CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0588 |
1.0694 |
0.0106 |
1.0% |
1.0626 |
| High |
1.0733 |
1.0694 |
-0.0040 |
-0.4% |
1.0733 |
| Low |
1.0520 |
1.0586 |
0.0067 |
0.6% |
1.0512 |
| Close |
1.0715 |
1.0632 |
-0.0084 |
-0.8% |
1.0632 |
| Range |
0.0214 |
0.0108 |
-0.0106 |
-49.6% |
0.0222 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,613 |
272 |
-1,341 |
-83.1% |
5,916 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0903 |
1.0691 |
|
| R3 |
1.0852 |
1.0796 |
1.0661 |
|
| R2 |
1.0745 |
1.0745 |
1.0651 |
|
| R1 |
1.0688 |
1.0688 |
1.0641 |
1.0663 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0624 |
| S1 |
1.0581 |
1.0581 |
1.0622 |
1.0555 |
| S2 |
1.0530 |
1.0530 |
1.0612 |
|
| S3 |
1.0422 |
1.0473 |
1.0602 |
|
| S4 |
1.0315 |
1.0366 |
1.0572 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1182 |
1.0753 |
|
| R3 |
1.1068 |
1.0961 |
1.0692 |
|
| R2 |
1.0847 |
1.0847 |
1.0672 |
|
| R1 |
1.0739 |
1.0739 |
1.0652 |
1.0793 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0652 |
| S1 |
1.0518 |
1.0518 |
1.0611 |
1.0572 |
| S2 |
1.0404 |
1.0404 |
1.0591 |
|
| S3 |
1.0182 |
1.0296 |
1.0571 |
|
| S4 |
0.9961 |
1.0075 |
1.0510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0733 |
1.0512 |
0.0222 |
2.1% |
0.0122 |
1.2% |
54% |
False |
False |
1,183 |
| 10 |
1.0890 |
1.0512 |
0.0378 |
3.6% |
0.0109 |
1.0% |
32% |
False |
False |
1,090 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.8% |
0.0096 |
0.9% |
30% |
False |
False |
676 |
| 40 |
1.1010 |
1.0496 |
0.0514 |
4.8% |
0.0089 |
0.8% |
26% |
False |
False |
436 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0075 |
0.7% |
16% |
False |
False |
359 |
| 80 |
1.1455 |
1.0496 |
0.0959 |
9.0% |
0.0079 |
0.7% |
14% |
False |
False |
382 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0071 |
0.7% |
12% |
False |
False |
325 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0064 |
0.6% |
12% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.0975 |
|
1.618 |
1.0867 |
|
1.000 |
1.0801 |
|
0.618 |
1.0760 |
|
HIGH |
1.0694 |
|
0.618 |
1.0652 |
|
0.500 |
1.0640 |
|
0.382 |
1.0627 |
|
LOW |
1.0586 |
|
0.618 |
1.0520 |
|
1.000 |
1.0479 |
|
1.618 |
1.0412 |
|
2.618 |
1.0305 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0628 |
| PP |
1.0637 |
1.0625 |
| S1 |
1.0634 |
1.0622 |
|