CME Euro FX (E) Future March 2023
| Trading Metrics calculated at close of trading on 01-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2022 |
01-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0411 |
0.0021 |
0.2% |
1.0399 |
| High |
1.0429 |
1.0452 |
0.0023 |
0.2% |
1.0429 |
| Low |
1.0326 |
1.0410 |
0.0084 |
0.8% |
1.0284 |
| Close |
1.0396 |
1.0431 |
0.0035 |
0.3% |
1.0396 |
| Range |
0.0104 |
0.0043 |
-0.0061 |
-58.9% |
0.0146 |
| ATR |
|
|
|
|
|
| Volume |
14 |
12 |
-2 |
-14.3% |
585 |
|
| Daily Pivots for day following 01-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0537 |
1.0454 |
|
| R3 |
1.0516 |
1.0494 |
1.0442 |
|
| R2 |
1.0473 |
1.0473 |
1.0438 |
|
| R1 |
1.0452 |
1.0452 |
1.0434 |
1.0463 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0436 |
| S1 |
1.0409 |
1.0409 |
1.0427 |
1.0420 |
| S2 |
1.0388 |
1.0388 |
1.0423 |
|
| S3 |
1.0346 |
1.0367 |
1.0419 |
|
| S4 |
1.0303 |
1.0324 |
1.0407 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0806 |
1.0747 |
1.0476 |
|
| R3 |
1.0661 |
1.0601 |
1.0436 |
|
| R2 |
1.0515 |
1.0515 |
1.0423 |
|
| R1 |
1.0456 |
1.0456 |
1.0409 |
1.0413 |
| PP |
1.0370 |
1.0370 |
1.0370 |
1.0348 |
| S1 |
1.0310 |
1.0310 |
1.0383 |
1.0267 |
| S2 |
1.0224 |
1.0224 |
1.0369 |
|
| S3 |
1.0079 |
1.0165 |
1.0356 |
|
| S4 |
0.9933 |
1.0019 |
1.0316 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0633 |
|
2.618 |
1.0563 |
|
1.618 |
1.0521 |
|
1.000 |
1.0495 |
|
0.618 |
1.0478 |
|
HIGH |
1.0452 |
|
0.618 |
1.0436 |
|
0.500 |
1.0431 |
|
0.382 |
1.0426 |
|
LOW |
1.0410 |
|
0.618 |
1.0383 |
|
1.000 |
1.0367 |
|
1.618 |
1.0341 |
|
2.618 |
1.0298 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 01-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0431 |
1.0412 |
| PP |
1.0431 |
1.0394 |
| S1 |
1.0431 |
1.0376 |
|