CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0661 |
1.0577 |
-0.0084 |
-0.8% |
1.0625 |
| High |
1.0666 |
1.0616 |
-0.0050 |
-0.5% |
1.0737 |
| Low |
1.0571 |
1.0517 |
-0.0055 |
-0.5% |
1.0613 |
| Close |
1.0577 |
1.0614 |
0.0038 |
0.4% |
1.0688 |
| Range |
0.0095 |
0.0100 |
0.0005 |
4.7% |
0.0124 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
373 |
830 |
457 |
122.5% |
3,524 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0847 |
1.0669 |
|
| R3 |
1.0781 |
1.0747 |
1.0641 |
|
| R2 |
1.0682 |
1.0682 |
1.0632 |
|
| R1 |
1.0648 |
1.0648 |
1.0623 |
1.0665 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0591 |
| S1 |
1.0548 |
1.0548 |
1.0605 |
1.0565 |
| S2 |
1.0483 |
1.0483 |
1.0596 |
|
| S3 |
1.0383 |
1.0449 |
1.0587 |
|
| S4 |
1.0284 |
1.0349 |
1.0559 |
|
|
| 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 |
1.0517 |
0.0234 |
2.2% |
0.0082 |
0.8% |
42% |
False |
True |
788 |
| 10 |
1.0750 |
1.0517 |
0.0234 |
2.2% |
0.0104 |
1.0% |
42% |
False |
True |
765 |
| 20 |
1.0891 |
1.0512 |
0.0380 |
3.6% |
0.0099 |
0.9% |
27% |
False |
False |
841 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0093 |
0.9% |
28% |
False |
False |
529 |
| 60 |
1.1116 |
1.0496 |
0.0620 |
5.8% |
0.0079 |
0.7% |
19% |
False |
False |
427 |
| 80 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0077 |
0.7% |
14% |
False |
False |
380 |
| 100 |
1.1601 |
1.0496 |
0.1105 |
10.4% |
0.0075 |
0.7% |
11% |
False |
False |
372 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0068 |
0.6% |
11% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0876 |
|
1.618 |
1.0777 |
|
1.000 |
1.0716 |
|
0.618 |
1.0677 |
|
HIGH |
1.0616 |
|
0.618 |
1.0578 |
|
0.500 |
1.0566 |
|
0.382 |
1.0555 |
|
LOW |
1.0517 |
|
0.618 |
1.0455 |
|
1.000 |
1.0417 |
|
1.618 |
1.0356 |
|
2.618 |
1.0256 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0598 |
1.0630 |
| PP |
1.0582 |
1.0625 |
| S1 |
1.0566 |
1.0619 |
|