CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0723 |
1.0661 |
-0.0062 |
-0.6% |
1.0625 |
| High |
1.0744 |
1.0666 |
-0.0078 |
-0.7% |
1.0737 |
| Low |
1.0644 |
1.0571 |
-0.0073 |
-0.7% |
1.0613 |
| Close |
1.0659 |
1.0577 |
-0.0083 |
-0.8% |
1.0688 |
| Range |
0.0100 |
0.0095 |
-0.0005 |
-5.0% |
0.0124 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
598 |
373 |
-225 |
-37.6% |
3,524 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0890 |
1.0828 |
1.0629 |
|
| R3 |
1.0795 |
1.0733 |
1.0603 |
|
| R2 |
1.0700 |
1.0700 |
1.0594 |
|
| R1 |
1.0638 |
1.0638 |
1.0585 |
1.0621 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0596 |
| S1 |
1.0543 |
1.0543 |
1.0568 |
1.0526 |
| S2 |
1.0510 |
1.0510 |
1.0559 |
|
| S3 |
1.0415 |
1.0448 |
1.0550 |
|
| S4 |
1.0320 |
1.0353 |
1.0524 |
|
|
| 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 |
1.0571 |
0.0179 |
1.7% |
0.0080 |
0.8% |
3% |
False |
True |
698 |
| 10 |
1.0750 |
1.0512 |
0.0239 |
2.3% |
0.0107 |
1.0% |
27% |
False |
False |
831 |
| 20 |
1.0891 |
1.0512 |
0.0380 |
3.6% |
0.0099 |
0.9% |
17% |
False |
False |
819 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0092 |
0.9% |
19% |
False |
False |
511 |
| 60 |
1.1193 |
1.0496 |
0.0697 |
6.6% |
0.0078 |
0.7% |
12% |
False |
False |
415 |
| 80 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0077 |
0.7% |
10% |
False |
False |
375 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0075 |
0.7% |
7% |
False |
False |
365 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0067 |
0.6% |
7% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.0915 |
|
1.618 |
1.0820 |
|
1.000 |
1.0761 |
|
0.618 |
1.0725 |
|
HIGH |
1.0666 |
|
0.618 |
1.0630 |
|
0.500 |
1.0619 |
|
0.382 |
1.0607 |
|
LOW |
1.0571 |
|
0.618 |
1.0512 |
|
1.000 |
1.0476 |
|
1.618 |
1.0417 |
|
2.618 |
1.0322 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0661 |
| PP |
1.0605 |
1.0633 |
| S1 |
1.0591 |
1.0605 |
|