CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0582 |
1.0501 |
-0.0082 |
-0.8% |
1.0555 |
| High |
1.0596 |
1.0547 |
-0.0050 |
-0.5% |
1.0673 |
| Low |
1.0495 |
1.0440 |
-0.0056 |
-0.5% |
1.0535 |
| Close |
1.0501 |
1.0538 |
0.0037 |
0.4% |
1.0612 |
| Range |
0.0101 |
0.0107 |
0.0006 |
5.9% |
0.0139 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.1% |
0.0000 |
| Volume |
187,518 |
236,862 |
49,344 |
26.3% |
745,034 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0829 |
1.0791 |
1.0597 |
|
| R3 |
1.0722 |
1.0684 |
1.0567 |
|
| R2 |
1.0615 |
1.0615 |
1.0558 |
|
| R1 |
1.0577 |
1.0577 |
1.0548 |
1.0596 |
| PP |
1.0508 |
1.0508 |
1.0508 |
1.0518 |
| S1 |
1.0470 |
1.0470 |
1.0528 |
1.0489 |
| S2 |
1.0401 |
1.0401 |
1.0518 |
|
| S3 |
1.0294 |
1.0363 |
1.0509 |
|
| S4 |
1.0187 |
1.0256 |
1.0479 |
|
|
| 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 |
1.0679 |
1.0440 |
0.0239 |
2.3% |
0.0087 |
0.8% |
41% |
False |
True |
175,848 |
| 10 |
1.0679 |
1.0440 |
0.0239 |
2.3% |
0.0112 |
1.1% |
41% |
False |
True |
194,357 |
| 20 |
1.0837 |
1.0428 |
0.0409 |
3.9% |
0.0107 |
1.0% |
27% |
False |
False |
201,425 |
| 40 |
1.0853 |
1.0426 |
0.0428 |
4.1% |
0.0103 |
1.0% |
26% |
False |
False |
102,840 |
| 60 |
1.1072 |
1.0426 |
0.0647 |
6.1% |
0.0096 |
0.9% |
17% |
False |
False |
68,871 |
| 80 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0095 |
0.9% |
13% |
False |
False |
51,875 |
| 100 |
1.1547 |
1.0426 |
0.1121 |
10.6% |
0.0091 |
0.9% |
10% |
False |
False |
41,622 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0084 |
0.8% |
10% |
False |
False |
34,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0827 |
|
1.618 |
1.0720 |
|
1.000 |
1.0654 |
|
0.618 |
1.0613 |
|
HIGH |
1.0547 |
|
0.618 |
1.0506 |
|
0.500 |
1.0493 |
|
0.382 |
1.0480 |
|
LOW |
1.0440 |
|
0.618 |
1.0373 |
|
1.000 |
1.0333 |
|
1.618 |
1.0266 |
|
2.618 |
1.0159 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0523 |
1.0554 |
| PP |
1.0508 |
1.0549 |
| S1 |
1.0493 |
1.0543 |
|