CME Euro FX (E) Future September 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 |
1.0582 |
1.0637 |
0.0056 |
0.5% |
1.0893 |
| High |
1.0678 |
1.0650 |
-0.0028 |
-0.3% |
1.0896 |
| Low |
1.0577 |
1.0577 |
0.0000 |
0.0% |
1.0558 |
| Close |
1.0656 |
1.0577 |
-0.0079 |
-0.7% |
1.0656 |
| Range |
0.0101 |
0.0074 |
-0.0028 |
-27.2% |
0.0338 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,162 |
571 |
-591 |
-50.9% |
7,031 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0773 |
1.0617 |
|
| R3 |
1.0748 |
1.0699 |
1.0597 |
|
| R2 |
1.0675 |
1.0675 |
1.0590 |
|
| R1 |
1.0626 |
1.0626 |
1.0583 |
1.0613 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0595 |
| S1 |
1.0552 |
1.0552 |
1.0570 |
1.0540 |
| S2 |
1.0528 |
1.0528 |
1.0563 |
|
| S3 |
1.0454 |
1.0479 |
1.0556 |
|
| S4 |
1.0381 |
1.0405 |
1.0536 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1524 |
1.0841 |
|
| R3 |
1.1379 |
1.1186 |
1.0748 |
|
| R2 |
1.1041 |
1.1041 |
1.0717 |
|
| R1 |
1.0848 |
1.0848 |
1.0686 |
1.0776 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0667 |
| S1 |
1.0510 |
1.0510 |
1.0625 |
1.0438 |
| S2 |
1.0365 |
1.0365 |
1.0594 |
|
| S3 |
1.0027 |
1.0172 |
1.0563 |
|
| S4 |
0.9689 |
0.9834 |
1.0470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0822 |
1.0558 |
0.0264 |
2.5% |
0.0098 |
0.9% |
7% |
False |
False |
1,271 |
| 10 |
1.1020 |
1.0558 |
0.0462 |
4.4% |
0.0091 |
0.9% |
4% |
False |
False |
1,187 |
| 20 |
1.1116 |
1.0558 |
0.0558 |
5.3% |
0.0082 |
0.8% |
3% |
False |
False |
928 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0087 |
0.8% |
3% |
False |
False |
953 |
| 60 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0083 |
0.8% |
2% |
False |
False |
804 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0074 |
0.7% |
2% |
False |
False |
634 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0067 |
0.6% |
2% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0962 |
|
2.618 |
1.0842 |
|
1.618 |
1.0769 |
|
1.000 |
1.0724 |
|
0.618 |
1.0695 |
|
HIGH |
1.0650 |
|
0.618 |
1.0622 |
|
0.500 |
1.0613 |
|
0.382 |
1.0605 |
|
LOW |
1.0577 |
|
0.618 |
1.0531 |
|
1.000 |
1.0503 |
|
1.618 |
1.0458 |
|
2.618 |
1.0384 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0613 |
1.0618 |
| PP |
1.0601 |
1.0604 |
| S1 |
1.0589 |
1.0590 |
|