CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2299 |
0.0049 |
0.4% |
1.2294 |
| High |
1.2272 |
1.2318 |
0.0047 |
0.4% |
1.2334 |
| Low |
1.2212 |
1.2268 |
0.0056 |
0.5% |
1.2212 |
| Close |
1.2272 |
1.2299 |
0.0028 |
0.2% |
1.2272 |
| Range |
0.0060 |
0.0051 |
-0.0010 |
-15.8% |
0.0123 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1,508 |
0 |
-1,508 |
-100.0% |
4,541 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2446 |
1.2423 |
1.2327 |
|
| R3 |
1.2396 |
1.2373 |
1.2313 |
|
| R2 |
1.2345 |
1.2345 |
1.2308 |
|
| R1 |
1.2322 |
1.2322 |
1.2304 |
1.2324 |
| PP |
1.2295 |
1.2295 |
1.2295 |
1.2296 |
| S1 |
1.2272 |
1.2272 |
1.2294 |
1.2274 |
| S2 |
1.2244 |
1.2244 |
1.2290 |
|
| S3 |
1.2194 |
1.2221 |
1.2285 |
|
| S4 |
1.2143 |
1.2171 |
1.2271 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2640 |
1.2578 |
1.2339 |
|
| R3 |
1.2517 |
1.2456 |
1.2305 |
|
| R2 |
1.2395 |
1.2395 |
1.2294 |
|
| R1 |
1.2333 |
1.2333 |
1.2283 |
1.2303 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2257 |
| S1 |
1.2211 |
1.2211 |
1.2260 |
1.2180 |
| S2 |
1.2150 |
1.2150 |
1.2249 |
|
| S3 |
1.2027 |
1.2088 |
1.2238 |
|
| S4 |
1.1905 |
1.1966 |
1.2204 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2533 |
|
2.618 |
1.2450 |
|
1.618 |
1.2400 |
|
1.000 |
1.2369 |
|
0.618 |
1.2349 |
|
HIGH |
1.2318 |
|
0.618 |
1.2299 |
|
0.500 |
1.2293 |
|
0.382 |
1.2287 |
|
LOW |
1.2268 |
|
0.618 |
1.2236 |
|
1.000 |
1.2217 |
|
1.618 |
1.2186 |
|
2.618 |
1.2135 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2297 |
1.2288 |
| PP |
1.2295 |
1.2276 |
| S1 |
1.2293 |
1.2265 |
|