CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 1.0741 1.0739 -0.0003 0.0% 1.0576
High 1.0794 1.0745 -0.0049 -0.5% 1.0772
Low 1.0685 1.0633 -0.0053 -0.5% 1.0570
Close 1.0742 1.0661 -0.0082 -0.8% 1.0739
Range 0.0109 0.0112 0.0004 3.2% 0.0203
ATR 0.0099 0.0100 0.0001 1.0% 0.0000
Volume 264,239 197,477 -66,762 -25.3% 847,501
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1015 1.0950 1.0722
R3 1.0903 1.0838 1.0691
R2 1.0791 1.0791 1.0681
R1 1.0726 1.0726 1.0671 1.0703
PP 1.0679 1.0679 1.0679 1.0668
S1 1.0614 1.0614 1.0650 1.0591
S2 1.0567 1.0567 1.0640
S3 1.0455 1.0502 1.0630
S4 1.0343 1.0390 1.0599
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 1.0794 1.0633 0.0161 1.5% 0.0091 0.9% 17% False True 179,864
10 1.0794 1.0471 0.0323 3.0% 0.0100 0.9% 59% False False 181,417
20 1.0794 1.0362 0.0432 4.1% 0.0103 1.0% 69% False False 194,416
40 1.1017 1.0362 0.0656 6.1% 0.0096 0.9% 46% False False 185,325
60 1.1216 1.0362 0.0854 8.0% 0.0098 0.9% 35% False False 190,203
80 1.1538 1.0362 0.1176 11.0% 0.0097 0.9% 25% False False 145,365
100 1.1538 1.0362 0.1176 11.0% 0.0092 0.9% 25% False False 116,440
120 1.1538 1.0362 0.1176 11.0% 0.0087 0.8% 25% False False 97,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1221
2.618 1.1038
1.618 1.0926
1.000 1.0857
0.618 1.0814
HIGH 1.0745
0.618 1.0702
0.500 1.0689
0.382 1.0675
LOW 1.0633
0.618 1.0563
1.000 1.0521
1.618 1.0451
2.618 1.0339
4.250 1.0157
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 1.0689 1.0713
PP 1.0679 1.0696
S1 1.0670 1.0678

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

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