CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 02-May-2022
Day Change Summary
Previous Current
29-Apr-2022 02-May-2022 Change Change % Previous Week
Open 1.0519 1.0569 0.0051 0.5% 1.0831
High 1.0612 1.0588 -0.0025 -0.2% 1.0840
Low 1.0510 1.0509 -0.0001 0.0% 1.0491
Close 1.0589 1.0511 -0.0078 -0.7% 1.0589
Range 0.0102 0.0079 -0.0024 -23.0% 0.0350
ATR 0.0096 0.0095 -0.0001 -1.2% 0.0000
Volume 251,264 133,418 -117,846 -46.9% 1,118,059
Daily Pivots for day following 02-May-2022
Classic Woodie Camarilla DeMark
R4 1.0771 1.0720 1.0554
R3 1.0693 1.0641 1.0533
R2 1.0614 1.0614 1.0525
R1 1.0563 1.0563 1.0518 1.0549
PP 1.0536 1.0536 1.0536 1.0529
S1 1.0484 1.0484 1.0504 1.0471
S2 1.0457 1.0457 1.0497
S3 1.0379 1.0406 1.0489
S4 1.0300 1.0327 1.0468
Weekly Pivots for week ending 29-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1688 1.1488 1.0781
R3 1.1339 1.1139 1.0685
R2 1.0989 1.0989 1.0653
R1 1.0789 1.0789 1.0621 1.0715
PP 1.0640 1.0640 1.0640 1.0603
S1 1.0440 1.0440 1.0557 1.0365
S2 1.0290 1.0290 1.0525
S3 0.9941 1.0090 1.0493
S4 0.9591 0.9741 1.0397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0760 1.0491 0.0269 2.6% 0.0104 1.0% 8% False False 211,260
10 1.0959 1.0491 0.0468 4.5% 0.0097 0.9% 4% False False 191,711
20 1.1084 1.0491 0.0593 5.6% 0.0090 0.9% 3% False False 175,389
40 1.1216 1.0491 0.0725 6.9% 0.0097 0.9% 3% False False 186,085
60 1.1538 1.0491 0.1047 10.0% 0.0094 0.9% 2% False False 126,303
80 1.1538 1.0491 0.1047 10.0% 0.0089 0.8% 2% False False 94,893
100 1.1538 1.0491 0.1047 10.0% 0.0083 0.8% 2% False False 76,001
120 1.1661 1.0491 0.1171 11.1% 0.0079 0.8% 2% False False 63,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0921
2.618 1.0793
1.618 1.0715
1.000 1.0666
0.618 1.0636
HIGH 1.0588
0.618 1.0558
0.500 1.0548
0.382 1.0539
LOW 1.0509
0.618 1.0460
1.000 1.0431
1.618 1.0382
2.618 1.0303
4.250 1.0175
Fisher Pivots for day following 02-May-2022
Pivot 1 day 3 day
R1 1.0548 1.0551
PP 1.0536 1.0538
S1 1.0523 1.0524

These figures are updated between 7pm and 10pm EST after a trading day.

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