CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0656 |
-0.0054 |
-0.5% |
1.0625 |
| High |
1.0716 |
1.0710 |
-0.0006 |
-0.1% |
1.0737 |
| Low |
1.0629 |
1.0654 |
0.0025 |
0.2% |
1.0613 |
| Close |
1.0661 |
1.0688 |
0.0027 |
0.3% |
1.0688 |
| Range |
0.0087 |
0.0057 |
-0.0031 |
-35.1% |
0.0124 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
377 |
1,697 |
1,320 |
350.1% |
3,524 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0827 |
1.0719 |
|
| R3 |
1.0797 |
1.0771 |
1.0704 |
|
| R2 |
1.0740 |
1.0740 |
1.0698 |
|
| R1 |
1.0714 |
1.0714 |
1.0693 |
1.0727 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0690 |
| S1 |
1.0658 |
1.0658 |
1.0683 |
1.0671 |
| S2 |
1.0627 |
1.0627 |
1.0678 |
|
| S3 |
1.0571 |
1.0601 |
1.0672 |
|
| S4 |
1.0514 |
1.0545 |
1.0657 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0994 |
1.0756 |
|
| R3 |
1.0927 |
1.0870 |
1.0722 |
|
| R2 |
1.0803 |
1.0803 |
1.0711 |
|
| R1 |
1.0746 |
1.0746 |
1.0699 |
1.0775 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0694 |
| S1 |
1.0622 |
1.0622 |
1.0677 |
1.0651 |
| S2 |
1.0555 |
1.0555 |
1.0665 |
|
| S3 |
1.0431 |
1.0498 |
1.0654 |
|
| S4 |
1.0307 |
1.0374 |
1.0620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0737 |
1.0586 |
0.0151 |
1.4% |
0.0094 |
0.9% |
68% |
False |
False |
759 |
| 10 |
1.0762 |
1.0512 |
0.0251 |
2.3% |
0.0111 |
1.0% |
70% |
False |
False |
1,066 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0096 |
0.9% |
44% |
False |
False |
811 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0089 |
0.8% |
46% |
False |
False |
479 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0077 |
0.7% |
23% |
False |
False |
400 |
| 80 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0078 |
0.7% |
23% |
False |
False |
399 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0073 |
0.7% |
17% |
False |
False |
353 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0066 |
0.6% |
17% |
False |
False |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0950 |
|
2.618 |
1.0858 |
|
1.618 |
1.0801 |
|
1.000 |
1.0767 |
|
0.618 |
1.0745 |
|
HIGH |
1.0710 |
|
0.618 |
1.0688 |
|
0.500 |
1.0682 |
|
0.382 |
1.0675 |
|
LOW |
1.0654 |
|
0.618 |
1.0619 |
|
1.000 |
1.0597 |
|
1.618 |
1.0562 |
|
2.618 |
1.0506 |
|
4.250 |
1.0413 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0686 |
1.0684 |
| PP |
1.0684 |
1.0679 |
| S1 |
1.0682 |
1.0675 |
|