CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0741 |
0.0004 |
0.0% |
1.0576 |
| High |
1.0772 |
1.0794 |
0.0022 |
0.2% |
1.0772 |
| Low |
1.0703 |
1.0685 |
-0.0018 |
-0.2% |
1.0570 |
| Close |
1.0739 |
1.0742 |
0.0004 |
0.0% |
1.0739 |
| Range |
0.0069 |
0.0109 |
0.0040 |
57.2% |
0.0203 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.8% |
0.0000 |
| Volume |
156,848 |
264,239 |
107,391 |
68.5% |
847,501 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1012 |
1.0802 |
|
| R3 |
1.0957 |
1.0904 |
1.0772 |
|
| R2 |
1.0849 |
1.0849 |
1.0762 |
|
| R1 |
1.0795 |
1.0795 |
1.0752 |
1.0822 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0754 |
| S1 |
1.0687 |
1.0687 |
1.0732 |
1.0714 |
| S2 |
1.0632 |
1.0632 |
1.0722 |
|
| S3 |
1.0523 |
1.0578 |
1.0712 |
|
| S4 |
1.0415 |
1.0470 |
1.0682 |
|
|
| 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 |
1.0794 |
1.0651 |
0.0143 |
1.3% |
0.0086 |
0.8% |
64% |
True |
False |
180,670 |
| 10 |
1.0794 |
1.0440 |
0.0354 |
3.3% |
0.0101 |
0.9% |
85% |
True |
False |
181,184 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.0% |
0.0101 |
0.9% |
88% |
True |
False |
192,762 |
| 40 |
1.1084 |
1.0362 |
0.0722 |
6.7% |
0.0096 |
0.9% |
53% |
False |
False |
184,076 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0098 |
0.9% |
45% |
False |
False |
188,311 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
10.9% |
0.0096 |
0.9% |
32% |
False |
False |
142,918 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
10.9% |
0.0091 |
0.9% |
32% |
False |
False |
114,467 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
10.9% |
0.0086 |
0.8% |
32% |
False |
False |
95,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1078 |
|
1.618 |
1.0969 |
|
1.000 |
1.0902 |
|
0.618 |
1.0861 |
|
HIGH |
1.0794 |
|
0.618 |
1.0752 |
|
0.500 |
1.0739 |
|
0.382 |
1.0726 |
|
LOW |
1.0685 |
|
0.618 |
1.0618 |
|
1.000 |
1.0577 |
|
1.618 |
1.0509 |
|
2.618 |
1.0401 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0738 |
| PP |
1.0740 |
1.0735 |
| S1 |
1.0739 |
1.0731 |
|