CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0626 |
1.0545 |
-0.0081 |
-0.8% |
1.0877 |
| High |
1.0626 |
1.0616 |
-0.0010 |
-0.1% |
1.0890 |
| Low |
1.0538 |
1.0544 |
0.0007 |
0.1% |
1.0628 |
| Close |
1.0556 |
1.0553 |
-0.0004 |
0.0% |
1.0649 |
| Range |
0.0088 |
0.0072 |
-0.0016 |
-18.2% |
0.0262 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,591 |
947 |
-644 |
-40.5% |
4,986 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0742 |
1.0592 |
|
| R3 |
1.0715 |
1.0670 |
1.0572 |
|
| R2 |
1.0643 |
1.0643 |
1.0566 |
|
| R1 |
1.0598 |
1.0598 |
1.0559 |
1.0620 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0582 |
| S1 |
1.0526 |
1.0526 |
1.0546 |
1.0548 |
| S2 |
1.0499 |
1.0499 |
1.0539 |
|
| S3 |
1.0427 |
1.0454 |
1.0533 |
|
| S4 |
1.0355 |
1.0382 |
1.0513 |
|
|
| 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 |
1.0538 |
0.0352 |
3.3% |
0.0104 |
1.0% |
4% |
False |
False |
1,410 |
| 10 |
1.0891 |
1.0538 |
0.0354 |
3.3% |
0.0090 |
0.9% |
4% |
False |
False |
806 |
| 20 |
1.0911 |
1.0538 |
0.0373 |
3.5% |
0.0090 |
0.9% |
4% |
False |
False |
544 |
| 40 |
1.1024 |
1.0496 |
0.0528 |
5.0% |
0.0080 |
0.8% |
11% |
False |
False |
366 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0070 |
0.7% |
7% |
False |
False |
313 |
| 80 |
1.1524 |
1.0496 |
0.1028 |
9.7% |
0.0076 |
0.7% |
5% |
False |
False |
344 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.6% |
0.0067 |
0.6% |
5% |
False |
False |
292 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.6% |
0.0060 |
0.6% |
5% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0922 |
|
2.618 |
1.0804 |
|
1.618 |
1.0732 |
|
1.000 |
1.0688 |
|
0.618 |
1.0660 |
|
HIGH |
1.0616 |
|
0.618 |
1.0588 |
|
0.500 |
1.0580 |
|
0.382 |
1.0572 |
|
LOW |
1.0544 |
|
0.618 |
1.0500 |
|
1.000 |
1.0472 |
|
1.618 |
1.0428 |
|
2.618 |
1.0356 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0580 |
1.0650 |
| PP |
1.0571 |
1.0617 |
| S1 |
1.0562 |
1.0585 |
|