CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 09-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0625 |
1.0619 |
-0.0007 |
-0.1% |
1.0637 |
| High |
1.0678 |
1.0663 |
-0.0015 |
-0.1% |
1.0720 |
| Low |
1.0564 |
1.0573 |
0.0009 |
0.1% |
1.0564 |
| Close |
1.0626 |
1.0644 |
0.0019 |
0.2% |
1.0626 |
| Range |
0.0114 |
0.0090 |
-0.0024 |
-21.1% |
0.0156 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,140 |
1,283 |
143 |
12.5% |
4,512 |
|
| Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0860 |
1.0694 |
|
| R3 |
1.0807 |
1.0770 |
1.0669 |
|
| R2 |
1.0717 |
1.0717 |
1.0661 |
|
| R1 |
1.0680 |
1.0680 |
1.0652 |
1.0699 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0636 |
| S1 |
1.0590 |
1.0590 |
1.0636 |
1.0609 |
| S2 |
1.0537 |
1.0537 |
1.0628 |
|
| S3 |
1.0447 |
1.0500 |
1.0619 |
|
| S4 |
1.0357 |
1.0410 |
1.0595 |
|
|
| 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% |
0.0109 |
1.0% |
51% |
False |
False |
1,044 |
| 10 |
1.0822 |
1.0558 |
0.0264 |
2.5% |
0.0103 |
1.0% |
33% |
False |
False |
1,158 |
| 20 |
1.1021 |
1.0558 |
0.0463 |
4.3% |
0.0093 |
0.9% |
19% |
False |
False |
1,093 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.7% |
0.0085 |
0.8% |
12% |
False |
False |
878 |
| 60 |
1.1510 |
1.0558 |
0.0952 |
8.9% |
0.0088 |
0.8% |
9% |
False |
False |
882 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0078 |
0.7% |
9% |
False |
False |
695 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0071 |
0.7% |
9% |
False |
False |
563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0899 |
|
1.618 |
1.0809 |
|
1.000 |
1.0753 |
|
0.618 |
1.0719 |
|
HIGH |
1.0663 |
|
0.618 |
1.0629 |
|
0.500 |
1.0618 |
|
0.382 |
1.0607 |
|
LOW |
1.0573 |
|
0.618 |
1.0517 |
|
1.000 |
1.0483 |
|
1.618 |
1.0427 |
|
2.618 |
1.0337 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 09-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0635 |
1.0643 |
| PP |
1.0627 |
1.0643 |
| S1 |
1.0618 |
1.0642 |
|