CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0615 |
0.0028 |
0.3% |
1.0555 |
| High |
1.0635 |
1.0679 |
0.0044 |
0.4% |
1.0673 |
| Low |
1.0576 |
1.0613 |
0.0037 |
0.3% |
1.0535 |
| Close |
1.0612 |
1.0647 |
0.0035 |
0.3% |
1.0612 |
| Range |
0.0059 |
0.0066 |
0.0007 |
12.0% |
0.0139 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
143,258 |
138,963 |
-4,295 |
-3.0% |
745,034 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0810 |
1.0683 |
|
| R3 |
1.0777 |
1.0745 |
1.0665 |
|
| R2 |
1.0712 |
1.0712 |
1.0659 |
|
| R1 |
1.0679 |
1.0679 |
1.0653 |
1.0695 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0654 |
| S1 |
1.0614 |
1.0614 |
1.0640 |
1.0630 |
| S2 |
1.0581 |
1.0581 |
1.0634 |
|
| S3 |
1.0515 |
1.0548 |
1.0628 |
|
| S4 |
1.0450 |
1.0483 |
1.0610 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1022 |
1.0956 |
1.0688 |
|
| R3 |
1.0884 |
1.0817 |
1.0650 |
|
| R2 |
1.0745 |
1.0745 |
1.0637 |
|
| R1 |
1.0679 |
1.0679 |
1.0625 |
1.0712 |
| PP |
1.0607 |
1.0607 |
1.0607 |
1.0623 |
| S1 |
1.0540 |
1.0540 |
1.0599 |
1.0573 |
| S2 |
1.0468 |
1.0468 |
1.0587 |
|
| S3 |
1.0330 |
1.0402 |
1.0574 |
|
| S4 |
1.0191 |
1.0263 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0679 |
1.0535 |
0.0144 |
1.4% |
0.0094 |
0.9% |
78% |
True |
False |
176,799 |
| 10 |
1.0679 |
1.0428 |
0.0251 |
2.4% |
0.0116 |
1.1% |
87% |
True |
False |
210,052 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0106 |
1.0% |
51% |
False |
False |
173,950 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0101 |
1.0% |
52% |
False |
False |
87,968 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0095 |
0.9% |
26% |
False |
False |
58,949 |
| 80 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0095 |
0.9% |
26% |
False |
False |
44,480 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0090 |
0.8% |
19% |
False |
False |
35,657 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0082 |
0.8% |
19% |
False |
False |
29,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0957 |
|
2.618 |
1.0850 |
|
1.618 |
1.0784 |
|
1.000 |
1.0744 |
|
0.618 |
1.0719 |
|
HIGH |
1.0679 |
|
0.618 |
1.0653 |
|
0.500 |
1.0646 |
|
0.382 |
1.0638 |
|
LOW |
1.0613 |
|
0.618 |
1.0573 |
|
1.000 |
1.0548 |
|
1.618 |
1.0507 |
|
2.618 |
1.0442 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0646 |
1.0635 |
| PP |
1.0646 |
1.0624 |
| S1 |
1.0646 |
1.0612 |
|