CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0742 |
0.0040 |
0.4% |
1.0414 |
| High |
1.0757 |
1.0748 |
-0.0010 |
-0.1% |
1.0618 |
| Low |
1.0670 |
1.0651 |
-0.0020 |
-0.2% |
1.0401 |
| Close |
1.0734 |
1.0696 |
-0.0038 |
-0.3% |
1.0556 |
| Range |
0.0087 |
0.0097 |
0.0010 |
11.5% |
0.0217 |
| ATR |
0.0103 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
201,509 |
158,841 |
-42,668 |
-21.2% |
828,964 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0940 |
1.0749 |
|
| R3 |
1.0892 |
1.0843 |
1.0723 |
|
| R2 |
1.0795 |
1.0795 |
1.0714 |
|
| R1 |
1.0746 |
1.0746 |
1.0705 |
1.0722 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0686 |
| S1 |
1.0649 |
1.0649 |
1.0687 |
1.0625 |
| S2 |
1.0601 |
1.0601 |
1.0678 |
|
| S3 |
1.0504 |
1.0552 |
1.0669 |
|
| S4 |
1.0407 |
1.0455 |
1.0643 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1081 |
1.0675 |
|
| R3 |
1.0958 |
1.0865 |
1.0615 |
|
| R2 |
1.0741 |
1.0741 |
1.0595 |
|
| R1 |
1.0648 |
1.0648 |
1.0575 |
1.0695 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0548 |
| S1 |
1.0432 |
1.0432 |
1.0536 |
1.0478 |
| S2 |
1.0308 |
1.0308 |
1.0516 |
|
| S3 |
1.0092 |
1.0215 |
1.0496 |
|
| S4 |
0.9875 |
0.9999 |
1.0436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0757 |
1.0471 |
0.0286 |
2.7% |
0.0107 |
1.0% |
79% |
False |
False |
183,528 |
| 10 |
1.0757 |
1.0362 |
0.0396 |
3.7% |
0.0107 |
1.0% |
85% |
False |
False |
185,306 |
| 20 |
1.0757 |
1.0362 |
0.0396 |
3.7% |
0.0103 |
1.0% |
85% |
False |
False |
196,355 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0096 |
0.9% |
39% |
False |
False |
185,200 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0100 |
0.9% |
39% |
False |
False |
180,401 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0097 |
0.9% |
28% |
False |
False |
136,166 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0091 |
0.8% |
28% |
False |
False |
109,046 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0086 |
0.8% |
28% |
False |
False |
90,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1160 |
|
2.618 |
1.1001 |
|
1.618 |
1.0904 |
|
1.000 |
1.0845 |
|
0.618 |
1.0807 |
|
HIGH |
1.0748 |
|
0.618 |
1.0710 |
|
0.500 |
1.0699 |
|
0.382 |
1.0688 |
|
LOW |
1.0651 |
|
0.618 |
1.0591 |
|
1.000 |
1.0554 |
|
1.618 |
1.0494 |
|
2.618 |
1.0397 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0685 |
| PP |
1.0698 |
1.0674 |
| S1 |
1.0697 |
1.0663 |
|