CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0739 |
1.0654 |
-0.0085 |
-0.8% |
1.0576 |
| High |
1.0745 |
1.0755 |
0.0010 |
0.1% |
1.0772 |
| Low |
1.0633 |
1.0649 |
0.0016 |
0.2% |
1.0570 |
| Close |
1.0661 |
1.0743 |
0.0083 |
0.8% |
1.0739 |
| Range |
0.0112 |
0.0106 |
-0.0006 |
-5.4% |
0.0203 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.5% |
0.0000 |
| Volume |
197,477 |
136,648 |
-60,829 |
-30.8% |
847,501 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0994 |
1.0801 |
|
| R3 |
1.0927 |
1.0888 |
1.0772 |
|
| R2 |
1.0821 |
1.0821 |
1.0762 |
|
| R1 |
1.0782 |
1.0782 |
1.0753 |
1.0802 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0725 |
| S1 |
1.0676 |
1.0676 |
1.0733 |
1.0696 |
| S2 |
1.0609 |
1.0609 |
1.0724 |
|
| S3 |
1.0503 |
1.0570 |
1.0714 |
|
| S4 |
1.0397 |
1.0464 |
1.0685 |
|
|
| 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% |
0.0093 |
0.9% |
69% |
False |
False |
175,425 |
| 10 |
1.0794 |
1.0471 |
0.0323 |
3.0% |
0.0100 |
0.9% |
84% |
False |
False |
179,477 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.0% |
0.0102 |
0.9% |
88% |
False |
False |
191,360 |
| 40 |
1.0966 |
1.0362 |
0.0605 |
5.6% |
0.0096 |
0.9% |
63% |
False |
False |
184,926 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
7.9% |
0.0098 |
0.9% |
45% |
False |
False |
190,266 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
10.9% |
0.0097 |
0.9% |
32% |
False |
False |
147,066 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
10.9% |
0.0092 |
0.9% |
32% |
False |
False |
117,804 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
10.9% |
0.0087 |
0.8% |
32% |
False |
False |
98,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1032 |
|
1.618 |
1.0926 |
|
1.000 |
1.0861 |
|
0.618 |
1.0820 |
|
HIGH |
1.0755 |
|
0.618 |
1.0714 |
|
0.500 |
1.0702 |
|
0.382 |
1.0689 |
|
LOW |
1.0649 |
|
0.618 |
1.0583 |
|
1.000 |
1.0543 |
|
1.618 |
1.0477 |
|
2.618 |
1.0371 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0733 |
| PP |
1.0715 |
1.0723 |
| S1 |
1.0702 |
1.0713 |
|