CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0694 |
1.0625 |
-0.0069 |
-0.6% |
1.0626 |
| High |
1.0694 |
1.0716 |
0.0023 |
0.2% |
1.0733 |
| Low |
1.0586 |
1.0621 |
0.0035 |
0.3% |
1.0512 |
| Close |
1.0632 |
1.0673 |
0.0042 |
0.4% |
1.0632 |
| Range |
0.0108 |
0.0096 |
-0.0012 |
-11.2% |
0.0222 |
| ATR |
0.0103 |
0.0103 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
272 |
848 |
576 |
211.8% |
5,916 |
|
| Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0910 |
1.0726 |
|
| R3 |
1.0861 |
1.0815 |
1.0699 |
|
| R2 |
1.0765 |
1.0765 |
1.0691 |
|
| R1 |
1.0719 |
1.0719 |
1.0682 |
1.0742 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0681 |
| S1 |
1.0624 |
1.0624 |
1.0664 |
1.0647 |
| S2 |
1.0574 |
1.0574 |
1.0655 |
|
| S3 |
1.0479 |
1.0528 |
1.0647 |
|
| S4 |
1.0383 |
1.0433 |
1.0620 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1182 |
1.0753 |
|
| R3 |
1.1068 |
1.0961 |
1.0692 |
|
| R2 |
1.0847 |
1.0847 |
1.0672 |
|
| R1 |
1.0739 |
1.0739 |
1.0652 |
1.0793 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0652 |
| S1 |
1.0518 |
1.0518 |
1.0611 |
1.0572 |
| S2 |
1.0404 |
1.0404 |
1.0591 |
|
| S3 |
1.0182 |
1.0296 |
1.0571 |
|
| S4 |
0.9961 |
1.0075 |
1.0510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0733 |
1.0512 |
0.0222 |
2.1% |
0.0124 |
1.2% |
73% |
False |
False |
1,034 |
| 10 |
1.0890 |
1.0512 |
0.0378 |
3.5% |
0.0113 |
1.1% |
43% |
False |
False |
1,141 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0097 |
0.9% |
40% |
False |
False |
715 |
| 40 |
1.0959 |
1.0496 |
0.0463 |
4.3% |
0.0090 |
0.8% |
38% |
False |
False |
444 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0076 |
0.7% |
21% |
False |
False |
371 |
| 80 |
1.1420 |
1.0496 |
0.0924 |
8.7% |
0.0078 |
0.7% |
19% |
False |
False |
379 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0072 |
0.7% |
16% |
False |
False |
333 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0064 |
0.6% |
16% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.0966 |
|
1.618 |
1.0871 |
|
1.000 |
1.0812 |
|
0.618 |
1.0775 |
|
HIGH |
1.0716 |
|
0.618 |
1.0680 |
|
0.500 |
1.0668 |
|
0.382 |
1.0657 |
|
LOW |
1.0621 |
|
0.618 |
1.0561 |
|
1.000 |
1.0525 |
|
1.618 |
1.0466 |
|
2.618 |
1.0370 |
|
4.250 |
1.0215 |
|
|
| Fisher Pivots for day following 21-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0657 |
| PP |
1.0670 |
1.0642 |
| S1 |
1.0668 |
1.0626 |
|