CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0587 |
-0.0045 |
-0.4% |
1.0555 |
| High |
1.0646 |
1.0635 |
-0.0012 |
-0.1% |
1.0673 |
| Low |
1.0546 |
1.0576 |
0.0030 |
0.3% |
1.0535 |
| Close |
1.0585 |
1.0612 |
0.0028 |
0.3% |
1.0612 |
| Range |
0.0100 |
0.0059 |
-0.0042 |
-41.5% |
0.0139 |
| ATR |
0.0112 |
0.0109 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
191,227 |
143,258 |
-47,969 |
-25.1% |
745,034 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0756 |
1.0644 |
|
| R3 |
1.0725 |
1.0698 |
1.0628 |
|
| R2 |
1.0666 |
1.0666 |
1.0623 |
|
| R1 |
1.0639 |
1.0639 |
1.0617 |
1.0653 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0614 |
| S1 |
1.0581 |
1.0581 |
1.0607 |
1.0594 |
| S2 |
1.0549 |
1.0549 |
1.0601 |
|
| S3 |
1.0491 |
1.0522 |
1.0596 |
|
| S4 |
1.0432 |
1.0464 |
1.0580 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1022 |
1.0956 |
1.0688 |
|
| R3 |
1.0884 |
1.0817 |
1.0650 |
|
| R2 |
1.0745 |
1.0745 |
1.0637 |
|
| R1 |
1.0679 |
1.0679 |
1.0625 |
1.0712 |
| PP |
1.0607 |
1.0607 |
1.0607 |
1.0623 |
| S1 |
1.0540 |
1.0540 |
1.0599 |
1.0573 |
| S2 |
1.0468 |
1.0468 |
1.0587 |
|
| S3 |
1.0330 |
1.0402 |
1.0574 |
|
| S4 |
1.0191 |
1.0263 |
1.0536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0673 |
1.0511 |
0.0162 |
1.5% |
0.0104 |
1.0% |
62% |
False |
False |
188,109 |
| 10 |
1.0704 |
1.0428 |
0.0276 |
2.6% |
0.0123 |
1.2% |
67% |
False |
False |
228,420 |
| 20 |
1.0853 |
1.0428 |
0.0425 |
4.0% |
0.0106 |
1.0% |
43% |
False |
False |
167,172 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0102 |
1.0% |
44% |
False |
False |
84,519 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0095 |
0.9% |
22% |
False |
False |
56,649 |
| 80 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0095 |
0.9% |
22% |
False |
False |
42,765 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0090 |
0.8% |
16% |
False |
False |
34,267 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0082 |
0.8% |
16% |
False |
False |
28,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0788 |
|
1.618 |
1.0729 |
|
1.000 |
1.0693 |
|
0.618 |
1.0671 |
|
HIGH |
1.0635 |
|
0.618 |
1.0612 |
|
0.500 |
1.0605 |
|
0.382 |
1.0598 |
|
LOW |
1.0576 |
|
0.618 |
1.0540 |
|
1.000 |
1.0518 |
|
1.618 |
1.0481 |
|
2.618 |
1.0423 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0610 |
1.0609 |
| PP |
1.0608 |
1.0607 |
| S1 |
1.0605 |
1.0604 |
|