CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0201 |
1.0277 |
0.0076 |
0.7% |
1.0258 |
| High |
1.0284 |
1.0281 |
-0.0003 |
0.0% |
1.0328 |
| Low |
1.0184 |
1.0171 |
-0.0013 |
-0.1% |
1.0155 |
| Close |
1.0280 |
1.0206 |
-0.0075 |
-0.7% |
1.0206 |
| Range |
0.0101 |
0.0111 |
0.0010 |
10.0% |
0.0173 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
171,396 |
189,803 |
18,407 |
10.7% |
967,687 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0489 |
1.0266 |
|
| R3 |
1.0440 |
1.0378 |
1.0236 |
|
| R2 |
1.0330 |
1.0330 |
1.0226 |
|
| R1 |
1.0268 |
1.0268 |
1.0216 |
1.0243 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0207 |
| S1 |
1.0157 |
1.0157 |
1.0195 |
1.0133 |
| S2 |
1.0109 |
1.0109 |
1.0185 |
|
| S3 |
0.9998 |
1.0047 |
1.0175 |
|
| S4 |
0.9888 |
0.9936 |
1.0145 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0650 |
1.0301 |
|
| R3 |
1.0575 |
1.0477 |
1.0253 |
|
| R2 |
1.0402 |
1.0402 |
1.0237 |
|
| R1 |
1.0304 |
1.0304 |
1.0221 |
1.0267 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0211 |
| S1 |
1.0131 |
1.0131 |
1.0190 |
1.0094 |
| S2 |
1.0056 |
1.0056 |
1.0174 |
|
| S3 |
0.9883 |
0.9958 |
1.0158 |
|
| S4 |
0.9710 |
0.9785 |
1.0110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0328 |
1.0155 |
0.0173 |
1.7% |
0.0100 |
1.0% |
29% |
False |
False |
193,537 |
| 10 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0108 |
1.1% |
37% |
False |
False |
211,252 |
| 20 |
1.0328 |
1.0000 |
0.0328 |
3.2% |
0.0114 |
1.1% |
63% |
False |
False |
225,874 |
| 40 |
1.0837 |
1.0000 |
0.0837 |
8.2% |
0.0118 |
1.2% |
25% |
False |
False |
227,946 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0109 |
1.1% |
24% |
False |
False |
163,569 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
10.0% |
0.0105 |
1.0% |
20% |
False |
False |
122,962 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0099 |
1.0% |
16% |
False |
False |
98,498 |
| 120 |
1.1487 |
1.0000 |
0.1487 |
14.6% |
0.0098 |
1.0% |
14% |
False |
False |
82,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0570 |
|
1.618 |
1.0460 |
|
1.000 |
1.0392 |
|
0.618 |
1.0349 |
|
HIGH |
1.0281 |
|
0.618 |
1.0239 |
|
0.500 |
1.0226 |
|
0.382 |
1.0213 |
|
LOW |
1.0171 |
|
0.618 |
1.0102 |
|
1.000 |
1.0060 |
|
1.618 |
0.9992 |
|
2.618 |
0.9881 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0219 |
| PP |
1.0219 |
1.0215 |
| S1 |
1.0212 |
1.0210 |
|