CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0291 |
0.0033 |
0.3% |
1.0255 |
| High |
1.0310 |
1.0328 |
0.0018 |
0.2% |
1.0298 |
| Low |
1.0240 |
1.0196 |
-0.0044 |
-0.4% |
1.0135 |
| Close |
1.0288 |
1.0206 |
-0.0082 |
-0.8% |
1.0255 |
| Range |
0.0070 |
0.0132 |
0.0062 |
87.9% |
0.0164 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
1.1% |
0.0000 |
| Volume |
193,098 |
201,639 |
8,541 |
4.4% |
1,144,835 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0553 |
1.0278 |
|
| R3 |
1.0506 |
1.0422 |
1.0242 |
|
| R2 |
1.0375 |
1.0375 |
1.0230 |
|
| R1 |
1.0290 |
1.0290 |
1.0218 |
1.0267 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0231 |
| S1 |
1.0159 |
1.0159 |
1.0193 |
1.0135 |
| S2 |
1.0112 |
1.0112 |
1.0181 |
|
| S3 |
0.9980 |
1.0027 |
1.0169 |
|
| S4 |
0.9849 |
0.9896 |
1.0133 |
|
|
| 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 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0111 |
1.1% |
37% |
True |
False |
233,215 |
| 10 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0115 |
1.1% |
37% |
True |
False |
231,322 |
| 20 |
1.0331 |
1.0000 |
0.0331 |
3.2% |
0.0115 |
1.1% |
62% |
False |
False |
229,111 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.2% |
0.0116 |
1.1% |
25% |
False |
False |
228,364 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0108 |
1.1% |
24% |
False |
False |
154,082 |
| 80 |
1.1027 |
1.0000 |
0.1027 |
10.1% |
0.0103 |
1.0% |
20% |
False |
False |
115,816 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
16% |
False |
False |
92,812 |
| 120 |
1.1547 |
1.0000 |
0.1547 |
15.2% |
0.0097 |
1.0% |
13% |
False |
False |
77,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0672 |
|
1.618 |
1.0540 |
|
1.000 |
1.0459 |
|
0.618 |
1.0409 |
|
HIGH |
1.0328 |
|
0.618 |
1.0277 |
|
0.500 |
1.0262 |
|
0.382 |
1.0246 |
|
LOW |
1.0196 |
|
0.618 |
1.0115 |
|
1.000 |
1.0065 |
|
1.618 |
0.9983 |
|
2.618 |
0.9852 |
|
4.250 |
0.9637 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0262 |
1.0254 |
| PP |
1.0243 |
1.0238 |
| S1 |
1.0224 |
1.0222 |
|