CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0602 |
1.0631 |
0.0029 |
0.3% |
1.0577 |
| High |
1.0673 |
1.0646 |
-0.0027 |
-0.3% |
1.0668 |
| Low |
1.0535 |
1.0546 |
0.0012 |
0.1% |
1.0428 |
| Close |
1.0633 |
1.0585 |
-0.0049 |
-0.5% |
1.0558 |
| Range |
0.0139 |
0.0100 |
-0.0039 |
-27.8% |
0.0240 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
173,769 |
191,227 |
17,458 |
10.0% |
1,216,529 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0892 |
1.0838 |
1.0640 |
|
| R3 |
1.0792 |
1.0738 |
1.0612 |
|
| R2 |
1.0692 |
1.0692 |
1.0603 |
|
| R1 |
1.0638 |
1.0638 |
1.0594 |
1.0615 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0581 |
| S1 |
1.0538 |
1.0538 |
1.0575 |
1.0515 |
| S2 |
1.0492 |
1.0492 |
1.0566 |
|
| S3 |
1.0392 |
1.0438 |
1.0557 |
|
| S4 |
1.0292 |
1.0338 |
1.0530 |
|
|
| 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 |
1.0447 |
0.0227 |
2.1% |
0.0137 |
1.3% |
61% |
False |
False |
212,867 |
| 10 |
1.0837 |
1.0428 |
0.0409 |
3.9% |
0.0134 |
1.3% |
38% |
False |
False |
253,191 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0108 |
1.0% |
37% |
False |
False |
160,165 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0104 |
1.0% |
37% |
False |
False |
80,984 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0096 |
0.9% |
19% |
False |
False |
54,279 |
| 80 |
1.1320 |
1.0426 |
0.0895 |
8.5% |
0.0096 |
0.9% |
18% |
False |
False |
40,983 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0090 |
0.8% |
14% |
False |
False |
32,835 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0082 |
0.8% |
14% |
False |
False |
27,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0908 |
|
1.618 |
1.0808 |
|
1.000 |
1.0746 |
|
0.618 |
1.0708 |
|
HIGH |
1.0646 |
|
0.618 |
1.0608 |
|
0.500 |
1.0596 |
|
0.382 |
1.0584 |
|
LOW |
1.0546 |
|
0.618 |
1.0484 |
|
1.000 |
1.0446 |
|
1.618 |
1.0384 |
|
2.618 |
1.0284 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0604 |
| PP |
1.0592 |
1.0597 |
| S1 |
1.0588 |
1.0591 |
|