CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0153 |
1.0178 |
0.0026 |
0.3% |
1.0563 |
| High |
1.0246 |
1.0178 |
-0.0068 |
-0.7% |
1.0594 |
| Low |
1.0120 |
1.0076 |
-0.0044 |
-0.4% |
1.0193 |
| Close |
1.0191 |
1.0151 |
-0.0040 |
-0.4% |
1.0298 |
| Range |
0.0127 |
0.0102 |
-0.0025 |
-19.4% |
0.0402 |
| ATR |
0.0108 |
0.0109 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2,702 |
3,082 |
380 |
14.1% |
5,152 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0398 |
1.0207 |
|
| R3 |
1.0339 |
1.0296 |
1.0179 |
|
| R2 |
1.0237 |
1.0237 |
1.0170 |
|
| R1 |
1.0194 |
1.0194 |
1.0160 |
1.0165 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0120 |
| S1 |
1.0092 |
1.0092 |
1.0142 |
1.0063 |
| S2 |
1.0033 |
1.0033 |
1.0132 |
|
| S3 |
0.9931 |
0.9990 |
1.0123 |
|
| S4 |
0.9829 |
0.9888 |
1.0095 |
|
|
| 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 |
1.0313 |
1.0076 |
0.0237 |
2.3% |
0.0114 |
1.1% |
32% |
False |
True |
1,903 |
| 10 |
1.0616 |
1.0076 |
0.0540 |
5.3% |
0.0119 |
1.2% |
14% |
False |
True |
1,497 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0113 |
1.1% |
11% |
False |
True |
1,164 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.2% |
0.0102 |
1.0% |
9% |
False |
True |
854 |
| 60 |
1.1024 |
1.0076 |
0.0948 |
9.3% |
0.0091 |
0.9% |
8% |
False |
True |
632 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.3% |
0.0081 |
0.8% |
6% |
False |
True |
526 |
| 100 |
1.1524 |
1.0076 |
0.1448 |
14.3% |
0.0083 |
0.8% |
5% |
False |
True |
508 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
15.1% |
0.0075 |
0.7% |
5% |
False |
True |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0445 |
|
1.618 |
1.0343 |
|
1.000 |
1.0280 |
|
0.618 |
1.0241 |
|
HIGH |
1.0178 |
|
0.618 |
1.0139 |
|
0.500 |
1.0127 |
|
0.382 |
1.0115 |
|
LOW |
1.0076 |
|
0.618 |
1.0013 |
|
1.000 |
0.9974 |
|
1.618 |
0.9911 |
|
2.618 |
0.9809 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0161 |
| PP |
1.0135 |
1.0158 |
| S1 |
1.0127 |
1.0154 |
|