CME Euro FX (E) Future September 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 |
1.0637 |
1.0594 |
-0.0044 |
-0.4% |
1.0893 |
| High |
1.0650 |
1.0657 |
0.0007 |
0.1% |
1.0896 |
| Low |
1.0577 |
1.0580 |
0.0004 |
0.0% |
1.0558 |
| Close |
1.0577 |
1.0611 |
0.0035 |
0.3% |
1.0656 |
| Range |
0.0074 |
0.0077 |
0.0004 |
4.8% |
0.0338 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
571 |
413 |
-158 |
-27.7% |
7,031 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0806 |
1.0653 |
|
| R3 |
1.0770 |
1.0729 |
1.0632 |
|
| R2 |
1.0693 |
1.0693 |
1.0625 |
|
| R1 |
1.0652 |
1.0652 |
1.0618 |
1.0673 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0626 |
| S1 |
1.0575 |
1.0575 |
1.0604 |
1.0596 |
| S2 |
1.0539 |
1.0539 |
1.0597 |
|
| S3 |
1.0462 |
1.0498 |
1.0590 |
|
| S4 |
1.0385 |
1.0421 |
1.0569 |
|
|
| 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 |
1.0736 |
1.0558 |
0.0178 |
1.7% |
0.0094 |
0.9% |
30% |
False |
False |
1,001 |
| 10 |
1.1020 |
1.0558 |
0.0462 |
4.4% |
0.0093 |
0.9% |
11% |
False |
False |
1,187 |
| 20 |
1.1072 |
1.0558 |
0.0514 |
4.8% |
0.0083 |
0.8% |
10% |
False |
False |
933 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0086 |
0.8% |
7% |
False |
False |
911 |
| 60 |
1.1547 |
1.0558 |
0.0989 |
9.3% |
0.0083 |
0.8% |
5% |
False |
False |
809 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0075 |
0.7% |
5% |
False |
False |
639 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0067 |
0.6% |
5% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0859 |
|
1.618 |
1.0782 |
|
1.000 |
1.0734 |
|
0.618 |
1.0705 |
|
HIGH |
1.0657 |
|
0.618 |
1.0628 |
|
0.500 |
1.0619 |
|
0.382 |
1.0609 |
|
LOW |
1.0580 |
|
0.618 |
1.0532 |
|
1.000 |
1.0503 |
|
1.618 |
1.0455 |
|
2.618 |
1.0378 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0627 |
| PP |
1.0616 |
1.0622 |
| S1 |
1.0614 |
1.0616 |
|