CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0826 |
-0.0051 |
-0.5% |
1.0883 |
| High |
1.0877 |
1.0838 |
-0.0039 |
-0.4% |
1.0911 |
| Low |
1.0816 |
1.0779 |
-0.0038 |
-0.3% |
1.0766 |
| Close |
1.0816 |
1.0832 |
0.0016 |
0.1% |
1.0848 |
| Range |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0145 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
340 |
130 |
-210 |
-61.8% |
995 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0973 |
1.0864 |
|
| R3 |
1.0935 |
1.0913 |
1.0848 |
|
| R2 |
1.0876 |
1.0876 |
1.0842 |
|
| R1 |
1.0854 |
1.0854 |
1.0837 |
1.0865 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0822 |
| S1 |
1.0794 |
1.0794 |
1.0826 |
1.0805 |
| S2 |
1.0757 |
1.0757 |
1.0821 |
|
| S3 |
1.0697 |
1.0735 |
1.0815 |
|
| S4 |
1.0638 |
1.0675 |
1.0799 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1206 |
1.0927 |
|
| R3 |
1.1130 |
1.1061 |
1.0887 |
|
| R2 |
1.0986 |
1.0986 |
1.0874 |
|
| R1 |
1.0917 |
1.0917 |
1.0861 |
1.0879 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0823 |
| S1 |
1.0772 |
1.0772 |
1.0834 |
1.0735 |
| S2 |
1.0697 |
1.0697 |
1.0821 |
|
| S3 |
1.0552 |
1.0628 |
1.0808 |
|
| S4 |
1.0408 |
1.0483 |
1.0768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0891 |
1.0766 |
0.0125 |
1.2% |
0.0076 |
0.7% |
52% |
False |
False |
203 |
| 10 |
1.0911 |
1.0766 |
0.0145 |
1.3% |
0.0075 |
0.7% |
45% |
False |
False |
282 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.8% |
0.0082 |
0.8% |
81% |
False |
False |
236 |
| 40 |
1.1076 |
1.0496 |
0.0580 |
5.4% |
0.0072 |
0.7% |
58% |
False |
False |
217 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0067 |
0.6% |
40% |
False |
False |
201 |
| 80 |
1.1569 |
1.0496 |
0.1073 |
9.9% |
0.0071 |
0.7% |
31% |
False |
False |
262 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0064 |
0.6% |
30% |
False |
False |
226 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0057 |
0.5% |
30% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.0994 |
|
1.618 |
1.0934 |
|
1.000 |
1.0898 |
|
0.618 |
1.0875 |
|
HIGH |
1.0838 |
|
0.618 |
1.0815 |
|
0.500 |
1.0808 |
|
0.382 |
1.0801 |
|
LOW |
1.0779 |
|
0.618 |
1.0742 |
|
1.000 |
1.0719 |
|
1.618 |
1.0682 |
|
2.618 |
1.0623 |
|
4.250 |
1.0526 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0824 |
1.0835 |
| PP |
1.0816 |
1.0834 |
| S1 |
1.0808 |
1.0833 |
|