CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0582 |
-0.0063 |
-0.6% |
1.0555 |
| High |
1.0668 |
1.0596 |
-0.0072 |
-0.7% |
1.0673 |
| Low |
1.0564 |
1.0495 |
-0.0069 |
-0.7% |
1.0535 |
| Close |
1.0584 |
1.0501 |
-0.0083 |
-0.8% |
1.0612 |
| Range |
0.0104 |
0.0101 |
-0.0003 |
-2.9% |
0.0139 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
172,642 |
187,518 |
14,876 |
8.6% |
745,034 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0768 |
1.0557 |
|
| R3 |
1.0733 |
1.0667 |
1.0529 |
|
| R2 |
1.0632 |
1.0632 |
1.0520 |
|
| R1 |
1.0566 |
1.0566 |
1.0510 |
1.0549 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0522 |
| S1 |
1.0465 |
1.0465 |
1.0492 |
1.0448 |
| S2 |
1.0430 |
1.0430 |
1.0482 |
|
| S3 |
1.0329 |
1.0364 |
1.0473 |
|
| S4 |
1.0228 |
1.0263 |
1.0445 |
|
|
| 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 |
1.0495 |
0.0184 |
1.7% |
0.0086 |
0.8% |
3% |
False |
True |
166,721 |
| 10 |
1.0679 |
1.0428 |
0.0251 |
2.4% |
0.0116 |
1.1% |
29% |
False |
False |
200,403 |
| 20 |
1.0837 |
1.0428 |
0.0409 |
3.9% |
0.0108 |
1.0% |
18% |
False |
False |
191,135 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.1% |
0.0102 |
1.0% |
18% |
False |
False |
96,929 |
| 60 |
1.1116 |
1.0426 |
0.0690 |
6.6% |
0.0096 |
0.9% |
11% |
False |
False |
64,928 |
| 80 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0095 |
0.9% |
9% |
False |
False |
48,941 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0090 |
0.9% |
7% |
False |
False |
39,254 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0083 |
0.8% |
7% |
False |
False |
32,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0860 |
|
1.618 |
1.0759 |
|
1.000 |
1.0697 |
|
0.618 |
1.0658 |
|
HIGH |
1.0596 |
|
0.618 |
1.0557 |
|
0.500 |
1.0546 |
|
0.382 |
1.0534 |
|
LOW |
1.0495 |
|
0.618 |
1.0433 |
|
1.000 |
1.0394 |
|
1.618 |
1.0332 |
|
2.618 |
1.0231 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0546 |
1.0587 |
| PP |
1.0531 |
1.0558 |
| S1 |
1.0516 |
1.0530 |
|