CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2283 |
1.2280 |
-0.0003 |
0.0% |
1.2294 |
| High |
1.2283 |
1.2284 |
0.0001 |
0.0% |
1.2334 |
| Low |
1.2237 |
1.2195 |
-0.0042 |
-0.3% |
1.2212 |
| Close |
1.2283 |
1.2196 |
-0.0087 |
-0.7% |
1.2272 |
| Range |
0.0046 |
0.0089 |
0.0043 |
92.4% |
0.0123 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.2% |
0.0000 |
| Volume |
1,508 |
1,604 |
96 |
6.4% |
4,541 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2490 |
1.2432 |
1.2245 |
|
| R3 |
1.2402 |
1.2343 |
1.2220 |
|
| R2 |
1.2313 |
1.2313 |
1.2212 |
|
| R1 |
1.2255 |
1.2255 |
1.2204 |
1.2240 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2217 |
| S1 |
1.2166 |
1.2166 |
1.2188 |
1.2151 |
| S2 |
1.2136 |
1.2136 |
1.2180 |
|
| S3 |
1.2048 |
1.2078 |
1.2172 |
|
| S4 |
1.1959 |
1.1989 |
1.2147 |
|
|
| 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 |
1.2660 |
|
2.618 |
1.2515 |
|
1.618 |
1.2427 |
|
1.000 |
1.2372 |
|
0.618 |
1.2338 |
|
HIGH |
1.2284 |
|
0.618 |
1.2250 |
|
0.500 |
1.2239 |
|
0.382 |
1.2229 |
|
LOW |
1.2195 |
|
0.618 |
1.2140 |
|
1.000 |
1.2107 |
|
1.618 |
1.2052 |
|
2.618 |
1.1963 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2239 |
1.2257 |
| PP |
1.2225 |
1.2236 |
| S1 |
1.2210 |
1.2216 |
|