CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0484 |
1.0512 |
0.0028 |
0.3% |
1.0785 |
| High |
1.0578 |
1.0668 |
0.0091 |
0.9% |
1.0837 |
| Low |
1.0428 |
1.0447 |
0.0019 |
0.2% |
1.0567 |
| Close |
1.0493 |
1.0643 |
0.0150 |
1.4% |
1.0585 |
| Range |
0.0150 |
0.0222 |
0.0072 |
48.2% |
0.0270 |
| ATR |
0.0102 |
0.0110 |
0.0009 |
8.4% |
0.0000 |
| Volume |
297,318 |
267,046 |
-30,272 |
-10.2% |
1,303,290 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1168 |
1.0764 |
|
| R3 |
1.1029 |
1.0946 |
1.0703 |
|
| R2 |
1.0807 |
1.0807 |
1.0683 |
|
| R1 |
1.0725 |
1.0725 |
1.0663 |
1.0766 |
| PP |
1.0586 |
1.0586 |
1.0586 |
1.0606 |
| S1 |
1.0503 |
1.0503 |
1.0622 |
1.0545 |
| S2 |
1.0364 |
1.0364 |
1.0602 |
|
| S3 |
1.0143 |
1.0282 |
1.0582 |
|
| S4 |
0.9921 |
1.0060 |
1.0521 |
|
|
| 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 |
1.0704 |
1.0428 |
0.0276 |
2.6% |
0.0142 |
1.3% |
78% |
False |
False |
268,731 |
| 10 |
1.0837 |
1.0428 |
0.0409 |
3.8% |
0.0114 |
1.1% |
53% |
False |
False |
233,675 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0106 |
1.0% |
50% |
False |
False |
120,915 |
| 40 |
1.1020 |
1.0426 |
0.0595 |
5.6% |
0.0102 |
1.0% |
37% |
False |
False |
61,199 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0092 |
0.9% |
26% |
False |
False |
41,042 |
| 80 |
1.1420 |
1.0426 |
0.0995 |
9.3% |
0.0096 |
0.9% |
22% |
False |
False |
31,045 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0087 |
0.8% |
19% |
False |
False |
24,866 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0079 |
0.7% |
19% |
False |
False |
20,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1609 |
|
2.618 |
1.1248 |
|
1.618 |
1.1026 |
|
1.000 |
1.0890 |
|
0.618 |
1.0805 |
|
HIGH |
1.0668 |
|
0.618 |
1.0583 |
|
0.500 |
1.0557 |
|
0.382 |
1.0531 |
|
LOW |
1.0447 |
|
0.618 |
1.0310 |
|
1.000 |
1.0225 |
|
1.618 |
1.0088 |
|
2.618 |
0.9867 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0614 |
1.0611 |
| PP |
1.0586 |
1.0580 |
| S1 |
1.0557 |
1.0548 |
|