CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0697 |
-0.0025 |
-0.2% |
1.0741 |
| High |
1.0756 |
1.0717 |
-0.0039 |
-0.4% |
1.0794 |
| Low |
1.0688 |
1.0655 |
-0.0033 |
-0.3% |
1.0633 |
| Close |
1.0694 |
1.0710 |
0.0016 |
0.1% |
1.0725 |
| Range |
0.0068 |
0.0062 |
-0.0006 |
-8.8% |
0.0161 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
130,736 |
255,412 |
124,676 |
95.4% |
714,986 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0857 |
1.0744 |
|
| R3 |
1.0818 |
1.0795 |
1.0727 |
|
| R2 |
1.0756 |
1.0756 |
1.0721 |
|
| R1 |
1.0733 |
1.0733 |
1.0715 |
1.0744 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0700 |
| S1 |
1.0671 |
1.0671 |
1.0704 |
1.0682 |
| S2 |
1.0632 |
1.0632 |
1.0698 |
|
| S3 |
1.0570 |
1.0609 |
1.0692 |
|
| S4 |
1.0508 |
1.0547 |
1.0675 |
|
|
| 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 |
1.0768 |
1.0633 |
0.0136 |
1.3% |
0.0082 |
0.8% |
57% |
False |
False |
167,379 |
| 10 |
1.0794 |
1.0633 |
0.0161 |
1.5% |
0.0084 |
0.8% |
48% |
False |
False |
174,024 |
| 20 |
1.0794 |
1.0362 |
0.0432 |
4.0% |
0.0093 |
0.9% |
81% |
False |
False |
181,565 |
| 40 |
1.0960 |
1.0362 |
0.0598 |
5.6% |
0.0096 |
0.9% |
58% |
False |
False |
184,659 |
| 60 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0093 |
0.9% |
41% |
False |
False |
181,586 |
| 80 |
1.1462 |
1.0362 |
0.1101 |
10.3% |
0.0097 |
0.9% |
32% |
False |
False |
153,256 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0092 |
0.9% |
30% |
False |
False |
122,823 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.0% |
0.0087 |
0.8% |
30% |
False |
False |
102,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0879 |
|
1.618 |
1.0817 |
|
1.000 |
1.0779 |
|
0.618 |
1.0755 |
|
HIGH |
1.0717 |
|
0.618 |
1.0693 |
|
0.500 |
1.0686 |
|
0.382 |
1.0679 |
|
LOW |
1.0655 |
|
0.618 |
1.0617 |
|
1.000 |
1.0593 |
|
1.618 |
1.0555 |
|
2.618 |
1.0493 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0712 |
| PP |
1.0694 |
1.0711 |
| S1 |
1.0686 |
1.0710 |
|