CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0560 |
0.0111 |
1.1% |
1.0560 |
| High |
1.0568 |
1.0575 |
0.0008 |
0.1% |
1.0608 |
| Low |
1.0440 |
1.0472 |
0.0032 |
0.3% |
1.0362 |
| Close |
1.0556 |
1.0486 |
-0.0071 |
-0.7% |
1.0417 |
| Range |
0.0128 |
0.0104 |
-0.0025 |
-19.1% |
0.0247 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
195,154 |
156,046 |
-39,108 |
-20.0% |
1,053,431 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0757 |
1.0542 |
|
| R3 |
1.0718 |
1.0653 |
1.0514 |
|
| R2 |
1.0614 |
1.0614 |
1.0504 |
|
| R1 |
1.0550 |
1.0550 |
1.0495 |
1.0530 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0501 |
| S1 |
1.0446 |
1.0446 |
1.0476 |
1.0427 |
| S2 |
1.0407 |
1.0407 |
1.0467 |
|
| S3 |
1.0304 |
1.0343 |
1.0457 |
|
| S4 |
1.0200 |
1.0239 |
1.0429 |
|
|
| 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 |
1.0575 |
1.0362 |
0.0214 |
2.0% |
0.0107 |
1.0% |
58% |
True |
False |
187,084 |
| 10 |
1.0659 |
1.0362 |
0.0297 |
2.8% |
0.0103 |
1.0% |
42% |
False |
False |
203,243 |
| 20 |
1.0959 |
1.0362 |
0.0597 |
5.7% |
0.0104 |
1.0% |
21% |
False |
False |
201,302 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.1% |
0.0093 |
0.9% |
15% |
False |
False |
184,349 |
| 60 |
1.1400 |
1.0362 |
0.1039 |
9.9% |
0.0101 |
1.0% |
12% |
False |
False |
165,709 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.2% |
0.0095 |
0.9% |
11% |
False |
False |
124,769 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.2% |
0.0088 |
0.8% |
11% |
False |
False |
99,878 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.2% |
0.0084 |
0.8% |
11% |
False |
False |
83,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0846 |
|
1.618 |
1.0742 |
|
1.000 |
1.0679 |
|
0.618 |
1.0639 |
|
HIGH |
1.0575 |
|
0.618 |
1.0535 |
|
0.500 |
1.0523 |
|
0.382 |
1.0511 |
|
LOW |
1.0472 |
|
0.618 |
1.0408 |
|
1.000 |
1.0368 |
|
1.618 |
1.0304 |
|
2.618 |
1.0201 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0523 |
1.0488 |
| PP |
1.0511 |
1.0487 |
| S1 |
1.0498 |
1.0486 |
|