CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0611 |
-0.0026 |
-0.2% |
1.0637 |
| High |
1.0662 |
1.0650 |
-0.0012 |
-0.1% |
1.0720 |
| Low |
1.0609 |
1.0588 |
-0.0021 |
-0.2% |
1.0564 |
| Close |
1.0609 |
1.0609 |
0.0000 |
0.0% |
1.0626 |
| Range |
0.0053 |
0.0062 |
0.0009 |
17.0% |
0.0156 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,314 |
1,653 |
339 |
25.8% |
4,512 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0767 |
1.0643 |
|
| R3 |
1.0740 |
1.0705 |
1.0626 |
|
| R2 |
1.0678 |
1.0678 |
1.0620 |
|
| R1 |
1.0643 |
1.0643 |
1.0614 |
1.0629 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0609 |
| S1 |
1.0581 |
1.0581 |
1.0603 |
1.0567 |
| S2 |
1.0554 |
1.0554 |
1.0597 |
|
| S3 |
1.0492 |
1.0519 |
1.0591 |
|
| S4 |
1.0430 |
1.0457 |
1.0574 |
|
|
| 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% |
0.0093 |
0.9% |
29% |
False |
False |
1,243 |
| 10 |
1.0720 |
1.0558 |
0.0162 |
1.5% |
0.0092 |
0.9% |
31% |
False |
False |
1,091 |
| 20 |
1.1020 |
1.0558 |
0.0462 |
4.4% |
0.0093 |
0.9% |
11% |
False |
False |
1,128 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0084 |
0.8% |
7% |
False |
False |
920 |
| 60 |
1.1487 |
1.0558 |
0.0929 |
8.8% |
0.0088 |
0.8% |
5% |
False |
False |
927 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0078 |
0.7% |
5% |
False |
False |
727 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0071 |
0.7% |
5% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0812 |
|
1.618 |
1.0750 |
|
1.000 |
1.0712 |
|
0.618 |
1.0688 |
|
HIGH |
1.0650 |
|
0.618 |
1.0626 |
|
0.500 |
1.0619 |
|
0.382 |
1.0612 |
|
LOW |
1.0588 |
|
0.618 |
1.0550 |
|
1.000 |
1.0526 |
|
1.618 |
1.0488 |
|
2.618 |
1.0426 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0618 |
| PP |
1.0616 |
1.0615 |
| S1 |
1.0612 |
1.0612 |
|