CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0752 |
0.0098 |
0.9% |
1.0741 |
| High |
1.0755 |
1.0768 |
0.0014 |
0.1% |
1.0794 |
| Low |
1.0649 |
1.0707 |
0.0059 |
0.5% |
1.0633 |
| Close |
1.0743 |
1.0725 |
-0.0019 |
-0.2% |
1.0725 |
| Range |
0.0106 |
0.0061 |
-0.0045 |
-42.5% |
0.0161 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
136,648 |
116,622 |
-20,026 |
-14.7% |
714,986 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0881 |
1.0758 |
|
| R3 |
1.0855 |
1.0820 |
1.0741 |
|
| R2 |
1.0794 |
1.0794 |
1.0736 |
|
| R1 |
1.0759 |
1.0759 |
1.0730 |
1.0746 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0727 |
| S1 |
1.0698 |
1.0698 |
1.0719 |
1.0685 |
| S2 |
1.0672 |
1.0672 |
1.0713 |
|
| S3 |
1.0611 |
1.0637 |
1.0708 |
|
| S4 |
1.0550 |
1.0576 |
1.0691 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1200 |
1.1123 |
1.0813 |
|
| R3 |
1.1039 |
1.0962 |
1.0769 |
|
| R2 |
1.0878 |
1.0878 |
1.0754 |
|
| R1 |
1.0801 |
1.0801 |
1.0739 |
1.0759 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0696 |
| S1 |
1.0640 |
1.0640 |
1.0710 |
1.0598 |
| S2 |
1.0556 |
1.0556 |
1.0695 |
|
| S3 |
1.0395 |
1.0479 |
1.0680 |
|
| S4 |
1.0234 |
1.0318 |
1.0636 |
|
|
| 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% |
57% |
False |
False |
174,366 |
| 10 |
1.0794 |
1.0542 |
0.0252 |
2.3% |
0.0091 |
0.9% |
73% |
False |
False |
170,713 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.0% |
0.0097 |
0.9% |
84% |
False |
False |
185,105 |
| 40 |
1.0966 |
1.0362 |
0.0604 |
5.6% |
0.0096 |
0.9% |
60% |
False |
False |
183,698 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0096 |
0.9% |
43% |
False |
False |
185,964 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0098 |
0.9% |
31% |
False |
False |
148,514 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0092 |
0.9% |
31% |
False |
False |
118,968 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0087 |
0.8% |
31% |
False |
False |
99,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0928 |
|
1.618 |
1.0867 |
|
1.000 |
1.0829 |
|
0.618 |
1.0806 |
|
HIGH |
1.0768 |
|
0.618 |
1.0745 |
|
0.500 |
1.0738 |
|
0.382 |
1.0730 |
|
LOW |
1.0707 |
|
0.618 |
1.0669 |
|
1.000 |
1.0646 |
|
1.618 |
1.0608 |
|
2.618 |
1.0547 |
|
4.250 |
1.0448 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0716 |
| PP |
1.0733 |
1.0708 |
| S1 |
1.0729 |
1.0700 |
|