CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 1.0476 1.0595 0.0120 1.1% 1.0414
High 1.0618 1.0609 -0.0009 -0.1% 1.0618
Low 1.0471 1.0542 0.0071 0.7% 1.0401
Close 1.0609 1.0556 -0.0054 -0.5% 1.0556
Range 0.0147 0.0067 -0.0080 -54.6% 0.0217
ATR 0.0103 0.0100 -0.0003 -2.5% 0.0000
Volume 204,257 143,321 -60,936 -29.8% 827,634
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 1.0768 1.0728 1.0592
R3 1.0702 1.0662 1.0574
R2 1.0635 1.0635 1.0568
R1 1.0595 1.0595 1.0562 1.0582
PP 1.0569 1.0569 1.0569 1.0562
S1 1.0529 1.0529 1.0549 1.0516
S2 1.0502 1.0502 1.0543
S3 1.0436 1.0462 1.0537
S4 1.0369 1.0396 1.0519
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 1.1174 1.1081 1.0675
R3 1.0958 1.0865 1.0615
R2 1.0741 1.0741 1.0595
R1 1.0648 1.0648 1.0575 1.0695
PP 1.0525 1.0525 1.0525 1.0548
S1 1.0432 1.0432 1.0536 1.0478
S2 1.0308 1.0308 1.0516
S3 1.0092 1.0215 1.0496
S4 0.9875 0.9999 1.0436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0618 1.0401 0.0217 2.1% 0.0100 0.9% 71% False False 165,526
10 1.0618 1.0362 0.0256 2.4% 0.0098 0.9% 76% False False 188,106
20 1.0840 1.0362 0.0479 4.5% 0.0105 1.0% 41% False False 199,683
40 1.1216 1.0362 0.0854 8.1% 0.0095 0.9% 23% False False 185,657
60 1.1315 1.0362 0.0954 9.0% 0.0101 1.0% 20% False False 171,381
80 1.1538 1.0362 0.1176 11.1% 0.0096 0.9% 16% False False 129,103
100 1.1538 1.0362 0.1176 11.1% 0.0090 0.9% 16% False False 103,352
120 1.1538 1.0362 0.1176 11.1% 0.0085 0.8% 16% False False 86,196
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0891
2.618 1.0783
1.618 1.0716
1.000 1.0675
0.618 1.0650
HIGH 1.0609
0.618 1.0583
0.500 1.0575
0.382 1.0567
LOW 1.0542
0.618 1.0501
1.000 1.0476
1.618 1.0434
2.618 1.0368
4.250 1.0259
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 1.0575 1.0552
PP 1.0569 1.0548
S1 1.0562 1.0544

These figures are updated between 7pm and 10pm EST after a trading day.

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