CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0610 |
0.0033 |
0.3% |
1.0692 |
| High |
1.0616 |
1.0615 |
-0.0001 |
0.0% |
1.0750 |
| Low |
1.0517 |
1.0497 |
-0.0020 |
-0.2% |
1.0497 |
| Close |
1.0614 |
1.0557 |
-0.0058 |
-0.5% |
1.0557 |
| Range |
0.0100 |
0.0119 |
0.0019 |
19.1% |
0.0254 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.6% |
0.0000 |
| Volume |
830 |
669 |
-161 |
-19.4% |
2,916 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0853 |
1.0622 |
|
| R3 |
1.0793 |
1.0734 |
1.0589 |
|
| R2 |
1.0675 |
1.0675 |
1.0578 |
|
| R1 |
1.0616 |
1.0616 |
1.0567 |
1.0586 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0541 |
| S1 |
1.0497 |
1.0497 |
1.0546 |
1.0467 |
| S2 |
1.0438 |
1.0438 |
1.0535 |
|
| S3 |
1.0319 |
1.0379 |
1.0524 |
|
| S4 |
1.0201 |
1.0260 |
1.0491 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1213 |
1.0696 |
|
| R3 |
1.1108 |
1.0959 |
1.0626 |
|
| R2 |
1.0855 |
1.0855 |
1.0603 |
|
| R1 |
1.0706 |
1.0706 |
1.0580 |
1.0653 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0575 |
| S1 |
1.0452 |
1.0452 |
1.0533 |
1.0400 |
| S2 |
1.0348 |
1.0348 |
1.0510 |
|
| S3 |
1.0094 |
1.0199 |
1.0487 |
|
| S4 |
0.9841 |
0.9945 |
1.0417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0497 |
0.0254 |
2.4% |
0.0094 |
0.9% |
24% |
False |
True |
583 |
| 10 |
1.0750 |
1.0497 |
0.0254 |
2.4% |
0.0094 |
0.9% |
24% |
False |
True |
671 |
| 20 |
1.0891 |
1.0497 |
0.0395 |
3.7% |
0.0099 |
0.9% |
15% |
False |
True |
870 |
| 40 |
1.0911 |
1.0496 |
0.0415 |
3.9% |
0.0093 |
0.9% |
15% |
False |
False |
544 |
| 60 |
1.1081 |
1.0496 |
0.0585 |
5.5% |
0.0080 |
0.8% |
10% |
False |
False |
438 |
| 80 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0078 |
0.7% |
7% |
False |
False |
379 |
| 100 |
1.1601 |
1.0496 |
0.1105 |
10.5% |
0.0076 |
0.7% |
5% |
False |
False |
379 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.6% |
0.0069 |
0.7% |
5% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.0925 |
|
1.618 |
1.0807 |
|
1.000 |
1.0734 |
|
0.618 |
1.0688 |
|
HIGH |
1.0615 |
|
0.618 |
1.0570 |
|
0.500 |
1.0556 |
|
0.382 |
1.0542 |
|
LOW |
1.0497 |
|
0.618 |
1.0423 |
|
1.000 |
1.0378 |
|
1.618 |
1.0305 |
|
2.618 |
1.0186 |
|
4.250 |
0.9993 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0581 |
| PP |
1.0556 |
1.0573 |
| S1 |
1.0556 |
1.0565 |
|