CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0689 |
1.0737 |
0.0049 |
0.5% |
1.0576 |
| High |
1.0739 |
1.0772 |
0.0033 |
0.3% |
1.0772 |
| Low |
1.0669 |
1.0703 |
0.0034 |
0.3% |
1.0570 |
| Close |
1.0727 |
1.0739 |
0.0012 |
0.1% |
1.0739 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0203 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
121,917 |
156,848 |
34,931 |
28.7% |
847,501 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0911 |
1.0776 |
|
| R3 |
1.0876 |
1.0842 |
1.0757 |
|
| R2 |
1.0807 |
1.0807 |
1.0751 |
|
| R1 |
1.0773 |
1.0773 |
1.0745 |
1.0790 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0746 |
| S1 |
1.0704 |
1.0704 |
1.0732 |
1.0721 |
| S2 |
1.0669 |
1.0669 |
1.0726 |
|
| S3 |
1.0600 |
1.0635 |
1.0720 |
|
| S4 |
1.0531 |
1.0566 |
1.0701 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1222 |
1.0850 |
|
| R3 |
1.1098 |
1.1020 |
1.0794 |
|
| R2 |
1.0896 |
1.0896 |
1.0776 |
|
| R1 |
1.0817 |
1.0817 |
1.0757 |
1.0857 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0713 |
| S1 |
1.0615 |
1.0615 |
1.0720 |
1.0654 |
| S2 |
1.0491 |
1.0491 |
1.0701 |
|
| S3 |
1.0288 |
1.0412 |
1.0683 |
|
| S4 |
1.0086 |
1.0210 |
1.0627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0772 |
1.0570 |
0.0203 |
1.9% |
0.0092 |
0.9% |
83% |
True |
False |
169,500 |
| 10 |
1.0772 |
1.0401 |
0.0371 |
3.5% |
0.0096 |
0.9% |
91% |
True |
False |
167,646 |
| 20 |
1.0772 |
1.0362 |
0.0411 |
3.8% |
0.0100 |
0.9% |
92% |
True |
False |
186,221 |
| 40 |
1.1106 |
1.0362 |
0.0744 |
6.9% |
0.0094 |
0.9% |
51% |
False |
False |
181,428 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0100 |
0.9% |
44% |
False |
False |
184,480 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0097 |
0.9% |
32% |
False |
False |
139,637 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0091 |
0.8% |
32% |
False |
False |
111,829 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0086 |
0.8% |
32% |
False |
False |
93,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0953 |
|
1.618 |
1.0884 |
|
1.000 |
1.0841 |
|
0.618 |
1.0815 |
|
HIGH |
1.0772 |
|
0.618 |
1.0746 |
|
0.500 |
1.0738 |
|
0.382 |
1.0729 |
|
LOW |
1.0703 |
|
0.618 |
1.0660 |
|
1.000 |
1.0634 |
|
1.618 |
1.0591 |
|
2.618 |
1.0522 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0729 |
| PP |
1.0738 |
1.0720 |
| S1 |
1.0738 |
1.0711 |
|