CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0206 |
-0.0072 |
-0.7% |
1.0258 |
| High |
1.0281 |
1.0251 |
-0.0030 |
-0.3% |
1.0328 |
| Low |
1.0171 |
1.0188 |
0.0017 |
0.2% |
1.0155 |
| Close |
1.0206 |
1.0216 |
0.0010 |
0.1% |
1.0206 |
| Range |
0.0111 |
0.0064 |
-0.0047 |
-42.5% |
0.0173 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
189,803 |
138,228 |
-51,575 |
-27.2% |
967,687 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0376 |
1.0250 |
|
| R3 |
1.0345 |
1.0312 |
1.0233 |
|
| R2 |
1.0282 |
1.0282 |
1.0227 |
|
| R1 |
1.0249 |
1.0249 |
1.0221 |
1.0265 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0226 |
| S1 |
1.0185 |
1.0185 |
1.0210 |
1.0202 |
| S2 |
1.0155 |
1.0155 |
1.0204 |
|
| S3 |
1.0091 |
1.0122 |
1.0198 |
|
| S4 |
1.0028 |
1.0058 |
1.0181 |
|
|
| 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% |
0.0099 |
1.0% |
35% |
False |
False |
182,563 |
| 10 |
1.0328 |
1.0135 |
0.0193 |
1.9% |
0.0106 |
1.0% |
42% |
False |
False |
208,345 |
| 20 |
1.0328 |
1.0000 |
0.0328 |
3.2% |
0.0109 |
1.1% |
66% |
False |
False |
223,466 |
| 40 |
1.0704 |
1.0000 |
0.0704 |
6.9% |
0.0115 |
1.1% |
31% |
False |
False |
221,627 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0109 |
1.1% |
25% |
False |
False |
165,845 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
10.0% |
0.0105 |
1.0% |
21% |
False |
False |
124,666 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0099 |
1.0% |
17% |
False |
False |
99,875 |
| 120 |
1.1487 |
1.0000 |
0.1487 |
14.6% |
0.0098 |
1.0% |
14% |
False |
False |
83,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0521 |
|
2.618 |
1.0417 |
|
1.618 |
1.0354 |
|
1.000 |
1.0315 |
|
0.618 |
1.0290 |
|
HIGH |
1.0251 |
|
0.618 |
1.0227 |
|
0.500 |
1.0219 |
|
0.382 |
1.0212 |
|
LOW |
1.0188 |
|
0.618 |
1.0148 |
|
1.000 |
1.0124 |
|
1.618 |
1.0085 |
|
2.618 |
1.0021 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0227 |
| PP |
1.0218 |
1.0223 |
| S1 |
1.0217 |
1.0219 |
|