283 |
|
0.500 |
1.0275 |
|
0.382 |
1.0266 |
|
LOW |
1.0240 |
|
0.618 |
1.0196 |
|
1.000 |
1.0170 |
|
1.618 |
1.0126 |
|
2.618 |
1.0056 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0268 |
| PP |
1.0279 |
1.0249 |
| S1 |
1.0275 |
1.0229 |
|