CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 02-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2022 |
02-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0519 |
1.0569 |
0.0051 |
0.5% |
1.0831 |
| High |
1.0612 |
1.0588 |
-0.0025 |
-0.2% |
1.0840 |
| Low |
1.0510 |
1.0509 |
-0.0001 |
0.0% |
1.0491 |
| Close |
1.0589 |
1.0511 |
-0.0078 |
-0.7% |
1.0589 |
| Range |
0.0102 |
0.0079 |
-0.0024 |
-23.0% |
0.0350 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
251,264 |
133,418 |
-117,846 |
-46.9% |
1,118,059 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0720 |
1.0554 |
|
| R3 |
1.0693 |
1.0641 |
1.0533 |
|
| R2 |
1.0614 |
1.0614 |
1.0525 |
|
| R1 |
1.0563 |
1.0563 |
1.0518 |
1.0549 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0529 |
| S1 |
1.0484 |
1.0484 |
1.0504 |
1.0471 |
| S2 |
1.0457 |
1.0457 |
1.0497 |
|
| S3 |
1.0379 |
1.0406 |
1.0489 |
|
| S4 |
1.0300 |
1.0327 |
1.0468 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1488 |
1.0781 |
|
| R3 |
1.1339 |
1.1139 |
1.0685 |
|
| R2 |
1.0989 |
1.0989 |
1.0653 |
|
| R1 |
1.0789 |
1.0789 |
1.0621 |
1.0715 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0603 |
| S1 |
1.0440 |
1.0440 |
1.0557 |
1.0365 |
| S2 |
1.0290 |
1.0290 |
1.0525 |
|
| S3 |
0.9941 |
1.0090 |
1.0493 |
|
| S4 |
0.9591 |
0.9741 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0760 |
1.0491 |
0.0269 |
2.6% |
0.0104 |
1.0% |
8% |
False |
False |
211,260 |
| 10 |
1.0959 |
1.0491 |
0.0468 |
4.5% |
0.0097 |
0.9% |
4% |
False |
False |
191,711 |
| 20 |
1.1084 |
1.0491 |
0.0593 |
5.6% |
0.0090 |
0.9% |
3% |
False |
False |
175,389 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0097 |
0.9% |
3% |
False |
False |
186,085 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
10.0% |
0.0094 |
0.9% |
2% |
False |
False |
126,303 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
10.0% |
0.0089 |
0.8% |
2% |
False |
False |
94,893 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
10.0% |
0.0083 |
0.8% |
2% |
False |
False |
76,001 |
| 120 |
1.1661 |
1.0491 |
0.1171 |
11.1% |
0.0079 |
0.8% |
2% |
False |
False |
63,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0793 |
|
1.618 |
1.0715 |
|
1.000 |
1.0666 |
|
0.618 |
1.0636 |
|
HIGH |
1.0588 |
|
0.618 |
1.0558 |
|
0.500 |
1.0548 |
|
0.382 |
1.0539 |
|
LOW |
1.0509 |
|
0.618 |
1.0460 |
|
1.000 |
1.0431 |
|
1.618 |
1.0382 |
|
2.618 |
1.0303 |
|
4.250 |
1.0175 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0551 |
| PP |
1.0536 |
1.0538 |
| S1 |
1.0523 |
1.0524 |
|