CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0723 |
0.0031 |
0.3% |
1.0625 |
| High |
1.0750 |
1.0744 |
-0.0007 |
-0.1% |
1.0737 |
| Low |
1.0691 |
1.0644 |
-0.0048 |
-0.4% |
1.0613 |
| Close |
1.0724 |
1.0659 |
-0.0065 |
-0.6% |
1.0688 |
| Range |
0.0059 |
0.0100 |
0.0041 |
69.5% |
0.0124 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
446 |
598 |
152 |
34.1% |
3,524 |
|
| Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0921 |
1.0714 |
|
| R3 |
1.0882 |
1.0821 |
1.0687 |
|
| R2 |
1.0782 |
1.0782 |
1.0677 |
|
| R1 |
1.0721 |
1.0721 |
1.0668 |
1.0701 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0672 |
| S1 |
1.0621 |
1.0621 |
1.0650 |
1.0601 |
| S2 |
1.0582 |
1.0582 |
1.0641 |
|
| S3 |
1.0482 |
1.0521 |
1.0632 |
|
| S4 |
1.0382 |
1.0421 |
1.0604 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0994 |
1.0756 |
|
| R3 |
1.0927 |
1.0870 |
1.0722 |
|
| R2 |
1.0803 |
1.0803 |
1.0711 |
|
| R1 |
1.0746 |
1.0746 |
1.0699 |
1.0775 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0694 |
| S1 |
1.0622 |
1.0622 |
1.0677 |
1.0651 |
| S2 |
1.0555 |
1.0555 |
1.0665 |
|
| S3 |
1.0431 |
1.0498 |
1.0654 |
|
| S4 |
1.0307 |
1.0374 |
1.0620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0613 |
0.0137 |
1.3% |
0.0085 |
0.8% |
34% |
False |
False |
744 |
| 10 |
1.0750 |
1.0512 |
0.0239 |
2.2% |
0.0105 |
1.0% |
62% |
False |
False |
889 |
| 20 |
1.0911 |
1.0512 |
0.0399 |
3.7% |
0.0099 |
0.9% |
37% |
False |
False |
823 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0090 |
0.8% |
39% |
False |
False |
502 |
| 60 |
1.1234 |
1.0496 |
0.0738 |
6.9% |
0.0077 |
0.7% |
22% |
False |
False |
412 |
| 80 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0078 |
0.7% |
20% |
False |
False |
405 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0074 |
0.7% |
15% |
False |
False |
362 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0067 |
0.6% |
15% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1005 |
|
1.618 |
1.0905 |
|
1.000 |
1.0844 |
|
0.618 |
1.0805 |
|
HIGH |
1.0744 |
|
0.618 |
1.0705 |
|
0.500 |
1.0694 |
|
0.382 |
1.0682 |
|
LOW |
1.0644 |
|
0.618 |
1.0582 |
|
1.000 |
1.0544 |
|
1.618 |
1.0482 |
|
2.618 |
1.0382 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 28-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0694 |
1.0697 |
| PP |
1.0682 |
1.0684 |
| S1 |
1.0671 |
1.0672 |
|