CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0722 |
-0.0031 |
-0.3% |
1.0741 |
| High |
1.0768 |
1.0756 |
-0.0013 |
-0.1% |
1.0794 |
| Low |
1.0707 |
1.0688 |
-0.0020 |
-0.2% |
1.0633 |
| Close |
1.0725 |
1.0694 |
-0.0031 |
-0.3% |
1.0725 |
| Range |
0.0061 |
0.0068 |
0.0007 |
11.5% |
0.0161 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
116,622 |
130,736 |
14,114 |
12.1% |
714,986 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0873 |
1.0731 |
|
| R3 |
1.0848 |
1.0805 |
1.0712 |
|
| R2 |
1.0780 |
1.0780 |
1.0706 |
|
| R1 |
1.0737 |
1.0737 |
1.0700 |
1.0725 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0706 |
| S1 |
1.0669 |
1.0669 |
1.0687 |
1.0657 |
| S2 |
1.0644 |
1.0644 |
1.0681 |
|
| S3 |
1.0576 |
1.0601 |
1.0675 |
|
| S4 |
1.0508 |
1.0533 |
1.0656 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1123 |
1.0813 |
|
| R3 |
1.1039 |
1.0962 |
1.0769 |
|
| R2 |
1.0878 |
1.0878 |
1.0754 |
|
| R1 |
1.0801 |
1.0801 |
1.0739 |
1.0759 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0696 |
| S1 |
1.0640 |
1.0640 |
1.0710 |
1.0598 |
| S2 |
1.0556 |
1.0556 |
1.0695 |
|
| S3 |
1.0395 |
1.0479 |
1.0680 |
|
| S4 |
1.0234 |
1.0318 |
1.0636 |
|
|
| 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% |
38% |
False |
False |
169,144 |
| 10 |
1.0794 |
1.0570 |
0.0224 |
2.1% |
0.0092 |
0.9% |
55% |
False |
False |
169,322 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.0% |
0.0095 |
0.9% |
77% |
False |
False |
178,780 |
| 40 |
1.0960 |
1.0362 |
0.0598 |
5.6% |
0.0096 |
0.9% |
56% |
False |
False |
182,308 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0094 |
0.9% |
39% |
False |
False |
182,770 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0098 |
0.9% |
28% |
False |
False |
150,145 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0092 |
0.9% |
28% |
False |
False |
120,274 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0087 |
0.8% |
28% |
False |
False |
100,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.0934 |
|
1.618 |
1.0866 |
|
1.000 |
1.0824 |
|
0.618 |
1.0798 |
|
HIGH |
1.0756 |
|
0.618 |
1.0730 |
|
0.500 |
1.0722 |
|
0.382 |
1.0713 |
|
LOW |
1.0688 |
|
0.618 |
1.0645 |
|
1.000 |
1.0620 |
|
1.618 |
1.0577 |
|
2.618 |
1.0509 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0708 |
| PP |
1.0712 |
1.0703 |
| S1 |
1.0703 |
1.0698 |
|