CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 09-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0708 |
1.0719 |
0.0012 |
0.1% |
1.0741 |
| High |
1.0751 |
1.0775 |
0.0024 |
0.2% |
1.0794 |
| Low |
1.0674 |
1.0612 |
-0.0062 |
-0.6% |
1.0633 |
| Close |
1.0718 |
1.0628 |
-0.0090 |
-0.8% |
1.0725 |
| Range |
0.0078 |
0.0164 |
0.0086 |
111.0% |
0.0161 |
| ATR |
0.0092 |
0.0097 |
0.0005 |
5.6% |
0.0000 |
| Volume |
505,278 |
512,937 |
7,659 |
1.5% |
714,986 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1059 |
1.0718 |
|
| R3 |
1.0999 |
1.0895 |
1.0673 |
|
| R2 |
1.0835 |
1.0835 |
1.0658 |
|
| R1 |
1.0732 |
1.0732 |
1.0643 |
1.0702 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0657 |
| S1 |
1.0568 |
1.0568 |
1.0613 |
1.0538 |
| S2 |
1.0508 |
1.0508 |
1.0598 |
|
| S3 |
1.0345 |
1.0405 |
1.0583 |
|
| S4 |
1.0181 |
1.0241 |
1.0538 |
|
|
| 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 |
1.0775 |
1.0612 |
0.0164 |
1.5% |
0.0086 |
0.8% |
10% |
True |
True |
304,197 |
| 10 |
1.0794 |
1.0612 |
0.0182 |
1.7% |
0.0090 |
0.8% |
9% |
False |
True |
239,811 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.1% |
0.0098 |
0.9% |
62% |
False |
False |
212,558 |
| 40 |
1.0959 |
1.0362 |
0.0597 |
5.6% |
0.0099 |
0.9% |
45% |
False |
False |
202,804 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0094 |
0.9% |
31% |
False |
False |
192,531 |
| 80 |
1.1438 |
1.0362 |
0.1076 |
10.1% |
0.0098 |
0.9% |
25% |
False |
False |
165,940 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0093 |
0.9% |
23% |
False |
False |
132,997 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0088 |
0.8% |
23% |
False |
False |
110,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1470 |
|
2.618 |
1.1203 |
|
1.618 |
1.1040 |
|
1.000 |
1.0939 |
|
0.618 |
1.0876 |
|
HIGH |
1.0775 |
|
0.618 |
1.0713 |
|
0.500 |
1.0693 |
|
0.382 |
1.0674 |
|
LOW |
1.0612 |
|
0.618 |
1.0510 |
|
1.000 |
1.0448 |
|
1.618 |
1.0347 |
|
2.618 |
1.0183 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0693 |
1.0693 |
| PP |
1.0672 |
1.0672 |
| S1 |
1.0650 |
1.0650 |
|