CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0347 |
0.0075 |
0.7% |
1.0318 |
| High |
1.0350 |
1.0351 |
0.0001 |
0.0% |
1.0391 |
| Low |
1.0257 |
1.0243 |
-0.0014 |
-0.1% |
1.0229 |
| Close |
1.0350 |
1.0278 |
-0.0073 |
-0.7% |
1.0278 |
| Range |
0.0093 |
0.0108 |
0.0015 |
15.6% |
0.0163 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,363 |
1,306 |
-57 |
-4.2% |
6,305 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0553 |
1.0337 |
|
| R3 |
1.0505 |
1.0445 |
1.0307 |
|
| R2 |
1.0398 |
1.0398 |
1.0297 |
|
| R1 |
1.0338 |
1.0338 |
1.0287 |
1.0314 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0279 |
| S1 |
1.0230 |
1.0230 |
1.0268 |
1.0207 |
| S2 |
1.0183 |
1.0183 |
1.0258 |
|
| S3 |
1.0075 |
1.0123 |
1.0248 |
|
| S4 |
0.9968 |
1.0015 |
1.0218 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0695 |
1.0367 |
|
| R3 |
1.0624 |
1.0532 |
1.0322 |
|
| R2 |
1.0462 |
1.0462 |
1.0307 |
|
| R1 |
1.0370 |
1.0370 |
1.0292 |
1.0334 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0281 |
| S1 |
1.0207 |
1.0207 |
1.0263 |
1.0172 |
| S2 |
1.0137 |
1.0137 |
1.0248 |
|
| S3 |
0.9974 |
1.0045 |
1.0233 |
|
| S4 |
0.9812 |
0.9882 |
1.0188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0391 |
1.0229 |
0.0163 |
1.6% |
0.0095 |
0.9% |
30% |
False |
False |
1,261 |
| 10 |
1.0391 |
1.0207 |
0.0185 |
1.8% |
0.0103 |
1.0% |
38% |
False |
False |
1,131 |
| 20 |
1.0391 |
1.0076 |
0.0315 |
3.1% |
0.0109 |
1.1% |
64% |
False |
False |
1,465 |
| 40 |
1.0890 |
1.0076 |
0.0814 |
7.9% |
0.0111 |
1.1% |
25% |
False |
False |
1,275 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.1% |
0.0102 |
1.0% |
24% |
False |
False |
933 |
| 80 |
1.1076 |
1.0076 |
0.1000 |
9.7% |
0.0092 |
0.9% |
20% |
False |
False |
744 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.2% |
0.0085 |
0.8% |
16% |
False |
False |
633 |
| 120 |
1.1540 |
1.0076 |
0.1464 |
14.2% |
0.0084 |
0.8% |
14% |
False |
False |
602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0807 |
|
2.618 |
1.0632 |
|
1.618 |
1.0524 |
|
1.000 |
1.0458 |
|
0.618 |
1.0417 |
|
HIGH |
1.0351 |
|
0.618 |
1.0309 |
|
0.500 |
1.0297 |
|
0.382 |
1.0284 |
|
LOW |
1.0243 |
|
0.618 |
1.0177 |
|
1.000 |
1.0136 |
|
1.618 |
1.0069 |
|
2.618 |
0.9962 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0290 |
| PP |
1.0290 |
1.0286 |
| S1 |
1.0284 |
1.0282 |
|