CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0595 |
1.0576 |
-0.0020 |
-0.2% |
1.0414 |
| High |
1.0609 |
1.0707 |
0.0099 |
0.9% |
1.0618 |
| Low |
1.0542 |
1.0570 |
0.0028 |
0.3% |
1.0401 |
| Close |
1.0556 |
1.0702 |
0.0147 |
1.4% |
1.0556 |
| Range |
0.0067 |
0.0138 |
0.0071 |
106.8% |
0.0217 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.6% |
0.0000 |
| Volume |
144,651 |
208,386 |
63,735 |
44.1% |
828,964 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1025 |
1.0778 |
|
| R3 |
1.0935 |
1.0887 |
1.0740 |
|
| R2 |
1.0797 |
1.0797 |
1.0727 |
|
| R1 |
1.0750 |
1.0750 |
1.0715 |
1.0773 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0671 |
| S1 |
1.0612 |
1.0612 |
1.0689 |
1.0636 |
| S2 |
1.0522 |
1.0522 |
1.0677 |
|
| S3 |
1.0385 |
1.0475 |
1.0664 |
|
| S4 |
1.0247 |
1.0337 |
1.0626 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1081 |
1.0675 |
|
| R3 |
1.0958 |
1.0865 |
1.0615 |
|
| R2 |
1.0741 |
1.0741 |
1.0595 |
|
| R1 |
1.0648 |
1.0648 |
1.0575 |
1.0695 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0548 |
| S1 |
1.0432 |
1.0432 |
1.0536 |
1.0478 |
| S2 |
1.0308 |
1.0308 |
1.0516 |
|
| S3 |
1.0092 |
1.0215 |
1.0496 |
|
| S4 |
0.9875 |
0.9999 |
1.0436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0707 |
1.0440 |
0.0268 |
2.5% |
0.0116 |
1.1% |
98% |
True |
False |
181,698 |
| 10 |
1.0707 |
1.0362 |
0.0346 |
3.2% |
0.0102 |
1.0% |
99% |
True |
False |
189,105 |
| 20 |
1.0760 |
1.0362 |
0.0398 |
3.7% |
0.0106 |
1.0% |
86% |
False |
False |
200,410 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0097 |
0.9% |
40% |
False |
False |
187,388 |
| 60 |
1.1291 |
1.0362 |
0.0929 |
8.7% |
0.0101 |
0.9% |
37% |
False |
False |
174,771 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0096 |
0.9% |
29% |
False |
False |
131,711 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0090 |
0.8% |
29% |
False |
False |
105,447 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0085 |
0.8% |
29% |
False |
False |
87,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1067 |
|
1.618 |
1.0929 |
|
1.000 |
1.0845 |
|
0.618 |
1.0792 |
|
HIGH |
1.0707 |
|
0.618 |
1.0654 |
|
0.500 |
1.0638 |
|
0.382 |
1.0622 |
|
LOW |
1.0570 |
|
0.618 |
1.0485 |
|
1.000 |
1.0432 |
|
1.618 |
1.0347 |
|
2.618 |
1.0210 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0664 |
| PP |
1.0660 |
1.0627 |
| S1 |
1.0638 |
1.0589 |
|