CME Euro FX (E) Future September 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 |
1.0782 |
1.0680 |
-0.0103 |
-1.0% |
1.0785 |
| High |
1.0837 |
1.0704 |
-0.0133 |
-1.2% |
1.0837 |
| Low |
1.0673 |
1.0567 |
-0.0106 |
-1.0% |
1.0567 |
| Close |
1.0690 |
1.0585 |
-0.0105 |
-1.0% |
1.0585 |
| Range |
0.0164 |
0.0137 |
-0.0027 |
-16.5% |
0.0270 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.3% |
0.0000 |
| Volume |
390,965 |
322,642 |
-68,323 |
-17.5% |
1,303,290 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0944 |
1.0660 |
|
| R3 |
1.0893 |
1.0807 |
1.0622 |
|
| R2 |
1.0756 |
1.0756 |
1.0610 |
|
| R1 |
1.0670 |
1.0670 |
1.0597 |
1.0644 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0606 |
| S1 |
1.0533 |
1.0533 |
1.0572 |
1.0507 |
| S2 |
1.0482 |
1.0482 |
1.0559 |
|
| S3 |
1.0345 |
1.0396 |
1.0547 |
|
| S4 |
1.0208 |
1.0259 |
1.0509 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1297 |
1.0733 |
|
| R3 |
1.1202 |
1.1028 |
1.0659 |
|
| R2 |
1.0932 |
1.0932 |
1.0634 |
|
| R1 |
1.0758 |
1.0758 |
1.0609 |
1.0711 |
| PP |
1.0663 |
1.0663 |
1.0663 |
1.0639 |
| S1 |
1.0489 |
1.0489 |
1.0560 |
1.0441 |
| S2 |
1.0393 |
1.0393 |
1.0535 |
|
| S3 |
1.0124 |
1.0219 |
1.0510 |
|
| S4 |
0.9854 |
0.9950 |
1.0436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0837 |
1.0567 |
0.0270 |
2.5% |
0.0102 |
1.0% |
6% |
False |
True |
260,658 |
| 10 |
1.0853 |
1.0567 |
0.0286 |
2.7% |
0.0096 |
0.9% |
6% |
False |
True |
137,848 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0094 |
0.9% |
37% |
False |
False |
70,190 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.6% |
0.0096 |
0.9% |
27% |
False |
False |
35,749 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0089 |
0.8% |
19% |
False |
False |
24,072 |
| 80 |
1.1487 |
1.0426 |
0.1062 |
10.0% |
0.0091 |
0.9% |
15% |
False |
False |
18,295 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0082 |
0.8% |
14% |
False |
False |
14,662 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0076 |
0.7% |
14% |
False |
False |
12,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1063 |
|
1.618 |
1.0926 |
|
1.000 |
1.0841 |
|
0.618 |
1.0789 |
|
HIGH |
1.0704 |
|
0.618 |
1.0652 |
|
0.500 |
1.0636 |
|
0.382 |
1.0619 |
|
LOW |
1.0567 |
|
0.618 |
1.0482 |
|
1.000 |
1.0430 |
|
1.618 |
1.0345 |
|
2.618 |
1.0208 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0702 |
| PP |
1.0619 |
1.0663 |
| S1 |
1.0602 |
1.0624 |
|