CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0872 |
0.0096 |
0.9% |
1.0883 |
| High |
1.0877 |
1.0891 |
0.0014 |
0.1% |
1.0911 |
| Low |
1.0776 |
1.0832 |
0.0057 |
0.5% |
1.0766 |
| Close |
1.0868 |
1.0848 |
-0.0020 |
-0.2% |
1.0848 |
| Range |
0.0102 |
0.0059 |
-0.0043 |
-41.9% |
0.0145 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
98 |
64 |
-34 |
-34.7% |
995 |
|
| Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1000 |
1.0880 |
|
| R3 |
1.0975 |
1.0941 |
1.0864 |
|
| R2 |
1.0916 |
1.0916 |
1.0858 |
|
| R1 |
1.0882 |
1.0882 |
1.0853 |
1.0869 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0851 |
| S1 |
1.0823 |
1.0823 |
1.0842 |
1.0810 |
| S2 |
1.0798 |
1.0798 |
1.0837 |
|
| S3 |
1.0739 |
1.0764 |
1.0831 |
|
| S4 |
1.0680 |
1.0705 |
1.0815 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1206 |
1.0927 |
|
| R3 |
1.1130 |
1.1061 |
1.0887 |
|
| R2 |
1.0986 |
1.0986 |
1.0874 |
|
| R1 |
1.0917 |
1.0917 |
1.0861 |
1.0879 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0823 |
| S1 |
1.0772 |
1.0772 |
1.0834 |
1.0735 |
| S2 |
1.0697 |
1.0697 |
1.0821 |
|
| S3 |
1.0552 |
1.0628 |
1.0808 |
|
| S4 |
1.0408 |
1.0483 |
1.0768 |
|
|
| 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% |
0.0086 |
0.8% |
56% |
False |
False |
342 |
| 10 |
1.0911 |
1.0671 |
0.0240 |
2.2% |
0.0082 |
0.8% |
74% |
False |
False |
263 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.8% |
0.0085 |
0.8% |
85% |
False |
False |
218 |
| 40 |
1.1076 |
1.0496 |
0.0580 |
5.3% |
0.0071 |
0.7% |
61% |
False |
False |
220 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0069 |
0.6% |
42% |
False |
False |
201 |
| 80 |
1.1601 |
1.0496 |
0.1105 |
10.2% |
0.0071 |
0.7% |
32% |
False |
False |
257 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0064 |
0.6% |
32% |
False |
False |
225 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0057 |
0.5% |
32% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1045 |
|
1.618 |
1.0986 |
|
1.000 |
1.0950 |
|
0.618 |
1.0927 |
|
HIGH |
1.0891 |
|
0.618 |
1.0868 |
|
0.500 |
1.0862 |
|
0.382 |
1.0855 |
|
LOW |
1.0832 |
|
0.618 |
1.0796 |
|
1.000 |
1.0773 |
|
1.618 |
1.0737 |
|
2.618 |
1.0678 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 03-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0862 |
1.0841 |
| PP |
1.0857 |
1.0835 |
| S1 |
1.0852 |
1.0829 |
|