CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0304 |
0.0004 |
0.0% |
1.0318 |
| High |
1.0342 |
1.0465 |
0.0124 |
1.2% |
1.0391 |
| Low |
1.0289 |
1.0302 |
0.0013 |
0.1% |
1.0229 |
| Close |
1.0305 |
1.0403 |
0.0098 |
0.9% |
1.0278 |
| Range |
0.0053 |
0.0163 |
0.0111 |
210.5% |
0.0163 |
| ATR |
0.0100 |
0.0104 |
0.0005 |
4.5% |
0.0000 |
| Volume |
844 |
1,847 |
1,003 |
118.8% |
6,305 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0879 |
1.0804 |
1.0492 |
|
| R3 |
1.0716 |
1.0641 |
1.0447 |
|
| R2 |
1.0553 |
1.0553 |
1.0432 |
|
| R1 |
1.0478 |
1.0478 |
1.0417 |
1.0515 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0409 |
| S1 |
1.0315 |
1.0315 |
1.0388 |
1.0352 |
| S2 |
1.0227 |
1.0227 |
1.0373 |
|
| S3 |
1.0064 |
1.0152 |
1.0358 |
|
| S4 |
0.9901 |
0.9989 |
1.0313 |
|
|
| 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 |
1.0465 |
1.0243 |
0.0222 |
2.1% |
0.0095 |
0.9% |
72% |
True |
False |
1,418 |
| 10 |
1.0465 |
1.0220 |
0.0245 |
2.4% |
0.0098 |
0.9% |
74% |
True |
False |
1,232 |
| 20 |
1.0465 |
1.0076 |
0.0389 |
3.7% |
0.0105 |
1.0% |
84% |
True |
False |
1,424 |
| 40 |
1.0750 |
1.0076 |
0.0674 |
6.5% |
0.0108 |
1.0% |
48% |
False |
False |
1,241 |
| 60 |
1.0911 |
1.0076 |
0.0835 |
8.0% |
0.0102 |
1.0% |
39% |
False |
False |
994 |
| 80 |
1.1024 |
1.0076 |
0.0948 |
9.1% |
0.0094 |
0.9% |
34% |
False |
False |
791 |
| 100 |
1.1330 |
1.0076 |
0.1254 |
12.0% |
0.0086 |
0.8% |
26% |
False |
False |
675 |
| 120 |
1.1524 |
1.0076 |
0.1448 |
13.9% |
0.0086 |
0.8% |
23% |
False |
False |
636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1158 |
|
2.618 |
1.0892 |
|
1.618 |
1.0729 |
|
1.000 |
1.0628 |
|
0.618 |
1.0566 |
|
HIGH |
1.0465 |
|
0.618 |
1.0403 |
|
0.500 |
1.0384 |
|
0.382 |
1.0364 |
|
LOW |
1.0302 |
|
0.618 |
1.0201 |
|
1.000 |
1.0139 |
|
1.618 |
1.0038 |
|
2.618 |
0.9875 |
|
4.250 |
0.9609 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0389 |
| PP |
1.0390 |
1.0376 |
| S1 |
1.0384 |
1.0363 |
|