CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 03-May-2022
Day Change Summary
Previous Current
02-May-2022 03-May-2022 Change Change % Previous Week
Open 1.0569 1.0528 -0.0042 -0.4% 1.0831
High 1.0588 1.0596 0.0009 0.1% 1.0840
Low 1.0509 1.0511 0.0002 0.0% 1.0491
Close 1.0511 1.0545 0.0034 0.3% 1.0589
Range 0.0079 0.0086 0.0007 8.9% 0.0350
ATR 0.0095 0.0094 -0.0001 -0.7% 0.0000
Volume 133,418 164,406 30,988 23.2% 1,118,059
Daily Pivots for day following 03-May-2022
Classic Woodie Camarilla DeMark
R4 1.0807 1.0761 1.0592
R3 1.0721 1.0676 1.0568
R2 1.0636 1.0636 1.0560
R1 1.0590 1.0590 1.0552 1.0613
PP 1.0550 1.0550 1.0550 1.0562
S1 1.0505 1.0505 1.0537 1.0528
S2 1.0465 1.0465 1.0529
S3 1.0379 1.0419 1.0521
S4 1.0294 1.0334 1.0497
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 1.0677 1.0491 0.0186 1.8% 0.0100 1.0% 29% False False 207,285
10 1.0959 1.0491 0.0468 4.4% 0.0100 1.0% 12% False False 196,486
20 1.1017 1.0491 0.0527 5.0% 0.0089 0.8% 10% False False 176,233
40 1.1216 1.0491 0.0725 6.9% 0.0096 0.9% 7% False False 188,096
60 1.1538 1.0491 0.1047 9.9% 0.0095 0.9% 5% False False 129,014
80 1.1538 1.0491 0.1047 9.9% 0.0089 0.8% 5% False False 96,946
100 1.1538 1.0491 0.1047 9.9% 0.0083 0.8% 5% False False 77,642
120 1.1635 1.0491 0.1145 10.9% 0.0079 0.8% 5% False False 64,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0959
2.618 1.0820
1.618 1.0734
1.000 1.0682
0.618 1.0649
HIGH 1.0596
0.618 1.0563
0.500 1.0553
0.382 1.0543
LOW 1.0511
0.618 1.0458
1.000 1.0425
1.618 1.0372
2.618 1.0287
4.250 1.0147
Fisher Pivots for day following 03-May-2022
Pivot 1 day 3 day
R1 1.0553 1.0561
PP 1.0550 1.0555
S1 1.0547 1.0550

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

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