CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0708 |
0.0011 |
0.1% |
1.0741 |
| High |
1.0717 |
1.0751 |
0.0034 |
0.3% |
1.0794 |
| Low |
1.0655 |
1.0674 |
0.0019 |
0.2% |
1.0633 |
| Close |
1.0710 |
1.0718 |
0.0008 |
0.1% |
1.0725 |
| Range |
0.0062 |
0.0078 |
0.0016 |
25.0% |
0.0161 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
255,412 |
505,278 |
249,866 |
97.8% |
714,986 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0910 |
1.0760 |
|
| R3 |
1.0869 |
1.0832 |
1.0739 |
|
| R2 |
1.0792 |
1.0792 |
1.0732 |
|
| R1 |
1.0755 |
1.0755 |
1.0725 |
1.0773 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0723 |
| S1 |
1.0677 |
1.0677 |
1.0710 |
1.0696 |
| S2 |
1.0637 |
1.0637 |
1.0703 |
|
| S3 |
1.0559 |
1.0600 |
1.0696 |
|
| S4 |
1.0482 |
1.0522 |
1.0675 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1123 |
1.0813 |
|
| R3 |
1.1039 |
1.0962 |
1.0769 |
|
| R2 |
1.0878 |
1.0878 |
1.0754 |
|
| R1 |
1.0801 |
1.0801 |
1.0739 |
1.0759 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0696 |
| S1 |
1.0640 |
1.0640 |
1.0710 |
1.0598 |
| S2 |
1.0556 |
1.0556 |
1.0695 |
|
| S3 |
1.0395 |
1.0479 |
1.0680 |
|
| S4 |
1.0234 |
1.0318 |
1.0636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0768 |
1.0649 |
0.0120 |
1.1% |
0.0075 |
0.7% |
58% |
False |
False |
228,939 |
| 10 |
1.0794 |
1.0633 |
0.0161 |
1.5% |
0.0083 |
0.8% |
53% |
False |
False |
204,401 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.0% |
0.0094 |
0.9% |
82% |
False |
False |
198,098 |
| 40 |
1.0959 |
1.0362 |
0.0597 |
5.6% |
0.0097 |
0.9% |
60% |
False |
False |
194,016 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0093 |
0.9% |
42% |
False |
False |
187,045 |
| 80 |
1.1438 |
1.0362 |
0.1076 |
10.0% |
0.0097 |
0.9% |
33% |
False |
False |
159,546 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0092 |
0.9% |
30% |
False |
False |
127,871 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0087 |
0.8% |
30% |
False |
False |
106,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0954 |
|
1.618 |
1.0876 |
|
1.000 |
1.0829 |
|
0.618 |
1.0799 |
|
HIGH |
1.0751 |
|
0.618 |
1.0721 |
|
0.500 |
1.0712 |
|
0.382 |
1.0703 |
|
LOW |
1.0674 |
|
0.618 |
1.0626 |
|
1.000 |
1.0596 |
|
1.618 |
1.0548 |
|
2.618 |
1.0471 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0716 |
1.0713 |
| PP |
1.0714 |
1.0709 |
| S1 |
1.0712 |
1.0705 |
|