CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0826 |
1.0811 |
-0.0015 |
-0.1% |
1.0883 |
| High |
1.0838 |
1.0872 |
0.0034 |
0.3% |
1.0911 |
| Low |
1.0779 |
1.0800 |
0.0022 |
0.2% |
1.0766 |
| Close |
1.0832 |
1.0839 |
0.0008 |
0.1% |
1.0848 |
| Range |
0.0060 |
0.0072 |
0.0013 |
21.0% |
0.0145 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
130 |
300 |
170 |
130.8% |
995 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1018 |
1.0879 |
|
| R3 |
1.0981 |
1.0946 |
1.0859 |
|
| R2 |
1.0909 |
1.0909 |
1.0852 |
|
| R1 |
1.0874 |
1.0874 |
1.0846 |
1.0892 |
| PP |
1.0837 |
1.0837 |
1.0837 |
1.0846 |
| S1 |
1.0802 |
1.0802 |
1.0832 |
1.0820 |
| S2 |
1.0765 |
1.0765 |
1.0826 |
|
| S3 |
1.0693 |
1.0730 |
1.0819 |
|
| S4 |
1.0621 |
1.0658 |
1.0799 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1206 |
1.0927 |
|
| R3 |
1.1130 |
1.1061 |
1.0887 |
|
| R2 |
1.0986 |
1.0986 |
1.0874 |
|
| R1 |
1.0917 |
1.0917 |
1.0861 |
1.0879 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0823 |
| S1 |
1.0772 |
1.0772 |
1.0834 |
1.0735 |
| S2 |
1.0697 |
1.0697 |
1.0821 |
|
| S3 |
1.0552 |
1.0628 |
1.0808 |
|
| S4 |
1.0408 |
1.0483 |
1.0768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0891 |
1.0776 |
0.0116 |
1.1% |
0.0071 |
0.7% |
55% |
False |
False |
186 |
| 10 |
1.0911 |
1.0766 |
0.0145 |
1.3% |
0.0075 |
0.7% |
51% |
False |
False |
290 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.8% |
0.0083 |
0.8% |
83% |
False |
False |
250 |
| 40 |
1.1076 |
1.0496 |
0.0580 |
5.4% |
0.0074 |
0.7% |
59% |
False |
False |
213 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0068 |
0.6% |
41% |
False |
False |
206 |
| 80 |
1.1540 |
1.0496 |
0.1044 |
9.6% |
0.0071 |
0.7% |
33% |
False |
False |
265 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0064 |
0.6% |
31% |
False |
False |
228 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0058 |
0.5% |
31% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1060 |
|
1.618 |
1.0988 |
|
1.000 |
1.0944 |
|
0.618 |
1.0916 |
|
HIGH |
1.0872 |
|
0.618 |
1.0844 |
|
0.500 |
1.0836 |
|
0.382 |
1.0828 |
|
LOW |
1.0800 |
|
0.618 |
1.0756 |
|
1.000 |
1.0728 |
|
1.618 |
1.0684 |
|
2.618 |
1.0612 |
|
4.250 |
1.0494 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0835 |
| PP |
1.0837 |
1.0832 |
| S1 |
1.0836 |
1.0828 |
|