CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0689 |
-0.0053 |
-0.5% |
1.0414 |
| High |
1.0748 |
1.0739 |
-0.0009 |
-0.1% |
1.0618 |
| Low |
1.0651 |
1.0669 |
0.0019 |
0.2% |
1.0401 |
| Close |
1.0696 |
1.0727 |
0.0031 |
0.3% |
1.0556 |
| Range |
0.0097 |
0.0070 |
-0.0027 |
-27.8% |
0.0217 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
158,841 |
121,917 |
-36,924 |
-23.2% |
828,964 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0894 |
1.0766 |
|
| R3 |
1.0852 |
1.0824 |
1.0746 |
|
| R2 |
1.0782 |
1.0782 |
1.0740 |
|
| R1 |
1.0754 |
1.0754 |
1.0733 |
1.0768 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0719 |
| S1 |
1.0684 |
1.0684 |
1.0721 |
1.0698 |
| S2 |
1.0642 |
1.0642 |
1.0714 |
|
| S3 |
1.0572 |
1.0614 |
1.0708 |
|
| S4 |
1.0502 |
1.0544 |
1.0689 |
|
|
| 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 |
1.0542 |
0.0215 |
2.0% |
0.0092 |
0.9% |
86% |
False |
False |
167,060 |
| 10 |
1.0757 |
1.0362 |
0.0396 |
3.7% |
0.0096 |
0.9% |
92% |
False |
False |
170,264 |
| 20 |
1.0757 |
1.0362 |
0.0396 |
3.7% |
0.0101 |
0.9% |
92% |
False |
False |
190,942 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0096 |
0.9% |
43% |
False |
False |
183,512 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0100 |
0.9% |
43% |
False |
False |
182,147 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0097 |
0.9% |
31% |
False |
False |
137,683 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0091 |
0.8% |
31% |
False |
False |
110,264 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0086 |
0.8% |
31% |
False |
False |
91,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0922 |
|
1.618 |
1.0852 |
|
1.000 |
1.0809 |
|
0.618 |
1.0782 |
|
HIGH |
1.0739 |
|
0.618 |
1.0712 |
|
0.500 |
1.0704 |
|
0.382 |
1.0696 |
|
LOW |
1.0669 |
|
0.618 |
1.0626 |
|
1.000 |
1.0599 |
|
1.618 |
1.0556 |
|
2.618 |
1.0486 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0719 |
1.0719 |
| PP |
1.0712 |
1.0712 |
| S1 |
1.0704 |
1.0704 |
|