CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0758 |
-0.0027 |
-0.3% |
1.0799 |
| High |
1.0816 |
1.0777 |
-0.0039 |
-0.4% |
1.0853 |
| Low |
1.0748 |
1.0716 |
-0.0032 |
-0.3% |
1.0694 |
| Close |
1.0754 |
1.0770 |
0.0016 |
0.1% |
1.0786 |
| Range |
0.0069 |
0.0062 |
-0.0007 |
-10.2% |
0.0160 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
43,355 |
138,791 |
95,436 |
220.1% |
72,255 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0916 |
1.0804 |
|
| R3 |
1.0877 |
1.0854 |
1.0787 |
|
| R2 |
1.0816 |
1.0816 |
1.0781 |
|
| R1 |
1.0793 |
1.0793 |
1.0776 |
1.0804 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0760 |
| S1 |
1.0731 |
1.0731 |
1.0764 |
1.0743 |
| S2 |
1.0693 |
1.0693 |
1.0759 |
|
| S3 |
1.0631 |
1.0670 |
1.0753 |
|
| S4 |
1.0570 |
1.0608 |
1.0736 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1180 |
1.0873 |
|
| R3 |
1.1096 |
1.1021 |
1.0829 |
|
| R2 |
1.0937 |
1.0937 |
1.0815 |
|
| R1 |
1.0861 |
1.0861 |
1.0800 |
1.0819 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0756 |
| S1 |
1.0702 |
1.0702 |
1.0771 |
1.0660 |
| S2 |
1.0618 |
1.0618 |
1.0756 |
|
| S3 |
1.0458 |
1.0542 |
1.0742 |
|
| S4 |
1.0299 |
1.0383 |
1.0698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0829 |
1.0694 |
0.0136 |
1.3% |
0.0081 |
0.8% |
56% |
False |
False |
48,176 |
| 10 |
1.0853 |
1.0694 |
0.0160 |
1.5% |
0.0082 |
0.8% |
48% |
False |
False |
26,604 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0090 |
0.8% |
81% |
False |
False |
14,505 |
| 40 |
1.1021 |
1.0426 |
0.0596 |
5.5% |
0.0092 |
0.8% |
58% |
False |
False |
7,799 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0087 |
0.8% |
41% |
False |
False |
5,421 |
| 80 |
1.1510 |
1.0426 |
0.1085 |
10.1% |
0.0089 |
0.8% |
32% |
False |
False |
4,288 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0080 |
0.7% |
30% |
False |
False |
3,457 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0074 |
0.7% |
30% |
False |
False |
2,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0938 |
|
1.618 |
1.0877 |
|
1.000 |
1.0839 |
|
0.618 |
1.0815 |
|
HIGH |
1.0777 |
|
0.618 |
1.0754 |
|
0.500 |
1.0746 |
|
0.382 |
1.0739 |
|
LOW |
1.0716 |
|
0.618 |
1.0677 |
|
1.000 |
1.0654 |
|
1.618 |
1.0616 |
|
2.618 |
1.0554 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0772 |
| PP |
1.0754 |
1.0772 |
| S1 |
1.0746 |
1.0771 |
|