CME Euro FX (E) Future December 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 |
1.0841 |
1.0776 |
-0.0066 |
-0.6% |
1.0712 |
| High |
1.0866 |
1.0877 |
0.0011 |
0.1% |
1.0896 |
| Low |
1.0766 |
1.0776 |
0.0010 |
0.1% |
1.0710 |
| Close |
1.0784 |
1.0868 |
0.0084 |
0.8% |
1.0862 |
| Range |
0.0100 |
0.0102 |
0.0002 |
1.5% |
0.0187 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.4% |
0.0000 |
| Volume |
383 |
98 |
-285 |
-74.4% |
1,573 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1108 |
1.0923 |
|
| R3 |
1.1043 |
1.1006 |
1.0895 |
|
| R2 |
1.0942 |
1.0942 |
1.0886 |
|
| R1 |
1.0905 |
1.0905 |
1.0877 |
1.0923 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0849 |
| S1 |
1.0803 |
1.0803 |
1.0858 |
1.0822 |
| S2 |
1.0739 |
1.0739 |
1.0849 |
|
| S3 |
1.0637 |
1.0702 |
1.0840 |
|
| S4 |
1.0536 |
1.0600 |
1.0812 |
|
|
| 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% |
0.0081 |
0.7% |
70% |
False |
False |
349 |
| 10 |
1.0911 |
1.0608 |
0.0303 |
2.8% |
0.0089 |
0.8% |
86% |
False |
False |
268 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.8% |
0.0086 |
0.8% |
90% |
False |
False |
217 |
| 40 |
1.1081 |
1.0496 |
0.0585 |
5.4% |
0.0071 |
0.6% |
64% |
False |
False |
222 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0071 |
0.7% |
45% |
False |
False |
215 |
| 80 |
1.1601 |
1.0496 |
0.1105 |
10.2% |
0.0070 |
0.6% |
34% |
False |
False |
256 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0063 |
0.6% |
33% |
False |
False |
226 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0056 |
0.5% |
33% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1143 |
|
1.618 |
1.1041 |
|
1.000 |
1.0979 |
|
0.618 |
1.0940 |
|
HIGH |
1.0877 |
|
0.618 |
1.0838 |
|
0.500 |
1.0826 |
|
0.382 |
1.0814 |
|
LOW |
1.0776 |
|
0.618 |
1.0713 |
|
1.000 |
1.0674 |
|
1.618 |
1.0611 |
|
2.618 |
1.0510 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0858 |
| PP |
1.0840 |
1.0848 |
| S1 |
1.0826 |
1.0838 |
|