CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0602 |
0.0047 |
0.4% |
1.0577 |
| High |
1.0649 |
1.0673 |
0.0025 |
0.2% |
1.0668 |
| Low |
1.0541 |
1.0535 |
-0.0006 |
-0.1% |
1.0428 |
| Close |
1.0598 |
1.0633 |
0.0036 |
0.3% |
1.0558 |
| Range |
0.0108 |
0.0139 |
0.0031 |
28.2% |
0.0240 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.7% |
0.0000 |
| Volume |
236,780 |
173,769 |
-63,011 |
-26.6% |
1,216,529 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1029 |
1.0970 |
1.0709 |
|
| R3 |
1.0891 |
1.0831 |
1.0671 |
|
| R2 |
1.0752 |
1.0752 |
1.0658 |
|
| R1 |
1.0693 |
1.0693 |
1.0646 |
1.0722 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0628 |
| S1 |
1.0554 |
1.0554 |
1.0620 |
1.0584 |
| S2 |
1.0475 |
1.0475 |
1.0608 |
|
| S3 |
1.0337 |
1.0416 |
1.0595 |
|
| S4 |
1.0198 |
1.0277 |
1.0557 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1154 |
1.0690 |
|
| R3 |
1.1031 |
1.0914 |
1.0624 |
|
| R2 |
1.0791 |
1.0791 |
1.0602 |
|
| R1 |
1.0674 |
1.0674 |
1.0580 |
1.0613 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0520 |
| S1 |
1.0434 |
1.0434 |
1.0536 |
1.0373 |
| S2 |
1.0311 |
1.0311 |
1.0514 |
|
| S3 |
1.0071 |
1.0194 |
1.0492 |
|
| S4 |
0.9831 |
0.9954 |
1.0426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0673 |
1.0428 |
0.0245 |
2.3% |
0.0147 |
1.4% |
84% |
True |
False |
234,085 |
| 10 |
1.0837 |
1.0428 |
0.0409 |
3.8% |
0.0132 |
1.2% |
50% |
False |
False |
274,822 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0107 |
1.0% |
48% |
False |
False |
150,713 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0104 |
1.0% |
49% |
False |
False |
76,248 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0095 |
0.9% |
24% |
False |
False |
51,101 |
| 80 |
1.1320 |
1.0426 |
0.0895 |
8.4% |
0.0096 |
0.9% |
23% |
False |
False |
38,598 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0089 |
0.8% |
18% |
False |
False |
30,924 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0082 |
0.8% |
18% |
False |
False |
25,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1262 |
|
2.618 |
1.1036 |
|
1.618 |
1.0897 |
|
1.000 |
1.0812 |
|
0.618 |
1.0759 |
|
HIGH |
1.0673 |
|
0.618 |
1.0620 |
|
0.500 |
1.0604 |
|
0.382 |
1.0587 |
|
LOW |
1.0535 |
|
0.618 |
1.0449 |
|
1.000 |
1.0396 |
|
1.618 |
1.0310 |
|
2.618 |
1.0172 |
|
4.250 |
0.9946 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0619 |
| PP |
1.0614 |
1.0606 |
| S1 |
1.0604 |
1.0592 |
|