CME Euro FX (E) Future September 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 |
1.0680 |
1.0577 |
-0.0103 |
-1.0% |
1.0785 |
| High |
1.0704 |
1.0583 |
-0.0122 |
-1.1% |
1.0837 |
| Low |
1.0567 |
1.0469 |
-0.0099 |
-0.9% |
1.0567 |
| Close |
1.0585 |
1.0489 |
-0.0096 |
-0.9% |
1.0585 |
| Range |
0.0137 |
0.0114 |
-0.0023 |
-16.8% |
0.0270 |
| ATR |
0.0097 |
0.0099 |
0.0001 |
1.4% |
0.0000 |
| Volume |
322,642 |
236,882 |
-85,760 |
-26.6% |
1,303,290 |
|
| Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0786 |
1.0551 |
|
| R3 |
1.0741 |
1.0672 |
1.0520 |
|
| R2 |
1.0627 |
1.0627 |
1.0509 |
|
| R1 |
1.0558 |
1.0558 |
1.0499 |
1.0536 |
| PP |
1.0513 |
1.0513 |
1.0513 |
1.0502 |
| S1 |
1.0444 |
1.0444 |
1.0478 |
1.0422 |
| S2 |
1.0399 |
1.0399 |
1.0468 |
|
| S3 |
1.0285 |
1.0330 |
1.0457 |
|
| S4 |
1.0171 |
1.0216 |
1.0426 |
|
|
| 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 |
1.0469 |
0.0368 |
3.5% |
0.0111 |
1.1% |
5% |
False |
True |
299,363 |
| 10 |
1.0853 |
1.0469 |
0.0385 |
3.7% |
0.0101 |
1.0% |
5% |
False |
True |
161,242 |
| 20 |
1.0853 |
1.0467 |
0.0387 |
3.7% |
0.0096 |
0.9% |
6% |
False |
False |
81,937 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.7% |
0.0095 |
0.9% |
11% |
False |
False |
41,640 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0088 |
0.8% |
7% |
False |
False |
28,012 |
| 80 |
1.1478 |
1.0426 |
0.1053 |
10.0% |
0.0092 |
0.9% |
6% |
False |
False |
21,254 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0083 |
0.8% |
6% |
False |
False |
17,030 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0076 |
0.7% |
6% |
False |
False |
14,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0881 |
|
1.618 |
1.0767 |
|
1.000 |
1.0697 |
|
0.618 |
1.0653 |
|
HIGH |
1.0583 |
|
0.618 |
1.0539 |
|
0.500 |
1.0526 |
|
0.382 |
1.0512 |
|
LOW |
1.0469 |
|
0.618 |
1.0398 |
|
1.000 |
1.0355 |
|
1.618 |
1.0284 |
|
2.618 |
1.0170 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 13-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0526 |
1.0653 |
| PP |
1.0513 |
1.0598 |
| S1 |
1.0501 |
1.0543 |
|