CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0206 |
0.0055 |
0.5% |
1.0305 |
| High |
1.0216 |
1.0321 |
0.0105 |
1.0% |
1.0305 |
| Low |
1.0128 |
1.0200 |
0.0072 |
0.7% |
1.0076 |
| Close |
1.0200 |
1.0271 |
0.0071 |
0.7% |
1.0200 |
| Range |
0.0088 |
0.0121 |
0.0033 |
36.9% |
0.0229 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,967 |
888 |
-1,079 |
-54.9% |
10,286 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0568 |
1.0337 |
|
| R3 |
1.0505 |
1.0448 |
1.0304 |
|
| R2 |
1.0384 |
1.0384 |
1.0293 |
|
| R1 |
1.0327 |
1.0327 |
1.0282 |
1.0356 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0278 |
| S1 |
1.0207 |
1.0207 |
1.0259 |
1.0235 |
| S2 |
1.0143 |
1.0143 |
1.0248 |
|
| S3 |
1.0023 |
1.0086 |
1.0237 |
|
| S4 |
0.9902 |
0.9966 |
1.0204 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0769 |
1.0326 |
|
| R3 |
1.0652 |
1.0540 |
1.0263 |
|
| R2 |
1.0423 |
1.0423 |
1.0242 |
|
| R1 |
1.0311 |
1.0311 |
1.0221 |
1.0253 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0164 |
| S1 |
1.0082 |
1.0082 |
1.0179 |
1.0024 |
| S2 |
0.9965 |
0.9965 |
1.0158 |
|
| S3 |
0.9736 |
0.9853 |
1.0137 |
|
| S4 |
0.9507 |
0.9624 |
1.0074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0076 |
0.0245 |
2.4% |
0.0101 |
1.0% |
80% |
True |
False |
1,881 |
| 10 |
1.0594 |
1.0076 |
0.0518 |
5.0% |
0.0119 |
1.2% |
38% |
False |
False |
1,632 |
| 20 |
1.0750 |
1.0076 |
0.0674 |
6.6% |
0.0106 |
1.0% |
29% |
False |
False |
1,151 |
| 40 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0102 |
1.0% |
23% |
False |
False |
910 |
| 60 |
1.1010 |
1.0076 |
0.0934 |
9.1% |
0.0093 |
0.9% |
21% |
False |
False |
674 |
| 80 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0082 |
0.8% |
16% |
False |
False |
560 |
| 100 |
1.1502 |
1.0076 |
0.1426 |
13.9% |
0.0084 |
0.8% |
14% |
False |
False |
535 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0077 |
0.7% |
13% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0636 |
|
1.618 |
1.0515 |
|
1.000 |
1.0441 |
|
0.618 |
1.0395 |
|
HIGH |
1.0321 |
|
0.618 |
1.0274 |
|
0.500 |
1.0260 |
|
0.382 |
1.0246 |
|
LOW |
1.0200 |
|
0.618 |
1.0126 |
|
1.000 |
1.0080 |
|
1.618 |
1.0005 |
|
2.618 |
0.9885 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0246 |
| PP |
1.0264 |
1.0222 |
| S1 |
1.0260 |
1.0198 |
|