CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 27-May-2022
Day Change Summary
Previous Current
26-May-2022 27-May-2022 Change Change % Previous Week
Open 1.0689 1.0737 0.0049 0.5% 1.0576
High 1.0739 1.0772 0.0033 0.3% 1.0772
Low 1.0669 1.0703 0.0034 0.3% 1.0570
Close 1.0727 1.0739 0.0012 0.1% 1.0739
Range 0.0070 0.0069 -0.0001 -1.4% 0.0203
ATR 0.0100 0.0098 -0.0002 -2.2% 0.0000
Volume 121,917 156,848 34,931 28.7% 847,501
Daily Pivots for day following 27-May-2022
Classic Woodie Camarilla DeMark
R4 1.0945 1.0911 1.0776
R3 1.0876 1.0842 1.0757
R2 1.0807 1.0807 1.0751
R1 1.0773 1.0773 1.0745 1.0790
PP 1.0738 1.0738 1.0738 1.0746
S1 1.0704 1.0704 1.0732 1.0721
S2 1.0669 1.0669 1.0726
S3 1.0600 1.0635 1.0720
S4 1.0531 1.0566 1.0701
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 1.1301 1.1222 1.0850
R3 1.1098 1.1020 1.0794
R2 1.0896 1.0896 1.0776
R1 1.0817 1.0817 1.0757 1.0857
PP 1.0693 1.0693 1.0693 1.0713
S1 1.0615 1.0615 1.0720 1.0654
S2 1.0491 1.0491 1.0701
S3 1.0288 1.0412 1.0683
S4 1.0086 1.0210 1.0627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0772 1.0570 0.0203 1.9% 0.0092 0.9% 83% True False 169,500
10 1.0772 1.0401 0.0371 3.5% 0.0096 0.9% 91% True False 167,646
20 1.0772 1.0362 0.0411 3.8% 0.0100 0.9% 92% True False 186,221
40 1.1106 1.0362 0.0744 6.9% 0.0094 0.9% 51% False False 181,428
60 1.1216 1.0362 0.0854 8.0% 0.0100 0.9% 44% False False 184,480
80 1.1538 1.0362 0.1176 11.0% 0.0097 0.9% 32% False False 139,637
100 1.1538 1.0362 0.1176 11.0% 0.0091 0.8% 32% False False 111,829
120 1.1538 1.0362 0.1176 11.0% 0.0086 0.8% 32% False False 93,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1065
2.618 1.0953
1.618 1.0884
1.000 1.0841
0.618 1.0815
HIGH 1.0772
0.618 1.0746
0.500 1.0738
0.382 1.0729
LOW 1.0703
0.618 1.0660
1.000 1.0634
1.618 1.0591
2.618 1.0522
4.250 1.0410
Fisher Pivots for day following 27-May-2022
Pivot 1 day 3 day
R1 1.0738 1.0729
PP 1.0738 1.0720
S1 1.0738 1.0711

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

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