CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0559 |
0.0015 |
0.1% |
1.0877 |
| High |
1.0616 |
1.0642 |
0.0026 |
0.2% |
1.0890 |
| Low |
1.0544 |
1.0512 |
-0.0033 |
-0.3% |
1.0628 |
| Close |
1.0553 |
1.0566 |
0.0014 |
0.1% |
1.0649 |
| Range |
0.0072 |
0.0131 |
0.0059 |
81.3% |
0.0262 |
| ATR |
0.0090 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
947 |
1,493 |
546 |
57.7% |
4,986 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0896 |
1.0638 |
|
| R3 |
1.0834 |
1.0765 |
1.0602 |
|
| R2 |
1.0704 |
1.0704 |
1.0590 |
|
| R1 |
1.0635 |
1.0635 |
1.0578 |
1.0669 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0590 |
| S1 |
1.0504 |
1.0504 |
1.0554 |
1.0539 |
| S2 |
1.0443 |
1.0443 |
1.0542 |
|
| S3 |
1.0312 |
1.0374 |
1.0530 |
|
| S4 |
1.0182 |
1.0243 |
1.0494 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1340 |
1.0793 |
|
| R3 |
1.1246 |
1.1078 |
1.0721 |
|
| R2 |
1.0984 |
1.0984 |
1.0697 |
|
| R1 |
1.0816 |
1.0816 |
1.0673 |
1.0769 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0698 |
| S1 |
1.0554 |
1.0554 |
1.0624 |
1.0507 |
| S2 |
1.0460 |
1.0460 |
1.0600 |
|
| S3 |
1.0198 |
1.0292 |
1.0576 |
|
| S4 |
0.9936 |
1.0030 |
1.0504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0890 |
1.0512 |
0.0378 |
3.6% |
0.0116 |
1.1% |
14% |
False |
True |
1,649 |
| 10 |
1.0891 |
1.0512 |
0.0380 |
3.6% |
0.0093 |
0.9% |
14% |
False |
True |
917 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.8% |
0.0091 |
0.9% |
14% |
False |
True |
603 |
| 40 |
1.1024 |
1.0496 |
0.0528 |
5.0% |
0.0083 |
0.8% |
13% |
False |
False |
398 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0072 |
0.7% |
8% |
False |
False |
338 |
| 80 |
1.1510 |
1.0496 |
0.1014 |
9.6% |
0.0077 |
0.7% |
7% |
False |
False |
362 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0069 |
0.6% |
6% |
False |
False |
307 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0061 |
0.6% |
6% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.0984 |
|
1.618 |
1.0853 |
|
1.000 |
1.0773 |
|
0.618 |
1.0723 |
|
HIGH |
1.0642 |
|
0.618 |
1.0592 |
|
0.500 |
1.0577 |
|
0.382 |
1.0561 |
|
LOW |
1.0512 |
|
0.618 |
1.0431 |
|
1.000 |
1.0381 |
|
1.618 |
1.0300 |
|
2.618 |
1.0170 |
|
4.250 |
0.9957 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0577 |
| PP |
1.0573 |
1.0573 |
| S1 |
1.0570 |
1.0570 |
|