CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0478 |
1.0484 |
0.0006 |
0.1% |
1.0785 |
| High |
1.0554 |
1.0578 |
0.0024 |
0.2% |
1.0837 |
| Low |
1.0464 |
1.0428 |
-0.0036 |
-0.3% |
1.0567 |
| Close |
1.0481 |
1.0493 |
0.0012 |
0.1% |
1.0585 |
| Range |
0.0090 |
0.0150 |
0.0060 |
67.0% |
0.0270 |
| ATR |
0.0098 |
0.0102 |
0.0004 |
3.8% |
0.0000 |
| Volume |
219,770 |
297,318 |
77,548 |
35.3% |
1,303,290 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0870 |
1.0575 |
|
| R3 |
1.0798 |
1.0720 |
1.0534 |
|
| R2 |
1.0649 |
1.0649 |
1.0520 |
|
| R1 |
1.0571 |
1.0571 |
1.0506 |
1.0610 |
| PP |
1.0499 |
1.0499 |
1.0499 |
1.0519 |
| S1 |
1.0421 |
1.0421 |
1.0479 |
1.0460 |
| S2 |
1.0350 |
1.0350 |
1.0465 |
|
| S3 |
1.0200 |
1.0272 |
1.0451 |
|
| S4 |
1.0051 |
1.0122 |
1.0410 |
|
|
| 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 |
1.0428 |
0.0409 |
3.9% |
0.0131 |
1.2% |
16% |
False |
True |
293,515 |
| 10 |
1.0837 |
1.0428 |
0.0409 |
3.9% |
0.0103 |
1.0% |
16% |
False |
True |
208,492 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.1% |
0.0100 |
1.0% |
15% |
False |
True |
107,672 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.7% |
0.0098 |
0.9% |
11% |
False |
False |
54,548 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0090 |
0.9% |
8% |
False |
False |
36,615 |
| 80 |
1.1478 |
1.0426 |
0.1053 |
10.0% |
0.0094 |
0.9% |
6% |
False |
False |
27,715 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0085 |
0.8% |
6% |
False |
False |
22,197 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0078 |
0.7% |
6% |
False |
False |
18,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.0969 |
|
1.618 |
1.0819 |
|
1.000 |
1.0727 |
|
0.618 |
1.0670 |
|
HIGH |
1.0578 |
|
0.618 |
1.0520 |
|
0.500 |
1.0503 |
|
0.382 |
1.0485 |
|
LOW |
1.0428 |
|
0.618 |
1.0336 |
|
1.000 |
1.0279 |
|
1.618 |
1.0186 |
|
2.618 |
1.0037 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0505 |
| PP |
1.0499 |
1.0501 |
| S1 |
1.0496 |
1.0497 |
|