CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0478 |
-0.0099 |
-0.9% |
1.0785 |
| High |
1.0583 |
1.0554 |
-0.0029 |
-0.3% |
1.0837 |
| Low |
1.0469 |
1.0464 |
-0.0005 |
0.0% |
1.0567 |
| Close |
1.0489 |
1.0481 |
-0.0008 |
-0.1% |
1.0585 |
| Range |
0.0114 |
0.0090 |
-0.0025 |
-21.5% |
0.0270 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
236,882 |
219,770 |
-17,112 |
-7.2% |
1,303,290 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0714 |
1.0530 |
|
| R3 |
1.0679 |
1.0625 |
1.0506 |
|
| R2 |
1.0589 |
1.0589 |
1.0497 |
|
| R1 |
1.0535 |
1.0535 |
1.0489 |
1.0562 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0513 |
| S1 |
1.0446 |
1.0446 |
1.0473 |
1.0473 |
| S2 |
1.0410 |
1.0410 |
1.0465 |
|
| S3 |
1.0321 |
1.0356 |
1.0456 |
|
| S4 |
1.0231 |
1.0267 |
1.0432 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1297 |
1.0733 |
|
| R3 |
1.1202 |
1.1028 |
1.0659 |
|
| R2 |
1.0932 |
1.0932 |
1.0634 |
|
| R1 |
1.0758 |
1.0758 |
1.0609 |
1.0711 |
| PP |
1.0663 |
1.0663 |
1.0663 |
1.0639 |
| S1 |
1.0489 |
1.0489 |
1.0560 |
1.0441 |
| S2 |
1.0393 |
1.0393 |
1.0535 |
|
| S3 |
1.0124 |
1.0219 |
1.0510 |
|
| S4 |
0.9854 |
0.9950 |
1.0436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0837 |
1.0464 |
0.0373 |
3.6% |
0.0117 |
1.1% |
5% |
False |
True |
315,559 |
| 10 |
1.0837 |
1.0464 |
0.0373 |
3.6% |
0.0099 |
0.9% |
5% |
False |
True |
181,867 |
| 20 |
1.0853 |
1.0464 |
0.0389 |
3.7% |
0.0098 |
0.9% |
4% |
False |
True |
92,864 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.7% |
0.0096 |
0.9% |
9% |
False |
False |
47,125 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0088 |
0.8% |
7% |
False |
False |
31,664 |
| 80 |
1.1478 |
1.0426 |
0.1053 |
10.0% |
0.0093 |
0.9% |
5% |
False |
False |
23,999 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0084 |
0.8% |
5% |
False |
False |
19,226 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0077 |
0.7% |
5% |
False |
False |
16,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0934 |
|
2.618 |
1.0788 |
|
1.618 |
1.0698 |
|
1.000 |
1.0643 |
|
0.618 |
1.0609 |
|
HIGH |
1.0554 |
|
0.618 |
1.0519 |
|
0.500 |
1.0509 |
|
0.382 |
1.0498 |
|
LOW |
1.0464 |
|
0.618 |
1.0409 |
|
1.000 |
1.0375 |
|
1.618 |
1.0319 |
|
2.618 |
1.0230 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0509 |
1.0584 |
| PP |
1.0500 |
1.0550 |
| S1 |
1.0490 |
1.0515 |
|