CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0676 |
1.0710 |
0.0034 |
0.3% |
1.0626 |
| High |
1.0737 |
1.0716 |
-0.0021 |
-0.2% |
1.0733 |
| Low |
1.0613 |
1.0629 |
0.0016 |
0.2% |
1.0512 |
| Close |
1.0709 |
1.0661 |
-0.0048 |
-0.4% |
1.0632 |
| Range |
0.0124 |
0.0087 |
-0.0037 |
-29.8% |
0.0222 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
602 |
377 |
-225 |
-37.4% |
5,916 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0882 |
1.0709 |
|
| R3 |
1.0843 |
1.0795 |
1.0685 |
|
| R2 |
1.0756 |
1.0756 |
1.0677 |
|
| R1 |
1.0708 |
1.0708 |
1.0669 |
1.0689 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0659 |
| S1 |
1.0621 |
1.0621 |
1.0653 |
1.0602 |
| S2 |
1.0582 |
1.0582 |
1.0645 |
|
| S3 |
1.0495 |
1.0534 |
1.0637 |
|
| S4 |
1.0408 |
1.0447 |
1.0613 |
|
|
| 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 |
1.0520 |
0.0218 |
2.0% |
0.0126 |
1.2% |
65% |
False |
False |
742 |
| 10 |
1.0890 |
1.0512 |
0.0378 |
3.5% |
0.0121 |
1.1% |
40% |
False |
False |
1,195 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0098 |
0.9% |
37% |
False |
False |
743 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0091 |
0.9% |
40% |
False |
False |
441 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0078 |
0.7% |
20% |
False |
False |
379 |
| 80 |
1.1354 |
1.0496 |
0.0858 |
8.0% |
0.0079 |
0.7% |
19% |
False |
False |
381 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0073 |
0.7% |
15% |
False |
False |
338 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0066 |
0.6% |
15% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.0944 |
|
1.618 |
1.0857 |
|
1.000 |
1.0803 |
|
0.618 |
1.0770 |
|
HIGH |
1.0716 |
|
0.618 |
1.0683 |
|
0.500 |
1.0673 |
|
0.382 |
1.0662 |
|
LOW |
1.0629 |
|
0.618 |
1.0575 |
|
1.000 |
1.0542 |
|
1.618 |
1.0488 |
|
2.618 |
1.0401 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0675 |
| PP |
1.0669 |
1.0670 |
| S1 |
1.0665 |
1.0666 |
|