CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0769 |
0.0011 |
0.1% |
1.0799 |
| High |
1.0777 |
1.0813 |
0.0036 |
0.3% |
1.0853 |
| Low |
1.0716 |
1.0734 |
0.0019 |
0.2% |
1.0694 |
| Close |
1.0770 |
1.0779 |
0.0009 |
0.1% |
1.0786 |
| Range |
0.0062 |
0.0079 |
0.0017 |
27.6% |
0.0160 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
138,791 |
407,537 |
268,746 |
193.6% |
72,255 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0973 |
1.0822 |
|
| R3 |
1.0932 |
1.0895 |
1.0800 |
|
| R2 |
1.0854 |
1.0854 |
1.0793 |
|
| R1 |
1.0816 |
1.0816 |
1.0786 |
1.0835 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0784 |
| S1 |
1.0738 |
1.0738 |
1.0771 |
1.0756 |
| S2 |
1.0697 |
1.0697 |
1.0764 |
|
| S3 |
1.0618 |
1.0659 |
1.0757 |
|
| S4 |
1.0540 |
1.0581 |
1.0735 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1180 |
1.0873 |
|
| R3 |
1.1096 |
1.1021 |
1.0829 |
|
| R2 |
1.0937 |
1.0937 |
1.0815 |
|
| R1 |
1.0861 |
1.0861 |
1.0800 |
1.0819 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0756 |
| S1 |
1.0702 |
1.0702 |
1.0771 |
1.0660 |
| S2 |
1.0618 |
1.0618 |
1.0756 |
|
| S3 |
1.0458 |
1.0542 |
1.0742 |
|
| S4 |
1.0299 |
1.0383 |
1.0698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0829 |
1.0710 |
0.0120 |
1.1% |
0.0075 |
0.7% |
58% |
False |
False |
123,470 |
| 10 |
1.0853 |
1.0694 |
0.0160 |
1.5% |
0.0081 |
0.8% |
53% |
False |
False |
67,139 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0091 |
0.8% |
83% |
False |
False |
34,817 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.5% |
0.0092 |
0.9% |
59% |
False |
False |
17,978 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0087 |
0.8% |
42% |
False |
False |
12,200 |
| 80 |
1.1487 |
1.0426 |
0.1062 |
9.8% |
0.0089 |
0.8% |
33% |
False |
False |
9,381 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0081 |
0.8% |
31% |
False |
False |
7,529 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0074 |
0.7% |
31% |
False |
False |
6,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1146 |
|
2.618 |
1.1018 |
|
1.618 |
1.0940 |
|
1.000 |
1.0891 |
|
0.618 |
1.0861 |
|
HIGH |
1.0813 |
|
0.618 |
1.0783 |
|
0.500 |
1.0773 |
|
0.382 |
1.0764 |
|
LOW |
1.0734 |
|
0.618 |
1.0685 |
|
1.000 |
1.0656 |
|
1.618 |
1.0607 |
|
2.618 |
1.0528 |
|
4.250 |
1.0400 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0774 |
| PP |
1.0775 |
1.0770 |
| S1 |
1.0773 |
1.0766 |
|