CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 13-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0508 |
-0.0111 |
-1.0% |
1.0722 |
| High |
1.0643 |
1.0519 |
-0.0124 |
-1.2% |
1.0775 |
| Low |
1.0506 |
1.0430 |
-0.0076 |
-0.7% |
1.0506 |
| Close |
1.0522 |
1.0432 |
-0.0091 |
-0.9% |
1.0522 |
| Range |
0.0137 |
0.0090 |
-0.0048 |
-34.7% |
0.0270 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
137,507 |
11,145 |
-126,362 |
-91.9% |
1,541,870 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0670 |
1.0481 |
|
| R3 |
1.0639 |
1.0580 |
1.0456 |
|
| R2 |
1.0550 |
1.0550 |
1.0448 |
|
| R1 |
1.0491 |
1.0491 |
1.0440 |
1.0475 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0452 |
| S1 |
1.0401 |
1.0401 |
1.0423 |
1.0386 |
| S2 |
1.0371 |
1.0371 |
1.0415 |
|
| S3 |
1.0281 |
1.0312 |
1.0407 |
|
| S4 |
1.0192 |
1.0222 |
1.0382 |
|
|
| 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 |
1.0430 |
0.0346 |
3.3% |
0.0106 |
1.0% |
1% |
False |
True |
284,455 |
| 10 |
1.0794 |
1.0430 |
0.0364 |
3.5% |
0.0099 |
0.9% |
1% |
False |
True |
226,800 |
| 20 |
1.0794 |
1.0401 |
0.0393 |
3.8% |
0.0097 |
0.9% |
8% |
False |
False |
197,223 |
| 40 |
1.0959 |
1.0362 |
0.0597 |
5.7% |
0.0098 |
0.9% |
12% |
False |
False |
195,937 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.2% |
0.0094 |
0.9% |
8% |
False |
False |
188,032 |
| 80 |
1.1430 |
1.0362 |
0.1069 |
10.2% |
0.0100 |
1.0% |
7% |
False |
False |
167,734 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0094 |
0.9% |
6% |
False |
False |
134,473 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0089 |
0.9% |
6% |
False |
False |
112,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0753 |
|
1.618 |
1.0664 |
|
1.000 |
1.0609 |
|
0.618 |
1.0574 |
|
HIGH |
1.0519 |
|
0.618 |
1.0485 |
|
0.500 |
1.0474 |
|
0.382 |
1.0464 |
|
LOW |
1.0430 |
|
0.618 |
1.0374 |
|
1.000 |
1.0340 |
|
1.618 |
1.0285 |
|
2.618 |
1.0195 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0474 |
1.0602 |
| PP |
1.0460 |
1.0545 |
| S1 |
1.0446 |
1.0488 |
|