CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0625 |
-0.0080 |
-0.7% |
1.0637 |
| High |
1.0720 |
1.0678 |
-0.0042 |
-0.4% |
1.0720 |
| Low |
1.0572 |
1.0564 |
-0.0008 |
-0.1% |
1.0564 |
| Close |
1.0596 |
1.0626 |
0.0030 |
0.3% |
1.0626 |
| Range |
0.0148 |
0.0114 |
-0.0034 |
-23.0% |
0.0156 |
| ATR |
0.0094 |
0.0096 |
0.0001 |
1.5% |
0.0000 |
| Volume |
827 |
1,140 |
313 |
37.8% |
4,512 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0909 |
1.0688 |
|
| R3 |
1.0851 |
1.0795 |
1.0657 |
|
| R2 |
1.0737 |
1.0737 |
1.0646 |
|
| R1 |
1.0681 |
1.0681 |
1.0636 |
1.0709 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0636 |
| S1 |
1.0567 |
1.0567 |
1.0615 |
1.0595 |
| S2 |
1.0509 |
1.0509 |
1.0605 |
|
| S3 |
1.0395 |
1.0453 |
1.0594 |
|
| S4 |
1.0281 |
1.0339 |
1.0563 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1021 |
1.0711 |
|
| R3 |
1.0949 |
1.0865 |
1.0668 |
|
| R2 |
1.0793 |
1.0793 |
1.0654 |
|
| R1 |
1.0709 |
1.0709 |
1.0640 |
1.0673 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0618 |
| S1 |
1.0553 |
1.0553 |
1.0611 |
1.0517 |
| S2 |
1.0481 |
1.0481 |
1.0597 |
|
| S3 |
1.0325 |
1.0397 |
1.0583 |
|
| S4 |
1.0169 |
1.0241 |
1.0540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0564 |
0.0156 |
1.5% |
0.0106 |
1.0% |
39% |
False |
True |
902 |
| 10 |
1.0896 |
1.0558 |
0.0338 |
3.2% |
0.0105 |
1.0% |
20% |
False |
False |
1,154 |
| 20 |
1.1021 |
1.0558 |
0.0463 |
4.4% |
0.0092 |
0.9% |
15% |
False |
False |
1,059 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.7% |
0.0086 |
0.8% |
9% |
False |
False |
873 |
| 60 |
1.1547 |
1.0558 |
0.0989 |
9.3% |
0.0088 |
0.8% |
7% |
False |
False |
865 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0077 |
0.7% |
7% |
False |
False |
680 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0070 |
0.7% |
7% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.0976 |
|
1.618 |
1.0862 |
|
1.000 |
1.0792 |
|
0.618 |
1.0748 |
|
HIGH |
1.0678 |
|
0.618 |
1.0634 |
|
0.500 |
1.0621 |
|
0.382 |
1.0608 |
|
LOW |
1.0564 |
|
0.618 |
1.0494 |
|
1.000 |
1.0450 |
|
1.618 |
1.0380 |
|
2.618 |
1.0266 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0642 |
| PP |
1.0623 |
1.0637 |
| S1 |
1.0621 |
1.0631 |
|