CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0617 |
1.0555 |
-0.0062 |
-0.6% |
1.0577 |
| High |
1.0627 |
1.0649 |
0.0022 |
0.2% |
1.0668 |
| Low |
1.0511 |
1.0541 |
0.0030 |
0.3% |
1.0428 |
| Close |
1.0558 |
1.0598 |
0.0040 |
0.4% |
1.0558 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0240 |
| ATR |
0.0112 |
0.0111 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
195,513 |
236,780 |
41,267 |
21.1% |
1,216,529 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0867 |
1.0657 |
|
| R3 |
1.0812 |
1.0759 |
1.0627 |
|
| R2 |
1.0704 |
1.0704 |
1.0617 |
|
| R1 |
1.0651 |
1.0651 |
1.0607 |
1.0677 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0609 |
| S1 |
1.0543 |
1.0543 |
1.0588 |
1.0569 |
| S2 |
1.0488 |
1.0488 |
1.0578 |
|
| S3 |
1.0380 |
1.0435 |
1.0568 |
|
| S4 |
1.0272 |
1.0327 |
1.0538 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1154 |
1.0690 |
|
| R3 |
1.1031 |
1.0914 |
1.0624 |
|
| R2 |
1.0791 |
1.0791 |
1.0602 |
|
| R1 |
1.0674 |
1.0674 |
1.0580 |
1.0613 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0520 |
| S1 |
1.0434 |
1.0434 |
1.0536 |
1.0373 |
| S2 |
1.0311 |
1.0311 |
1.0514 |
|
| S3 |
1.0071 |
1.0194 |
1.0492 |
|
| S4 |
0.9831 |
0.9954 |
1.0426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0668 |
1.0428 |
0.0240 |
2.3% |
0.0137 |
1.3% |
71% |
False |
False |
243,285 |
| 10 |
1.0837 |
1.0428 |
0.0409 |
3.9% |
0.0124 |
1.2% |
41% |
False |
False |
271,324 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0107 |
1.0% |
40% |
False |
False |
142,246 |
| 40 |
1.0896 |
1.0426 |
0.0471 |
4.4% |
0.0103 |
1.0% |
37% |
False |
False |
71,934 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0094 |
0.9% |
20% |
False |
False |
48,209 |
| 80 |
1.1364 |
1.0426 |
0.0939 |
8.9% |
0.0096 |
0.9% |
18% |
False |
False |
36,431 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0088 |
0.8% |
15% |
False |
False |
29,188 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0081 |
0.8% |
15% |
False |
False |
24,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0931 |
|
1.618 |
1.0823 |
|
1.000 |
1.0757 |
|
0.618 |
1.0715 |
|
HIGH |
1.0649 |
|
0.618 |
1.0607 |
|
0.500 |
1.0595 |
|
0.382 |
1.0582 |
|
LOW |
1.0541 |
|
0.618 |
1.0474 |
|
1.000 |
1.0433 |
|
1.618 |
1.0366 |
|
2.618 |
1.0258 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0584 |
| PP |
1.0596 |
1.0571 |
| S1 |
1.0595 |
1.0557 |
|