CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0392 |
-0.0136 |
-1.3% |
1.0560 |
| High |
1.0543 |
1.0434 |
-0.0109 |
-1.0% |
1.0608 |
| Low |
1.0366 |
1.0362 |
-0.0005 |
0.0% |
1.0362 |
| Close |
1.0383 |
1.0417 |
0.0035 |
0.3% |
1.0417 |
| Range |
0.0177 |
0.0073 |
-0.0104 |
-58.9% |
0.0247 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
272,341 |
183,023 |
-89,318 |
-32.8% |
1,053,431 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0592 |
1.0457 |
|
| R3 |
1.0549 |
1.0519 |
1.0437 |
|
| R2 |
1.0477 |
1.0477 |
1.0430 |
|
| R1 |
1.0447 |
1.0447 |
1.0424 |
1.0462 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0412 |
| S1 |
1.0374 |
1.0374 |
1.0410 |
1.0389 |
| S2 |
1.0332 |
1.0332 |
1.0404 |
|
| S3 |
1.0259 |
1.0302 |
1.0397 |
|
| S4 |
1.0187 |
1.0229 |
1.0377 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1056 |
1.0553 |
|
| R3 |
1.0955 |
1.0809 |
1.0485 |
|
| R2 |
1.0709 |
1.0709 |
1.0462 |
|
| R1 |
1.0563 |
1.0563 |
1.0440 |
1.0513 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0437 |
| S1 |
1.0316 |
1.0316 |
1.0394 |
1.0266 |
| S2 |
1.0216 |
1.0216 |
1.0372 |
|
| S3 |
0.9969 |
1.0070 |
1.0349 |
|
| S4 |
0.9723 |
0.9823 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0608 |
1.0362 |
0.0247 |
2.4% |
0.0096 |
0.9% |
23% |
False |
True |
210,686 |
| 10 |
1.0659 |
1.0362 |
0.0297 |
2.9% |
0.0104 |
1.0% |
19% |
False |
True |
204,797 |
| 20 |
1.0959 |
1.0362 |
0.0597 |
5.7% |
0.0099 |
1.0% |
9% |
False |
True |
194,652 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.2% |
0.0092 |
0.9% |
6% |
False |
True |
183,436 |
| 60 |
1.1430 |
1.0362 |
0.1069 |
10.3% |
0.0100 |
1.0% |
5% |
False |
True |
157,905 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0093 |
0.9% |
5% |
False |
True |
118,785 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0087 |
0.8% |
5% |
False |
True |
95,082 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0082 |
0.8% |
5% |
False |
True |
79,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0742 |
|
2.618 |
1.0624 |
|
1.618 |
1.0551 |
|
1.000 |
1.0507 |
|
0.618 |
1.0479 |
|
HIGH |
1.0434 |
|
0.618 |
1.0406 |
|
0.500 |
1.0398 |
|
0.382 |
1.0389 |
|
LOW |
1.0362 |
|
0.618 |
1.0317 |
|
1.000 |
1.0289 |
|
1.618 |
1.0244 |
|
2.618 |
1.0172 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0411 |
1.0477 |
| PP |
1.0404 |
1.0457 |
| S1 |
1.0398 |
1.0437 |
|