CME Euro FX (E) Future December 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 |
1.0883 |
1.0841 |
-0.0042 |
-0.4% |
1.0712 |
| High |
1.0911 |
1.0866 |
-0.0045 |
-0.4% |
1.0896 |
| Low |
1.0809 |
1.0766 |
-0.0043 |
-0.4% |
1.0710 |
| Close |
1.0866 |
1.0784 |
-0.0082 |
-0.8% |
1.0862 |
| Range |
0.0102 |
0.0100 |
-0.0002 |
-1.5% |
0.0187 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.3% |
0.0000 |
| Volume |
450 |
383 |
-67 |
-14.9% |
1,573 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1045 |
1.0839 |
|
| R3 |
1.1005 |
1.0945 |
1.0812 |
|
| R2 |
1.0905 |
1.0905 |
1.0802 |
|
| R1 |
1.0845 |
1.0845 |
1.0793 |
1.0825 |
| PP |
1.0805 |
1.0805 |
1.0805 |
1.0796 |
| S1 |
1.0745 |
1.0745 |
1.0775 |
1.0725 |
| S2 |
1.0705 |
1.0705 |
1.0766 |
|
| S3 |
1.0605 |
1.0645 |
1.0757 |
|
| S4 |
1.0505 |
1.0545 |
1.0729 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1309 |
1.0965 |
|
| R3 |
1.1196 |
1.1122 |
1.0913 |
|
| R2 |
1.1009 |
1.1009 |
1.0896 |
|
| R1 |
1.0936 |
1.0936 |
1.0879 |
1.0972 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0841 |
| S1 |
1.0749 |
1.0749 |
1.0845 |
1.0786 |
| S2 |
1.0636 |
1.0636 |
1.0828 |
|
| S3 |
1.0450 |
1.0563 |
1.0811 |
|
| S4 |
1.0263 |
1.0376 |
1.0759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0911 |
1.0766 |
0.0145 |
1.3% |
0.0079 |
0.7% |
12% |
False |
True |
395 |
| 10 |
1.0911 |
1.0603 |
0.0308 |
2.9% |
0.0088 |
0.8% |
59% |
False |
False |
288 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.8% |
0.0087 |
0.8% |
69% |
False |
False |
216 |
| 40 |
1.1116 |
1.0496 |
0.0620 |
5.7% |
0.0069 |
0.6% |
46% |
False |
False |
220 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0070 |
0.7% |
35% |
False |
False |
226 |
| 80 |
1.1601 |
1.0496 |
0.1105 |
10.2% |
0.0069 |
0.6% |
26% |
False |
False |
255 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0062 |
0.6% |
26% |
False |
False |
225 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0056 |
0.5% |
26% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1128 |
|
1.618 |
1.1028 |
|
1.000 |
1.0966 |
|
0.618 |
1.0928 |
|
HIGH |
1.0866 |
|
0.618 |
1.0828 |
|
0.500 |
1.0816 |
|
0.382 |
1.0804 |
|
LOW |
1.0766 |
|
0.618 |
1.0704 |
|
1.000 |
1.0666 |
|
1.618 |
1.0604 |
|
2.618 |
1.0504 |
|
4.250 |
1.0341 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0816 |
1.0838 |
| PP |
1.0805 |
1.0820 |
| S1 |
1.0795 |
1.0802 |
|