CME Euro FX (E) Future September 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 |
1.0815 |
1.0785 |
-0.0030 |
-0.3% |
1.0799 |
| High |
1.0829 |
1.0816 |
-0.0013 |
-0.1% |
1.0853 |
| Low |
1.0769 |
1.0748 |
-0.0021 |
-0.2% |
1.0694 |
| Close |
1.0786 |
1.0754 |
-0.0032 |
-0.3% |
1.0786 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.2% |
0.0160 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
12,453 |
43,355 |
30,902 |
248.1% |
72,255 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0935 |
1.0792 |
|
| R3 |
1.0910 |
1.0866 |
1.0773 |
|
| R2 |
1.0841 |
1.0841 |
1.0767 |
|
| R1 |
1.0798 |
1.0798 |
1.0760 |
1.0785 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0766 |
| S1 |
1.0729 |
1.0729 |
1.0748 |
1.0717 |
| S2 |
1.0704 |
1.0704 |
1.0741 |
|
| S3 |
1.0636 |
1.0661 |
1.0735 |
|
| S4 |
1.0567 |
1.0592 |
1.0716 |
|
|
| 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% |
38% |
False |
False |
23,122 |
| 10 |
1.0853 |
1.0633 |
0.0220 |
2.0% |
0.0090 |
0.8% |
55% |
False |
False |
13,169 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0091 |
0.8% |
77% |
False |
False |
7,630 |
| 40 |
1.1021 |
1.0426 |
0.0596 |
5.5% |
0.0091 |
0.8% |
55% |
False |
False |
4,344 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0088 |
0.8% |
39% |
False |
False |
3,125 |
| 80 |
1.1547 |
1.0426 |
0.1121 |
10.4% |
0.0089 |
0.8% |
29% |
False |
False |
2,556 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0080 |
0.7% |
29% |
False |
False |
2,070 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0074 |
0.7% |
29% |
False |
False |
1,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.0995 |
|
1.618 |
1.0927 |
|
1.000 |
1.0885 |
|
0.618 |
1.0858 |
|
HIGH |
1.0816 |
|
0.618 |
1.0790 |
|
0.500 |
1.0782 |
|
0.382 |
1.0774 |
|
LOW |
1.0748 |
|
0.618 |
1.0705 |
|
1.000 |
1.0679 |
|
1.618 |
1.0637 |
|
2.618 |
1.0568 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0782 |
1.0769 |
| PP |
1.0773 |
1.0764 |
| S1 |
1.0763 |
1.0759 |
|