CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0588 |
0.0029 |
0.3% |
1.0877 |
| High |
1.0642 |
1.0733 |
0.0091 |
0.9% |
1.0890 |
| Low |
1.0512 |
1.0520 |
0.0008 |
0.1% |
1.0628 |
| Close |
1.0566 |
1.0715 |
0.0149 |
1.4% |
1.0649 |
| Range |
0.0131 |
0.0214 |
0.0083 |
63.6% |
0.0262 |
| ATR |
0.0092 |
0.0101 |
0.0009 |
9.4% |
0.0000 |
| Volume |
1,493 |
1,613 |
120 |
8.0% |
4,986 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1219 |
1.0832 |
|
| R3 |
1.1083 |
1.1006 |
1.0774 |
|
| R2 |
1.0869 |
1.0869 |
1.0754 |
|
| R1 |
1.0792 |
1.0792 |
1.0735 |
1.0831 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0675 |
| S1 |
1.0579 |
1.0579 |
1.0695 |
1.0617 |
| S2 |
1.0442 |
1.0442 |
1.0676 |
|
| S3 |
1.0229 |
1.0365 |
1.0656 |
|
| S4 |
1.0015 |
1.0152 |
1.0598 |
|
|
| 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 |
1.0762 |
1.0512 |
0.0251 |
2.3% |
0.0128 |
1.2% |
81% |
False |
False |
1,374 |
| 10 |
1.0891 |
1.0512 |
0.0380 |
3.5% |
0.0105 |
1.0% |
54% |
False |
False |
1,069 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0097 |
0.9% |
51% |
False |
False |
668 |
| 40 |
1.1010 |
1.0496 |
0.0514 |
4.8% |
0.0087 |
0.8% |
43% |
False |
False |
435 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0074 |
0.7% |
26% |
False |
False |
362 |
| 80 |
1.1502 |
1.0496 |
0.1006 |
9.4% |
0.0078 |
0.7% |
22% |
False |
False |
381 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0071 |
0.7% |
20% |
False |
False |
322 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0063 |
0.6% |
20% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1292 |
|
1.618 |
1.1078 |
|
1.000 |
1.0947 |
|
0.618 |
1.0865 |
|
HIGH |
1.0733 |
|
0.618 |
1.0651 |
|
0.500 |
1.0626 |
|
0.382 |
1.0601 |
|
LOW |
1.0520 |
|
0.618 |
1.0388 |
|
1.000 |
1.0306 |
|
1.618 |
1.0174 |
|
2.618 |
0.9961 |
|
4.250 |
0.9612 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0684 |
| PP |
1.0656 |
1.0653 |
| S1 |
1.0626 |
1.0622 |
|