CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0739 |
-0.0003 |
0.0% |
1.0576 |
| High |
1.0794 |
1.0745 |
-0.0049 |
-0.5% |
1.0772 |
| Low |
1.0685 |
1.0633 |
-0.0053 |
-0.5% |
1.0570 |
| Close |
1.0742 |
1.0661 |
-0.0082 |
-0.8% |
1.0739 |
| Range |
0.0109 |
0.0112 |
0.0004 |
3.2% |
0.0203 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0000 |
| Volume |
264,239 |
197,477 |
-66,762 |
-25.3% |
847,501 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0950 |
1.0722 |
|
| R3 |
1.0903 |
1.0838 |
1.0691 |
|
| R2 |
1.0791 |
1.0791 |
1.0681 |
|
| R1 |
1.0726 |
1.0726 |
1.0671 |
1.0703 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0668 |
| S1 |
1.0614 |
1.0614 |
1.0650 |
1.0591 |
| S2 |
1.0567 |
1.0567 |
1.0640 |
|
| S3 |
1.0455 |
1.0502 |
1.0630 |
|
| S4 |
1.0343 |
1.0390 |
1.0599 |
|
|
| 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 |
1.0633 |
0.0161 |
1.5% |
0.0091 |
0.9% |
17% |
False |
True |
179,864 |
| 10 |
1.0794 |
1.0471 |
0.0323 |
3.0% |
0.0100 |
0.9% |
59% |
False |
False |
181,417 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.1% |
0.0103 |
1.0% |
69% |
False |
False |
194,416 |
| 40 |
1.1017 |
1.0362 |
0.0656 |
6.1% |
0.0096 |
0.9% |
46% |
False |
False |
185,325 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0098 |
0.9% |
35% |
False |
False |
190,203 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0097 |
0.9% |
25% |
False |
False |
145,365 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0092 |
0.9% |
25% |
False |
False |
116,440 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0087 |
0.8% |
25% |
False |
False |
97,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1221 |
|
2.618 |
1.1038 |
|
1.618 |
1.0926 |
|
1.000 |
1.0857 |
|
0.618 |
1.0814 |
|
HIGH |
1.0745 |
|
0.618 |
1.0702 |
|
0.500 |
1.0689 |
|
0.382 |
1.0675 |
|
LOW |
1.0633 |
|
0.618 |
1.0563 |
|
1.000 |
1.0521 |
|
1.618 |
1.0451 |
|
2.618 |
1.0339 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0713 |
| PP |
1.0679 |
1.0696 |
| S1 |
1.0670 |
1.0678 |
|