CME Euro FX (E) Future September 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 |
1.0769 |
1.0782 |
0.0014 |
0.1% |
1.0799 |
| High |
1.0813 |
1.0837 |
0.0024 |
0.2% |
1.0853 |
| Low |
1.0734 |
1.0673 |
-0.0062 |
-0.6% |
1.0694 |
| Close |
1.0779 |
1.0690 |
-0.0089 |
-0.8% |
1.0786 |
| Range |
0.0079 |
0.0164 |
0.0086 |
108.9% |
0.0160 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
6.1% |
0.0000 |
| Volume |
407,537 |
390,965 |
-16,572 |
-4.1% |
72,255 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1121 |
1.0780 |
|
| R3 |
1.1061 |
1.0957 |
1.0735 |
|
| R2 |
1.0897 |
1.0897 |
1.0720 |
|
| R1 |
1.0793 |
1.0793 |
1.0705 |
1.0763 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0718 |
| S1 |
1.0629 |
1.0629 |
1.0674 |
1.0599 |
| S2 |
1.0569 |
1.0569 |
1.0659 |
|
| S3 |
1.0405 |
1.0465 |
1.0644 |
|
| S4 |
1.0241 |
1.0301 |
1.0599 |
|
|
| 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 |
1.0837 |
1.0673 |
0.0164 |
1.5% |
0.0087 |
0.8% |
10% |
True |
True |
198,620 |
| 10 |
1.0853 |
1.0673 |
0.0181 |
1.7% |
0.0089 |
0.8% |
9% |
False |
True |
105,924 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0096 |
0.9% |
62% |
False |
False |
54,282 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.6% |
0.0094 |
0.9% |
44% |
False |
False |
27,705 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0088 |
0.8% |
31% |
False |
False |
18,707 |
| 80 |
1.1487 |
1.0426 |
0.1062 |
9.9% |
0.0090 |
0.8% |
25% |
False |
False |
14,265 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0082 |
0.8% |
23% |
False |
False |
11,438 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0075 |
0.7% |
23% |
False |
False |
9,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1266 |
|
1.618 |
1.1102 |
|
1.000 |
1.1001 |
|
0.618 |
1.0938 |
|
HIGH |
1.0837 |
|
0.618 |
1.0774 |
|
0.500 |
1.0755 |
|
0.382 |
1.0735 |
|
LOW |
1.0673 |
|
0.618 |
1.0571 |
|
1.000 |
1.0509 |
|
1.618 |
1.0407 |
|
2.618 |
1.0243 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0755 |
1.0755 |
| PP |
1.0733 |
1.0733 |
| S1 |
1.0711 |
1.0711 |
|