CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0307 |
0.0080 |
0.8% |
1.0206 |
| High |
1.0329 |
1.0339 |
0.0011 |
0.1% |
1.0387 |
| Low |
1.0207 |
1.0220 |
0.0014 |
0.1% |
1.0200 |
| Close |
1.0306 |
1.0281 |
-0.0025 |
-0.2% |
1.0306 |
| Range |
0.0122 |
0.0119 |
-0.0003 |
-2.5% |
0.0187 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,640 |
921 |
-719 |
-43.8% |
7,702 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0637 |
1.0578 |
1.0346 |
|
| R3 |
1.0518 |
1.0459 |
1.0314 |
|
| R2 |
1.0399 |
1.0399 |
1.0303 |
|
| R1 |
1.0340 |
1.0340 |
1.0292 |
1.0310 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0265 |
| S1 |
1.0221 |
1.0221 |
1.0270 |
1.0191 |
| S2 |
1.0161 |
1.0161 |
1.0259 |
|
| S3 |
1.0042 |
1.0102 |
1.0248 |
|
| S4 |
0.9923 |
0.9983 |
1.0216 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0768 |
1.0408 |
|
| R3 |
1.0670 |
1.0581 |
1.0357 |
|
| R2 |
1.0484 |
1.0484 |
1.0340 |
|
| R1 |
1.0395 |
1.0395 |
1.0323 |
1.0439 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0320 |
| S1 |
1.0208 |
1.0208 |
1.0288 |
1.0253 |
| S2 |
1.0111 |
1.0111 |
1.0271 |
|
| S3 |
0.9924 |
1.0022 |
1.0254 |
|
| S4 |
0.9738 |
0.9835 |
1.0203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0207 |
0.0158 |
1.5% |
0.0114 |
1.1% |
47% |
False |
False |
1,284 |
| 10 |
1.0387 |
1.0128 |
0.0259 |
2.5% |
0.0115 |
1.1% |
59% |
False |
False |
1,399 |
| 20 |
1.0616 |
1.0076 |
0.0540 |
5.3% |
0.0117 |
1.1% |
38% |
False |
False |
1,448 |
| 40 |
1.0891 |
1.0076 |
0.0815 |
7.9% |
0.0108 |
1.0% |
25% |
False |
False |
1,133 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0100 |
1.0% |
25% |
False |
False |
823 |
| 80 |
1.1193 |
1.0076 |
0.1117 |
10.9% |
0.0088 |
0.9% |
18% |
False |
False |
673 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
16% |
False |
False |
589 |
| 120 |
1.1611 |
1.0076 |
0.1535 |
14.9% |
0.0082 |
0.8% |
13% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0845 |
|
2.618 |
1.0651 |
|
1.618 |
1.0532 |
|
1.000 |
1.0458 |
|
0.618 |
1.0413 |
|
HIGH |
1.0339 |
|
0.618 |
1.0294 |
|
0.500 |
1.0280 |
|
0.382 |
1.0265 |
|
LOW |
1.0220 |
|
0.618 |
1.0146 |
|
1.000 |
1.0101 |
|
1.618 |
1.0027 |
|
2.618 |
0.9908 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0282 |
| PP |
1.0280 |
1.0282 |
| S1 |
1.0280 |
1.0281 |
|