CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0625 |
1.0676 |
0.0051 |
0.5% |
1.0626 |
| High |
1.0716 |
1.0737 |
0.0021 |
0.2% |
1.0733 |
| Low |
1.0621 |
1.0613 |
-0.0008 |
-0.1% |
1.0512 |
| Close |
1.0673 |
1.0709 |
0.0036 |
0.3% |
1.0632 |
| Range |
0.0096 |
0.0124 |
0.0029 |
29.8% |
0.0222 |
| ATR |
0.0103 |
0.0104 |
0.0002 |
1.5% |
0.0000 |
| Volume |
848 |
602 |
-246 |
-29.0% |
5,916 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1007 |
1.0777 |
|
| R3 |
1.0934 |
1.0883 |
1.0743 |
|
| R2 |
1.0810 |
1.0810 |
1.0731 |
|
| R1 |
1.0759 |
1.0759 |
1.0720 |
1.0785 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0699 |
| S1 |
1.0635 |
1.0635 |
1.0697 |
1.0661 |
| S2 |
1.0562 |
1.0562 |
1.0686 |
|
| S3 |
1.0438 |
1.0511 |
1.0674 |
|
| S4 |
1.0314 |
1.0387 |
1.0640 |
|
|
| 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 |
1.0737 |
1.0512 |
0.0226 |
2.1% |
0.0134 |
1.3% |
87% |
True |
False |
965 |
| 10 |
1.0890 |
1.0512 |
0.0378 |
3.5% |
0.0119 |
1.1% |
52% |
False |
False |
1,188 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0097 |
0.9% |
49% |
False |
False |
735 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0090 |
0.8% |
51% |
False |
False |
441 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0078 |
0.7% |
25% |
False |
False |
376 |
| 80 |
1.1376 |
1.0496 |
0.0880 |
8.2% |
0.0078 |
0.7% |
24% |
False |
False |
382 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0073 |
0.7% |
19% |
False |
False |
338 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0065 |
0.6% |
19% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1264 |
|
2.618 |
1.1062 |
|
1.618 |
1.0938 |
|
1.000 |
1.0861 |
|
0.618 |
1.0814 |
|
HIGH |
1.0737 |
|
0.618 |
1.0690 |
|
0.500 |
1.0675 |
|
0.382 |
1.0660 |
|
LOW |
1.0613 |
|
0.618 |
1.0536 |
|
1.000 |
1.0489 |
|
1.618 |
1.0412 |
|
2.618 |
1.0288 |
|
4.250 |
1.0086 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0697 |
1.0693 |
| PP |
1.0686 |
1.0677 |
| S1 |
1.0675 |
1.0662 |
|