CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0619 |
-0.0100 |
-0.9% |
1.0722 |
| High |
1.0775 |
1.0643 |
-0.0133 |
-1.2% |
1.0775 |
| Low |
1.0612 |
1.0506 |
-0.0106 |
-1.0% |
1.0506 |
| Close |
1.0628 |
1.0522 |
-0.0106 |
-1.0% |
1.0522 |
| Range |
0.0164 |
0.0137 |
-0.0027 |
-16.2% |
0.0270 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.0% |
0.0000 |
| Volume |
512,937 |
137,507 |
-375,430 |
-73.2% |
1,541,870 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0882 |
1.0597 |
|
| R3 |
1.0831 |
1.0745 |
1.0560 |
|
| R2 |
1.0694 |
1.0694 |
1.0547 |
|
| R1 |
1.0608 |
1.0608 |
1.0535 |
1.0582 |
| PP |
1.0557 |
1.0557 |
1.0557 |
1.0544 |
| S1 |
1.0471 |
1.0471 |
1.0509 |
1.0445 |
| S2 |
1.0420 |
1.0420 |
1.0497 |
|
| S3 |
1.0283 |
1.0334 |
1.0484 |
|
| S4 |
1.0146 |
1.0197 |
1.0447 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1235 |
1.0670 |
|
| R3 |
1.1140 |
1.0966 |
1.0596 |
|
| R2 |
1.0870 |
1.0870 |
1.0571 |
|
| R1 |
1.0696 |
1.0696 |
1.0547 |
1.0649 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0577 |
| S1 |
1.0427 |
1.0427 |
1.0497 |
1.0379 |
| S2 |
1.0331 |
1.0331 |
1.0473 |
|
| S3 |
1.0062 |
1.0157 |
1.0448 |
|
| S4 |
0.9792 |
0.9888 |
1.0374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0775 |
1.0506 |
0.0270 |
2.6% |
0.0102 |
1.0% |
6% |
False |
True |
308,374 |
| 10 |
1.0794 |
1.0506 |
0.0288 |
2.7% |
0.0096 |
0.9% |
6% |
False |
True |
241,370 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.1% |
0.0096 |
0.9% |
37% |
False |
False |
205,817 |
| 40 |
1.0959 |
1.0362 |
0.0597 |
5.7% |
0.0100 |
1.0% |
27% |
False |
False |
202,427 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.1% |
0.0095 |
0.9% |
19% |
False |
False |
190,962 |
| 80 |
1.1438 |
1.0362 |
0.1076 |
10.2% |
0.0099 |
0.9% |
15% |
False |
False |
167,632 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.2% |
0.0094 |
0.9% |
14% |
False |
False |
134,364 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.2% |
0.0088 |
0.8% |
14% |
False |
False |
112,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.1001 |
|
1.618 |
1.0864 |
|
1.000 |
1.0780 |
|
0.618 |
1.0727 |
|
HIGH |
1.0643 |
|
0.618 |
1.0590 |
|
0.500 |
1.0574 |
|
0.382 |
1.0558 |
|
LOW |
1.0506 |
|
0.618 |
1.0421 |
|
1.000 |
1.0369 |
|
1.618 |
1.0284 |
|
2.618 |
1.0147 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0640 |
| PP |
1.0557 |
1.0601 |
| S1 |
1.0539 |
1.0561 |
|