CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0153 |
-0.0010 |
-0.1% |
1.0563 |
| High |
1.0192 |
1.0246 |
0.0054 |
0.5% |
1.0594 |
| Low |
1.0125 |
1.0120 |
-0.0005 |
0.0% |
1.0193 |
| Close |
1.0167 |
1.0191 |
0.0024 |
0.2% |
1.0298 |
| Range |
0.0068 |
0.0127 |
0.0059 |
87.4% |
0.0402 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.3% |
0.0000 |
| Volume |
770 |
2,702 |
1,932 |
250.9% |
5,152 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0565 |
1.0504 |
1.0260 |
|
| R3 |
1.0438 |
1.0378 |
1.0225 |
|
| R2 |
1.0312 |
1.0312 |
1.0214 |
|
| R1 |
1.0251 |
1.0251 |
1.0202 |
1.0282 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0201 |
| S1 |
1.0125 |
1.0125 |
1.0179 |
1.0155 |
| S2 |
1.0059 |
1.0059 |
1.0167 |
|
| S3 |
0.9932 |
0.9998 |
1.0156 |
|
| S4 |
0.9806 |
0.9872 |
1.0121 |
|
|
| 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 |
1.0343 |
1.0120 |
0.0224 |
2.2% |
0.0108 |
1.1% |
32% |
False |
True |
1,463 |
| 10 |
1.0666 |
1.0120 |
0.0547 |
5.4% |
0.0119 |
1.2% |
13% |
False |
True |
1,226 |
| 20 |
1.0750 |
1.0120 |
0.0631 |
6.2% |
0.0112 |
1.1% |
11% |
False |
True |
1,057 |
| 40 |
1.0911 |
1.0120 |
0.0791 |
7.8% |
0.0100 |
1.0% |
9% |
False |
True |
780 |
| 60 |
1.1024 |
1.0120 |
0.0904 |
8.9% |
0.0090 |
0.9% |
8% |
False |
True |
580 |
| 80 |
1.1330 |
1.0120 |
0.1210 |
11.9% |
0.0081 |
0.8% |
6% |
False |
True |
488 |
| 100 |
1.1524 |
1.0120 |
0.1405 |
13.8% |
0.0083 |
0.8% |
5% |
False |
True |
478 |
| 120 |
1.1611 |
1.0120 |
0.1491 |
14.6% |
0.0074 |
0.7% |
5% |
False |
True |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0784 |
|
2.618 |
1.0577 |
|
1.618 |
1.0451 |
|
1.000 |
1.0373 |
|
0.618 |
1.0324 |
|
HIGH |
1.0246 |
|
0.618 |
1.0198 |
|
0.500 |
1.0183 |
|
0.382 |
1.0168 |
|
LOW |
1.0120 |
|
0.618 |
1.0041 |
|
1.000 |
0.9993 |
|
1.618 |
0.9915 |
|
2.618 |
0.9788 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0212 |
| PP |
1.0185 |
1.0205 |
| S1 |
1.0183 |
1.0198 |
|