CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0611 |
1.0591 |
-0.0020 |
-0.2% |
1.0637 |
| High |
1.0650 |
1.0606 |
-0.0045 |
-0.4% |
1.0720 |
| Low |
1.0588 |
1.0430 |
-0.0158 |
-1.5% |
1.0564 |
| Close |
1.0609 |
1.0446 |
-0.0163 |
-1.5% |
1.0626 |
| Range |
0.0062 |
0.0176 |
0.0114 |
183.1% |
0.0156 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
7.0% |
0.0000 |
| Volume |
1,653 |
4,494 |
2,841 |
171.9% |
4,512 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0908 |
1.0542 |
|
| R3 |
1.0845 |
1.0733 |
1.0494 |
|
| R2 |
1.0669 |
1.0669 |
1.0478 |
|
| R1 |
1.0557 |
1.0557 |
1.0462 |
1.0526 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0478 |
| S1 |
1.0382 |
1.0382 |
1.0429 |
1.0350 |
| S2 |
1.0318 |
1.0318 |
1.0413 |
|
| S3 |
1.0143 |
1.0206 |
1.0397 |
|
| S4 |
0.9967 |
1.0031 |
1.0349 |
|
|
| 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 |
1.0678 |
1.0430 |
0.0248 |
2.4% |
0.0099 |
0.9% |
6% |
False |
True |
1,976 |
| 10 |
1.0720 |
1.0430 |
0.0290 |
2.8% |
0.0101 |
1.0% |
5% |
False |
True |
1,441 |
| 20 |
1.1020 |
1.0430 |
0.0590 |
5.6% |
0.0097 |
0.9% |
3% |
False |
True |
1,309 |
| 40 |
1.1275 |
1.0430 |
0.0845 |
8.1% |
0.0086 |
0.8% |
2% |
False |
True |
1,013 |
| 60 |
1.1487 |
1.0430 |
0.1057 |
10.1% |
0.0090 |
0.9% |
1% |
False |
True |
997 |
| 80 |
1.1567 |
1.0430 |
0.1137 |
10.9% |
0.0079 |
0.8% |
1% |
False |
True |
780 |
| 100 |
1.1567 |
1.0430 |
0.1137 |
10.9% |
0.0072 |
0.7% |
1% |
False |
True |
637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1065 |
|
1.618 |
1.0889 |
|
1.000 |
1.0781 |
|
0.618 |
1.0714 |
|
HIGH |
1.0606 |
|
0.618 |
1.0538 |
|
0.500 |
1.0518 |
|
0.382 |
1.0497 |
|
LOW |
1.0430 |
|
0.618 |
1.0322 |
|
1.000 |
1.0255 |
|
1.618 |
1.0146 |
|
2.618 |
0.9971 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0546 |
| PP |
1.0494 |
1.0512 |
| S1 |
1.0470 |
1.0479 |
|