CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0556 |
-0.0084 |
-0.8% |
1.0569 |
| High |
1.0659 |
1.0615 |
-0.0044 |
-0.4% |
1.0659 |
| Low |
1.0509 |
1.0499 |
-0.0011 |
-0.1% |
1.0499 |
| Close |
1.0532 |
1.0563 |
0.0032 |
0.3% |
1.0563 |
| Range |
0.0150 |
0.0117 |
-0.0033 |
-22.1% |
0.0160 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.2% |
0.0000 |
| Volume |
241,715 |
257,232 |
15,517 |
6.4% |
994,540 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0852 |
1.0627 |
|
| R3 |
1.0792 |
1.0736 |
1.0595 |
|
| R2 |
1.0675 |
1.0675 |
1.0584 |
|
| R1 |
1.0619 |
1.0619 |
1.0574 |
1.0647 |
| PP |
1.0559 |
1.0559 |
1.0559 |
1.0573 |
| S1 |
1.0503 |
1.0503 |
1.0552 |
1.0531 |
| S2 |
1.0442 |
1.0442 |
1.0542 |
|
| S3 |
1.0326 |
1.0386 |
1.0531 |
|
| S4 |
1.0209 |
1.0270 |
1.0499 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.0968 |
1.0651 |
|
| R3 |
1.0893 |
1.0808 |
1.0607 |
|
| R2 |
1.0733 |
1.0733 |
1.0592 |
|
| R1 |
1.0648 |
1.0648 |
1.0578 |
1.0611 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0555 |
| S1 |
1.0488 |
1.0488 |
1.0548 |
1.0451 |
| S2 |
1.0413 |
1.0413 |
1.0534 |
|
| S3 |
1.0253 |
1.0328 |
1.0519 |
|
| S4 |
1.0093 |
1.0168 |
1.0475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0659 |
1.0499 |
0.0160 |
1.5% |
0.0111 |
1.1% |
40% |
False |
True |
198,908 |
| 10 |
1.0840 |
1.0491 |
0.0350 |
3.3% |
0.0112 |
1.1% |
21% |
False |
False |
211,259 |
| 20 |
1.0960 |
1.0491 |
0.0469 |
4.4% |
0.0098 |
0.9% |
15% |
False |
False |
185,835 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0094 |
0.9% |
10% |
False |
False |
184,766 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0099 |
0.9% |
7% |
False |
False |
140,599 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0092 |
0.9% |
7% |
False |
False |
105,647 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0086 |
0.8% |
7% |
False |
False |
84,566 |
| 120 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0081 |
0.8% |
7% |
False |
False |
70,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1110 |
|
2.618 |
1.0920 |
|
1.618 |
1.0803 |
|
1.000 |
1.0732 |
|
0.618 |
1.0687 |
|
HIGH |
1.0615 |
|
0.618 |
1.0570 |
|
0.500 |
1.0557 |
|
0.382 |
1.0543 |
|
LOW |
1.0499 |
|
0.618 |
1.0427 |
|
1.000 |
1.0382 |
|
1.618 |
1.0310 |
|
2.618 |
1.0194 |
|
4.250 |
1.0003 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0561 |
1.0579 |
| PP |
1.0559 |
1.0573 |
| S1 |
1.0557 |
1.0568 |
|