CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0815 |
0.0098 |
0.9% |
1.0799 |
| High |
1.0815 |
1.0829 |
0.0014 |
0.1% |
1.0853 |
| Low |
1.0710 |
1.0769 |
0.0059 |
0.6% |
1.0694 |
| Close |
1.0804 |
1.0786 |
-0.0019 |
-0.2% |
1.0786 |
| Range |
0.0106 |
0.0061 |
-0.0045 |
-42.7% |
0.0160 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
15,215 |
12,453 |
-2,762 |
-18.2% |
72,255 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0941 |
1.0819 |
|
| R3 |
1.0915 |
1.0881 |
1.0802 |
|
| R2 |
1.0855 |
1.0855 |
1.0797 |
|
| R1 |
1.0820 |
1.0820 |
1.0791 |
1.0807 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0788 |
| S1 |
1.0760 |
1.0760 |
1.0780 |
1.0747 |
| S2 |
1.0734 |
1.0734 |
1.0774 |
|
| S3 |
1.0673 |
1.0699 |
1.0769 |
|
| S4 |
1.0613 |
1.0639 |
1.0752 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1180 |
1.0873 |
|
| R3 |
1.1096 |
1.1021 |
1.0829 |
|
| R2 |
1.0937 |
1.0937 |
1.0815 |
|
| R1 |
1.0861 |
1.0861 |
1.0800 |
1.0819 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0756 |
| S1 |
1.0702 |
1.0702 |
1.0771 |
1.0660 |
| S2 |
1.0618 |
1.0618 |
1.0756 |
|
| S3 |
1.0458 |
1.0542 |
1.0742 |
|
| S4 |
1.0299 |
1.0383 |
1.0698 |
|
|
| 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% |
0.0090 |
0.8% |
58% |
False |
False |
15,039 |
| 10 |
1.0853 |
1.0605 |
0.0248 |
2.3% |
0.0089 |
0.8% |
73% |
False |
False |
9,067 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0093 |
0.9% |
84% |
False |
False |
5,519 |
| 40 |
1.1027 |
1.0426 |
0.0601 |
5.6% |
0.0091 |
0.8% |
60% |
False |
False |
3,267 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0089 |
0.8% |
42% |
False |
False |
2,443 |
| 80 |
1.1547 |
1.0426 |
0.1121 |
10.4% |
0.0088 |
0.8% |
32% |
False |
False |
2,014 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0080 |
0.7% |
32% |
False |
False |
1,637 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0073 |
0.7% |
32% |
False |
False |
1,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.0987 |
|
1.618 |
1.0927 |
|
1.000 |
1.0890 |
|
0.618 |
1.0866 |
|
HIGH |
1.0829 |
|
0.618 |
1.0806 |
|
0.500 |
1.0799 |
|
0.382 |
1.0792 |
|
LOW |
1.0769 |
|
0.618 |
1.0731 |
|
1.000 |
1.0708 |
|
1.618 |
1.0671 |
|
2.618 |
1.0610 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0799 |
1.0777 |
| PP |
1.0794 |
1.0769 |
| S1 |
1.0790 |
1.0761 |
|