CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2022 |
27-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0656 |
1.0692 |
0.0036 |
0.3% |
1.0625 |
| High |
1.0710 |
1.0750 |
0.0040 |
0.4% |
1.0737 |
| Low |
1.0654 |
1.0691 |
0.0038 |
0.4% |
1.0613 |
| Close |
1.0688 |
1.0724 |
0.0036 |
0.3% |
1.0688 |
| Range |
0.0057 |
0.0059 |
0.0003 |
4.4% |
0.0124 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
1,697 |
446 |
-1,251 |
-73.7% |
3,524 |
|
| Daily Pivots for day following 27-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0870 |
1.0756 |
|
| R3 |
1.0840 |
1.0811 |
1.0740 |
|
| R2 |
1.0781 |
1.0781 |
1.0734 |
|
| R1 |
1.0752 |
1.0752 |
1.0729 |
1.0766 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0729 |
| S1 |
1.0693 |
1.0693 |
1.0718 |
1.0707 |
| S2 |
1.0663 |
1.0663 |
1.0713 |
|
| S3 |
1.0604 |
1.0634 |
1.0707 |
|
| S4 |
1.0545 |
1.0575 |
1.0691 |
|
|
| 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 |
1.0750 |
1.0613 |
0.0137 |
1.3% |
0.0084 |
0.8% |
81% |
True |
False |
794 |
| 10 |
1.0750 |
1.0512 |
0.0239 |
2.2% |
0.0103 |
1.0% |
89% |
True |
False |
988 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0097 |
0.9% |
53% |
False |
False |
829 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0090 |
0.8% |
55% |
False |
False |
488 |
| 60 |
1.1296 |
1.0496 |
0.0800 |
7.5% |
0.0077 |
0.7% |
28% |
False |
False |
403 |
| 80 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0078 |
0.7% |
27% |
False |
False |
399 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0073 |
0.7% |
20% |
False |
False |
357 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0066 |
0.6% |
20% |
False |
False |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0904 |
|
1.618 |
1.0845 |
|
1.000 |
1.0809 |
|
0.618 |
1.0786 |
|
HIGH |
1.0750 |
|
0.618 |
1.0727 |
|
0.500 |
1.0721 |
|
0.382 |
1.0714 |
|
LOW |
1.0691 |
|
0.618 |
1.0655 |
|
1.000 |
1.0632 |
|
1.618 |
1.0596 |
|
2.618 |
1.0537 |
|
4.250 |
1.0440 |
|
|
| Fisher Pivots for day following 27-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0723 |
1.0712 |
| PP |
1.0722 |
1.0701 |
| S1 |
1.0721 |
1.0690 |
|