CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0756 |
-0.0096 |
-0.9% |
1.0877 |
| High |
1.0890 |
1.0762 |
-0.0128 |
-1.2% |
1.0890 |
| Low |
1.0734 |
1.0628 |
-0.0107 |
-1.0% |
1.0628 |
| Close |
1.0749 |
1.0649 |
-0.0101 |
-0.9% |
1.0649 |
| Range |
0.0156 |
0.0135 |
-0.0021 |
-13.5% |
0.0262 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
4.0% |
0.0000 |
| Volume |
2,988 |
1,228 |
-1,760 |
-58.9% |
4,986 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1000 |
1.0722 |
|
| R3 |
1.0948 |
1.0866 |
1.0685 |
|
| R2 |
1.0814 |
1.0814 |
1.0673 |
|
| R1 |
1.0731 |
1.0731 |
1.0661 |
1.0705 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0666 |
| S1 |
1.0597 |
1.0597 |
1.0636 |
1.0571 |
| S2 |
1.0545 |
1.0545 |
1.0624 |
|
| S3 |
1.0410 |
1.0462 |
1.0612 |
|
| S4 |
1.0276 |
1.0328 |
1.0575 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1340 |
1.0793 |
|
| R3 |
1.1246 |
1.1078 |
1.0721 |
|
| R2 |
1.0984 |
1.0984 |
1.0697 |
|
| R1 |
1.0816 |
1.0816 |
1.0673 |
1.0769 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0698 |
| S1 |
1.0554 |
1.0554 |
1.0624 |
1.0507 |
| S2 |
1.0460 |
1.0460 |
1.0600 |
|
| S3 |
1.0198 |
1.0292 |
1.0576 |
|
| S4 |
0.9936 |
1.0030 |
1.0504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0890 |
1.0628 |
0.0262 |
2.5% |
0.0097 |
0.9% |
8% |
False |
True |
997 |
| 10 |
1.0911 |
1.0628 |
0.0283 |
2.7% |
0.0091 |
0.9% |
7% |
False |
True |
669 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0087 |
0.8% |
37% |
False |
False |
428 |
| 40 |
1.1076 |
1.0496 |
0.0580 |
5.4% |
0.0081 |
0.8% |
26% |
False |
False |
314 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0070 |
0.7% |
18% |
False |
False |
273 |
| 80 |
1.1540 |
1.0496 |
0.1044 |
9.8% |
0.0075 |
0.7% |
15% |
False |
False |
317 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0066 |
0.6% |
14% |
False |
False |
268 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0059 |
0.6% |
14% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1334 |
|
2.618 |
1.1114 |
|
1.618 |
1.0980 |
|
1.000 |
1.0897 |
|
0.618 |
1.0845 |
|
HIGH |
1.0762 |
|
0.618 |
1.0711 |
|
0.500 |
1.0695 |
|
0.382 |
1.0679 |
|
LOW |
1.0628 |
|
0.618 |
1.0544 |
|
1.000 |
1.0493 |
|
1.618 |
1.0410 |
|
2.618 |
1.0275 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0759 |
| PP |
1.0679 |
1.0722 |
| S1 |
1.0664 |
1.0685 |
|