CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0645 |
0.0030 |
0.3% |
1.0555 |
| High |
1.0679 |
1.0668 |
-0.0011 |
-0.1% |
1.0673 |
| Low |
1.0613 |
1.0564 |
-0.0049 |
-0.5% |
1.0535 |
| Close |
1.0647 |
1.0584 |
-0.0063 |
-0.6% |
1.0612 |
| Range |
0.0066 |
0.0104 |
0.0039 |
58.8% |
0.0139 |
| ATR |
0.0106 |
0.0105 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
138,963 |
172,642 |
33,679 |
24.2% |
745,034 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0855 |
1.0641 |
|
| R3 |
1.0813 |
1.0751 |
1.0613 |
|
| R2 |
1.0709 |
1.0709 |
1.0603 |
|
| R1 |
1.0647 |
1.0647 |
1.0594 |
1.0626 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0595 |
| S1 |
1.0543 |
1.0543 |
1.0574 |
1.0522 |
| S2 |
1.0501 |
1.0501 |
1.0565 |
|
| S3 |
1.0397 |
1.0439 |
1.0555 |
|
| S4 |
1.0293 |
1.0335 |
1.0527 |
|
|
| 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% |
0.0093 |
0.9% |
34% |
False |
False |
163,971 |
| 10 |
1.0679 |
1.0428 |
0.0251 |
2.4% |
0.0115 |
1.1% |
62% |
False |
False |
203,628 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0108 |
1.0% |
37% |
False |
False |
182,435 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0101 |
1.0% |
37% |
False |
False |
92,255 |
| 60 |
1.1166 |
1.0426 |
0.0740 |
7.0% |
0.0095 |
0.9% |
21% |
False |
False |
61,815 |
| 80 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0095 |
0.9% |
19% |
False |
False |
46,633 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0091 |
0.9% |
14% |
False |
False |
37,380 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0083 |
0.8% |
14% |
False |
False |
31,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1110 |
|
2.618 |
1.0940 |
|
1.618 |
1.0836 |
|
1.000 |
1.0772 |
|
0.618 |
1.0732 |
|
HIGH |
1.0668 |
|
0.618 |
1.0628 |
|
0.500 |
1.0616 |
|
0.382 |
1.0604 |
|
LOW |
1.0564 |
|
0.618 |
1.0500 |
|
1.000 |
1.0460 |
|
1.618 |
1.0396 |
|
2.618 |
1.0292 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0621 |
| PP |
1.0605 |
1.0609 |
| S1 |
1.0595 |
1.0596 |
|