CME Euro FX (E) Future September 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 |
1.0799 |
1.0800 |
0.0001 |
0.0% |
1.0633 |
| High |
1.0853 |
1.0804 |
-0.0050 |
-0.5% |
1.0834 |
| Low |
1.0746 |
1.0694 |
-0.0053 |
-0.5% |
1.0633 |
| Close |
1.0803 |
1.0721 |
-0.0082 |
-0.8% |
1.0800 |
| Range |
0.0107 |
0.0110 |
0.0003 |
2.8% |
0.0201 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.2% |
0.0000 |
| Volume |
13,521 |
31,066 |
17,545 |
129.8% |
16,080 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1005 |
1.0782 |
|
| R3 |
1.0959 |
1.0895 |
1.0751 |
|
| R2 |
1.0849 |
1.0849 |
1.0741 |
|
| R1 |
1.0785 |
1.0785 |
1.0731 |
1.0762 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0728 |
| S1 |
1.0675 |
1.0675 |
1.0711 |
1.0652 |
| S2 |
1.0629 |
1.0629 |
1.0701 |
|
| S3 |
1.0519 |
1.0565 |
1.0691 |
|
| S4 |
1.0409 |
1.0455 |
1.0661 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1279 |
1.0910 |
|
| R3 |
1.1156 |
1.1078 |
1.0855 |
|
| R2 |
1.0956 |
1.0956 |
1.0836 |
|
| R1 |
1.0878 |
1.0878 |
1.0818 |
1.0917 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0775 |
| S1 |
1.0677 |
1.0677 |
1.0781 |
1.0716 |
| S2 |
1.0555 |
1.0555 |
1.0763 |
|
| S3 |
1.0354 |
1.0477 |
1.0744 |
|
| S4 |
1.0154 |
1.0276 |
1.0689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0694 |
0.0160 |
1.5% |
0.0088 |
0.8% |
17% |
False |
True |
10,808 |
| 10 |
1.0853 |
1.0533 |
0.0320 |
3.0% |
0.0097 |
0.9% |
59% |
False |
False |
6,852 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0098 |
0.9% |
69% |
False |
False |
4,255 |
| 40 |
1.1072 |
1.0426 |
0.0647 |
6.0% |
0.0091 |
0.8% |
46% |
False |
False |
2,594 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0090 |
0.8% |
35% |
False |
False |
2,026 |
| 80 |
1.1547 |
1.0426 |
0.1121 |
10.5% |
0.0087 |
0.8% |
26% |
False |
False |
1,671 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0079 |
0.7% |
26% |
False |
False |
1,362 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0072 |
0.7% |
26% |
False |
False |
1,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1091 |
|
1.618 |
1.0981 |
|
1.000 |
1.0914 |
|
0.618 |
1.0871 |
|
HIGH |
1.0804 |
|
0.618 |
1.0761 |
|
0.500 |
1.0749 |
|
0.382 |
1.0736 |
|
LOW |
1.0694 |
|
0.618 |
1.0626 |
|
1.000 |
1.0584 |
|
1.618 |
1.0516 |
|
2.618 |
1.0406 |
|
4.250 |
1.0226 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0773 |
| PP |
1.0739 |
1.0756 |
| S1 |
1.0730 |
1.0738 |
|