CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0265 |
-0.0098 |
-0.9% |
1.0313 |
| High |
1.0391 |
1.0313 |
-0.0079 |
-0.8% |
1.0365 |
| Low |
1.0267 |
1.0229 |
-0.0038 |
-0.4% |
1.0207 |
| Close |
1.0276 |
1.0257 |
-0.0019 |
-0.2% |
1.0325 |
| Range |
0.0125 |
0.0084 |
-0.0041 |
-32.5% |
0.0158 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
1,737 |
1,053 |
-684 |
-39.4% |
5,008 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0472 |
1.0303 |
|
| R3 |
1.0434 |
1.0388 |
1.0280 |
|
| R2 |
1.0350 |
1.0350 |
1.0272 |
|
| R1 |
1.0304 |
1.0304 |
1.0265 |
1.0285 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0257 |
| S1 |
1.0220 |
1.0220 |
1.0249 |
1.0201 |
| S2 |
1.0182 |
1.0182 |
1.0242 |
|
| S3 |
1.0098 |
1.0136 |
1.0234 |
|
| S4 |
1.0014 |
1.0052 |
1.0211 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0707 |
1.0412 |
|
| R3 |
1.0615 |
1.0549 |
1.0368 |
|
| R2 |
1.0457 |
1.0457 |
1.0354 |
|
| R1 |
1.0391 |
1.0391 |
1.0339 |
1.0424 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0315 |
| S1 |
1.0233 |
1.0233 |
1.0311 |
1.0266 |
| S2 |
1.0141 |
1.0141 |
1.0296 |
|
| S3 |
0.9983 |
1.0075 |
1.0282 |
|
| S4 |
0.9825 |
0.9917 |
1.0238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0391 |
1.0220 |
0.0171 |
1.7% |
0.0100 |
1.0% |
22% |
False |
False |
1,047 |
| 10 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0107 |
1.0% |
27% |
False |
False |
1,341 |
| 20 |
1.0391 |
1.0076 |
0.0315 |
3.1% |
0.0109 |
1.1% |
57% |
False |
False |
1,435 |
| 40 |
1.0890 |
1.0076 |
0.0814 |
7.9% |
0.0109 |
1.1% |
22% |
False |
False |
1,219 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0100 |
1.0% |
22% |
False |
False |
890 |
| 80 |
1.1076 |
1.0076 |
0.1000 |
9.7% |
0.0091 |
0.9% |
18% |
False |
False |
723 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
14% |
False |
False |
608 |
| 120 |
1.1601 |
1.0076 |
0.1525 |
14.9% |
0.0084 |
0.8% |
12% |
False |
False |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0532 |
|
1.618 |
1.0448 |
|
1.000 |
1.0397 |
|
0.618 |
1.0364 |
|
HIGH |
1.0313 |
|
0.618 |
1.0280 |
|
0.500 |
1.0271 |
|
0.382 |
1.0261 |
|
LOW |
1.0229 |
|
0.618 |
1.0177 |
|
1.000 |
1.0145 |
|
1.618 |
1.0093 |
|
2.618 |
1.0009 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0310 |
| PP |
1.0266 |
1.0292 |
| S1 |
1.0262 |
1.0275 |
|