CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0305 |
0.0018 |
0.2% |
1.0563 |
| High |
1.0313 |
1.0305 |
-0.0008 |
-0.1% |
1.0594 |
| Low |
1.0193 |
1.0152 |
-0.0041 |
-0.4% |
1.0193 |
| Close |
1.0298 |
1.0184 |
-0.0114 |
-1.1% |
1.0298 |
| Range |
0.0120 |
0.0154 |
0.0034 |
27.9% |
0.0402 |
| ATR |
0.0106 |
0.0110 |
0.0003 |
3.2% |
0.0000 |
| Volume |
1,199 |
1,765 |
566 |
47.2% |
5,152 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0583 |
1.0268 |
|
| R3 |
1.0521 |
1.0429 |
1.0226 |
|
| R2 |
1.0367 |
1.0367 |
1.0212 |
|
| R1 |
1.0276 |
1.0276 |
1.0198 |
1.0245 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0198 |
| S1 |
1.0122 |
1.0122 |
1.0170 |
1.0091 |
| S2 |
1.0060 |
1.0060 |
1.0156 |
|
| S3 |
0.9907 |
0.9969 |
1.0142 |
|
| S4 |
0.9753 |
0.9815 |
1.0100 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1333 |
1.0518 |
|
| R3 |
1.1164 |
1.0932 |
1.0408 |
|
| R2 |
1.0763 |
1.0763 |
1.0371 |
|
| R1 |
1.0530 |
1.0530 |
1.0334 |
1.0446 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0319 |
| S1 |
1.0129 |
1.0129 |
1.0261 |
1.0044 |
| S2 |
0.9960 |
0.9960 |
1.0224 |
|
| S3 |
0.9558 |
0.9727 |
1.0187 |
|
| S4 |
0.9157 |
0.9326 |
1.0077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0594 |
1.0152 |
0.0443 |
4.3% |
0.0136 |
1.3% |
7% |
False |
True |
1,383 |
| 10 |
1.0750 |
1.0152 |
0.0599 |
5.9% |
0.0115 |
1.1% |
5% |
False |
True |
983 |
| 20 |
1.0762 |
1.0152 |
0.0611 |
6.0% |
0.0113 |
1.1% |
5% |
False |
True |
1,025 |
| 40 |
1.0911 |
1.0152 |
0.0759 |
7.5% |
0.0101 |
1.0% |
4% |
False |
True |
702 |
| 60 |
1.1076 |
1.0152 |
0.0925 |
9.1% |
0.0089 |
0.9% |
4% |
False |
True |
532 |
| 80 |
1.1330 |
1.0152 |
0.1178 |
11.6% |
0.0080 |
0.8% |
3% |
False |
True |
447 |
| 100 |
1.1540 |
1.0152 |
0.1389 |
13.6% |
0.0081 |
0.8% |
2% |
False |
True |
447 |
| 120 |
1.1611 |
1.0152 |
0.1459 |
14.3% |
0.0073 |
0.7% |
2% |
False |
True |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0957 |
|
2.618 |
1.0707 |
|
1.618 |
1.0553 |
|
1.000 |
1.0459 |
|
0.618 |
1.0400 |
|
HIGH |
1.0305 |
|
0.618 |
1.0246 |
|
0.500 |
1.0228 |
|
0.382 |
1.0210 |
|
LOW |
1.0152 |
|
0.618 |
1.0057 |
|
1.000 |
0.9998 |
|
1.618 |
0.9903 |
|
2.618 |
0.9750 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0228 |
1.0247 |
| PP |
1.0214 |
1.0226 |
| S1 |
1.0199 |
1.0205 |
|