CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0569 |
1.0528 |
-0.0042 |
-0.4% |
1.0831 |
| High |
1.0588 |
1.0596 |
0.0009 |
0.1% |
1.0840 |
| Low |
1.0509 |
1.0511 |
0.0002 |
0.0% |
1.0491 |
| Close |
1.0511 |
1.0545 |
0.0034 |
0.3% |
1.0589 |
| Range |
0.0079 |
0.0086 |
0.0007 |
8.9% |
0.0350 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
133,418 |
164,406 |
30,988 |
23.2% |
1,118,059 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0807 |
1.0761 |
1.0592 |
|
| R3 |
1.0721 |
1.0676 |
1.0568 |
|
| R2 |
1.0636 |
1.0636 |
1.0560 |
|
| R1 |
1.0590 |
1.0590 |
1.0552 |
1.0613 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0562 |
| S1 |
1.0505 |
1.0505 |
1.0537 |
1.0528 |
| S2 |
1.0465 |
1.0465 |
1.0529 |
|
| S3 |
1.0379 |
1.0419 |
1.0521 |
|
| S4 |
1.0294 |
1.0334 |
1.0497 |
|
|
| 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 |
1.0677 |
1.0491 |
0.0186 |
1.8% |
0.0100 |
1.0% |
29% |
False |
False |
207,285 |
| 10 |
1.0959 |
1.0491 |
0.0468 |
4.4% |
0.0100 |
1.0% |
12% |
False |
False |
196,486 |
| 20 |
1.1017 |
1.0491 |
0.0527 |
5.0% |
0.0089 |
0.8% |
10% |
False |
False |
176,233 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0096 |
0.9% |
7% |
False |
False |
188,096 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0095 |
0.9% |
5% |
False |
False |
129,014 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0089 |
0.8% |
5% |
False |
False |
96,946 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0083 |
0.8% |
5% |
False |
False |
77,642 |
| 120 |
1.1635 |
1.0491 |
0.1145 |
10.9% |
0.0079 |
0.8% |
5% |
False |
False |
64,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0820 |
|
1.618 |
1.0734 |
|
1.000 |
1.0682 |
|
0.618 |
1.0649 |
|
HIGH |
1.0596 |
|
0.618 |
1.0563 |
|
0.500 |
1.0553 |
|
0.382 |
1.0543 |
|
LOW |
1.0511 |
|
0.618 |
1.0458 |
|
1.000 |
1.0425 |
|
1.618 |
1.0372 |
|
2.618 |
1.0287 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0561 |
| PP |
1.0550 |
1.0555 |
| S1 |
1.0547 |
1.0550 |
|