CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0717 |
-0.0083 |
-0.8% |
1.0633 |
| High |
1.0804 |
1.0815 |
0.0012 |
0.1% |
1.0834 |
| Low |
1.0694 |
1.0710 |
0.0016 |
0.1% |
1.0633 |
| Close |
1.0721 |
1.0804 |
0.0083 |
0.8% |
1.0800 |
| Range |
0.0110 |
0.0106 |
-0.0005 |
-4.1% |
0.0201 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.8% |
0.0000 |
| Volume |
31,066 |
15,215 |
-15,851 |
-51.0% |
16,080 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1054 |
1.0862 |
|
| R3 |
1.0987 |
1.0948 |
1.0833 |
|
| R2 |
1.0882 |
1.0882 |
1.0823 |
|
| R1 |
1.0843 |
1.0843 |
1.0814 |
1.0862 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0786 |
| S1 |
1.0737 |
1.0737 |
1.0794 |
1.0757 |
| S2 |
1.0671 |
1.0671 |
1.0785 |
|
| S3 |
1.0565 |
1.0632 |
1.0775 |
|
| S4 |
1.0460 |
1.0526 |
1.0746 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1279 |
1.0910 |
|
| R3 |
1.1156 |
1.1078 |
1.0855 |
|
| R2 |
1.0956 |
1.0956 |
1.0836 |
|
| R1 |
1.0878 |
1.0878 |
1.0818 |
1.0917 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0775 |
| S1 |
1.0677 |
1.0677 |
1.0781 |
1.0716 |
| S2 |
1.0555 |
1.0555 |
1.0763 |
|
| S3 |
1.0354 |
1.0477 |
1.0744 |
|
| S4 |
1.0154 |
1.0276 |
1.0689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0694 |
0.0160 |
1.5% |
0.0090 |
0.8% |
69% |
False |
False |
13,227 |
| 10 |
1.0853 |
1.0538 |
0.0315 |
2.9% |
0.0097 |
0.9% |
84% |
False |
False |
8,155 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0098 |
0.9% |
89% |
False |
False |
4,938 |
| 40 |
1.1031 |
1.0426 |
0.0605 |
5.6% |
0.0091 |
0.8% |
63% |
False |
False |
2,963 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0091 |
0.8% |
45% |
False |
False |
2,256 |
| 80 |
1.1547 |
1.0426 |
0.1121 |
10.4% |
0.0088 |
0.8% |
34% |
False |
False |
1,860 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0080 |
0.7% |
33% |
False |
False |
1,514 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0073 |
0.7% |
33% |
False |
False |
1,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.1091 |
|
1.618 |
1.0986 |
|
1.000 |
1.0921 |
|
0.618 |
1.0880 |
|
HIGH |
1.0815 |
|
0.618 |
1.0775 |
|
0.500 |
1.0762 |
|
0.382 |
1.0750 |
|
LOW |
1.0710 |
|
0.618 |
1.0644 |
|
1.000 |
1.0604 |
|
1.618 |
1.0539 |
|
2.618 |
1.0433 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0794 |
| PP |
1.0776 |
1.0784 |
| S1 |
1.0762 |
1.0773 |
|