CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0851 |
0.0040 |
0.4% |
1.0883 |
| High |
1.0872 |
1.0890 |
0.0018 |
0.2% |
1.0911 |
| Low |
1.0800 |
1.0734 |
-0.0066 |
-0.6% |
1.0766 |
| Close |
1.0839 |
1.0749 |
-0.0090 |
-0.8% |
1.0848 |
| Range |
0.0072 |
0.0156 |
0.0084 |
116.0% |
0.0145 |
| ATR |
0.0080 |
0.0086 |
0.0005 |
6.7% |
0.0000 |
| Volume |
300 |
2,988 |
2,688 |
896.0% |
995 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1159 |
1.0835 |
|
| R3 |
1.1102 |
1.1003 |
1.0792 |
|
| R2 |
1.0946 |
1.0946 |
1.0778 |
|
| R1 |
1.0848 |
1.0848 |
1.0763 |
1.0819 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0777 |
| S1 |
1.0692 |
1.0692 |
1.0735 |
1.0664 |
| S2 |
1.0635 |
1.0635 |
1.0720 |
|
| S3 |
1.0480 |
1.0537 |
1.0706 |
|
| S4 |
1.0324 |
1.0381 |
1.0663 |
|
|
| 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 |
1.0734 |
0.0157 |
1.5% |
0.0081 |
0.8% |
10% |
False |
True |
764 |
| 10 |
1.0911 |
1.0734 |
0.0177 |
1.6% |
0.0081 |
0.8% |
8% |
False |
True |
557 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0089 |
0.8% |
61% |
False |
False |
380 |
| 40 |
1.1076 |
1.0496 |
0.0580 |
5.4% |
0.0077 |
0.7% |
44% |
False |
False |
286 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0069 |
0.6% |
30% |
False |
False |
255 |
| 80 |
1.1540 |
1.0496 |
0.1044 |
9.7% |
0.0073 |
0.7% |
24% |
False |
False |
302 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0065 |
0.6% |
23% |
False |
False |
256 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0059 |
0.5% |
23% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1297 |
|
1.618 |
1.1141 |
|
1.000 |
1.1045 |
|
0.618 |
1.0986 |
|
HIGH |
1.0890 |
|
0.618 |
1.0830 |
|
0.500 |
1.0812 |
|
0.382 |
1.0793 |
|
LOW |
1.0734 |
|
0.618 |
1.0638 |
|
1.000 |
1.0579 |
|
1.618 |
1.0482 |
|
2.618 |
1.0327 |
|
4.250 |
1.0073 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0812 |
| PP |
1.0791 |
1.0791 |
| S1 |
1.0770 |
1.0770 |
|