CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 06-Jun-2022
Day Change Summary
Previous Current
03-Jun-2022 06-Jun-2022 Change Change % Previous Week
Open 1.0752 1.0722 -0.0031 -0.3% 1.0741
High 1.0768 1.0756 -0.0013 -0.1% 1.0794
Low 1.0707 1.0688 -0.0020 -0.2% 1.0633
Close 1.0725 1.0694 -0.0031 -0.3% 1.0725
Range 0.0061 0.0068 0.0007 11.5% 0.0161
ATR 0.0097 0.0095 -0.0002 -2.1% 0.0000
Volume 116,622 130,736 14,114 12.1% 714,986
Daily Pivots for day following 06-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0916 1.0873 1.0731
R3 1.0848 1.0805 1.0712
R2 1.0780 1.0780 1.0706
R1 1.0737 1.0737 1.0700 1.0725
PP 1.0712 1.0712 1.0712 1.0706
S1 1.0669 1.0669 1.0687 1.0657
S2 1.0644 1.0644 1.0681
S3 1.0576 1.0601 1.0675
S4 1.0508 1.0533 1.0656
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% 38% False False 169,144
10 1.0794 1.0570 0.0224 2.1% 0.0092 0.9% 55% False False 169,322
20 1.0794 1.0362 0.0432 4.0% 0.0095 0.9% 77% False False 178,780
40 1.0960 1.0362 0.0598 5.6% 0.0096 0.9% 56% False False 182,308
60 1.1216 1.0362 0.0854 8.0% 0.0094 0.9% 39% False False 182,770
80 1.1538 1.0362 0.1176 11.0% 0.0098 0.9% 28% False False 150,145
100 1.1538 1.0362 0.1176 11.0% 0.0092 0.9% 28% False False 120,274
120 1.1538 1.0362 0.1176 11.0% 0.0087 0.8% 28% False False 100,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1045
2.618 1.0934
1.618 1.0866
1.000 1.0824
0.618 1.0798
HIGH 1.0756
0.618 1.0730
0.500 1.0722
0.382 1.0713
LOW 1.0688
0.618 1.0645
1.000 1.0620
1.618 1.0577
2.618 1.0509
4.250 1.0399
Fisher Pivots for day following 06-Jun-2022
Pivot 1 day 3 day
R1 1.0722 1.0708
PP 1.0712 1.0703
S1 1.0703 1.0698

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

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