CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0576 |
1.0702 |
0.0127 |
1.2% |
1.0414 |
| High |
1.0707 |
1.0757 |
0.0050 |
0.5% |
1.0618 |
| Low |
1.0570 |
1.0670 |
0.0101 |
1.0% |
1.0401 |
| Close |
1.0702 |
1.0734 |
0.0032 |
0.3% |
1.0556 |
| Range |
0.0138 |
0.0087 |
-0.0051 |
-36.7% |
0.0217 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
208,386 |
201,509 |
-6,877 |
-3.3% |
828,964 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0944 |
1.0781 |
|
| R3 |
1.0894 |
1.0857 |
1.0757 |
|
| R2 |
1.0807 |
1.0807 |
1.0749 |
|
| R1 |
1.0770 |
1.0770 |
1.0741 |
1.0789 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0729 |
| S1 |
1.0683 |
1.0683 |
1.0726 |
1.0702 |
| S2 |
1.0633 |
1.0633 |
1.0718 |
|
| S3 |
1.0546 |
1.0596 |
1.0710 |
|
| S4 |
1.0459 |
1.0509 |
1.0686 |
|
|
| 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 |
1.0757 |
1.0471 |
0.0286 |
2.7% |
0.0108 |
1.0% |
92% |
True |
False |
182,969 |
| 10 |
1.0757 |
1.0362 |
0.0396 |
3.7% |
0.0105 |
1.0% |
94% |
True |
False |
191,794 |
| 20 |
1.0757 |
1.0362 |
0.0396 |
3.7% |
0.0105 |
1.0% |
94% |
True |
False |
201,271 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0098 |
0.9% |
44% |
False |
False |
188,223 |
| 60 |
1.1270 |
1.0362 |
0.0909 |
8.5% |
0.0101 |
0.9% |
41% |
False |
False |
177,885 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0097 |
0.9% |
32% |
False |
False |
134,195 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0091 |
0.8% |
32% |
False |
False |
107,461 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0085 |
0.8% |
32% |
False |
False |
89,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0985 |
|
1.618 |
1.0898 |
|
1.000 |
1.0844 |
|
0.618 |
1.0811 |
|
HIGH |
1.0757 |
|
0.618 |
1.0724 |
|
0.500 |
1.0714 |
|
0.382 |
1.0703 |
|
LOW |
1.0670 |
|
0.618 |
1.0616 |
|
1.000 |
1.0583 |
|
1.618 |
1.0529 |
|
2.618 |
1.0442 |
|
4.250 |
1.0300 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0727 |
1.0706 |
| PP |
1.0720 |
1.0678 |
| S1 |
1.0714 |
1.0650 |
|