CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 18-May-2022
Day Change Summary
Previous Current
17-May-2022 18-May-2022 Change Change % Previous Week
Open 1.0450 1.0560 0.0111 1.1% 1.0560
High 1.0568 1.0575 0.0008 0.1% 1.0608
Low 1.0440 1.0472 0.0032 0.3% 1.0362
Close 1.0556 1.0486 -0.0071 -0.7% 1.0417
Range 0.0128 0.0104 -0.0025 -19.1% 0.0247
ATR 0.0099 0.0099 0.0000 0.3% 0.0000
Volume 195,154 156,046 -39,108 -20.0% 1,053,431
Daily Pivots for day following 18-May-2022
Classic Woodie Camarilla DeMark
R4 1.0821 1.0757 1.0542
R3 1.0718 1.0653 1.0514
R2 1.0614 1.0614 1.0504
R1 1.0550 1.0550 1.0495 1.0530
PP 1.0511 1.0511 1.0511 1.0501
S1 1.0446 1.0446 1.0476 1.0427
S2 1.0407 1.0407 1.0467
S3 1.0304 1.0343 1.0457
S4 1.0200 1.0239 1.0429
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 1.1202 1.1056 1.0553
R3 1.0955 1.0809 1.0485
R2 1.0709 1.0709 1.0462
R1 1.0563 1.0563 1.0440 1.0513
PP 1.0462 1.0462 1.0462 1.0437
S1 1.0316 1.0316 1.0394 1.0266
S2 1.0216 1.0216 1.0372
S3 0.9969 1.0070 1.0349
S4 0.9723 0.9823 1.0281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0575 1.0362 0.0214 2.0% 0.0107 1.0% 58% True False 187,084
10 1.0659 1.0362 0.0297 2.8% 0.0103 1.0% 42% False False 203,243
20 1.0959 1.0362 0.0597 5.7% 0.0104 1.0% 21% False False 201,302
40 1.1216 1.0362 0.0854 8.1% 0.0093 0.9% 15% False False 184,349
60 1.1400 1.0362 0.1039 9.9% 0.0101 1.0% 12% False False 165,709
80 1.1538 1.0362 0.1176 11.2% 0.0095 0.9% 11% False False 124,769
100 1.1538 1.0362 0.1176 11.2% 0.0088 0.8% 11% False False 99,878
120 1.1538 1.0362 0.1176 11.2% 0.0084 0.8% 11% False False 83,301
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1015
2.618 1.0846
1.618 1.0742
1.000 1.0679
0.618 1.0639
HIGH 1.0575
0.618 1.0535
0.500 1.0523
0.382 1.0511
LOW 1.0472
0.618 1.0408
1.000 1.0368
1.618 1.0304
2.618 1.0201
4.250 1.0032
Fisher Pivots for day following 18-May-2022
Pivot 1 day 3 day
R1 1.0523 1.0488
PP 1.0511 1.0487
S1 1.0498 1.0486

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

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