CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0591 |
1.0455 |
-0.0136 |
-1.3% |
1.0619 |
| High |
1.0606 |
1.0495 |
-0.0111 |
-1.0% |
1.0663 |
| Low |
1.0430 |
1.0426 |
-0.0005 |
0.0% |
1.0426 |
| Close |
1.0446 |
1.0480 |
0.0035 |
0.3% |
1.0480 |
| Range |
0.0176 |
0.0070 |
-0.0106 |
-60.4% |
0.0238 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
4,494 |
1,933 |
-2,561 |
-57.0% |
10,677 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0675 |
1.0647 |
1.0518 |
|
| R3 |
1.0606 |
1.0578 |
1.0499 |
|
| R2 |
1.0536 |
1.0536 |
1.0493 |
|
| R1 |
1.0508 |
1.0508 |
1.0486 |
1.0522 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0474 |
| S1 |
1.0439 |
1.0439 |
1.0474 |
1.0453 |
| S2 |
1.0397 |
1.0397 |
1.0467 |
|
| S3 |
1.0328 |
1.0369 |
1.0461 |
|
| S4 |
1.0258 |
1.0300 |
1.0442 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1095 |
1.0611 |
|
| R3 |
1.0998 |
1.0858 |
1.0545 |
|
| R2 |
1.0760 |
1.0760 |
1.0524 |
|
| R1 |
1.0620 |
1.0620 |
1.0502 |
1.0572 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0499 |
| S1 |
1.0383 |
1.0383 |
1.0458 |
1.0334 |
| S2 |
1.0285 |
1.0285 |
1.0436 |
|
| S3 |
1.0048 |
1.0145 |
1.0415 |
|
| S4 |
0.9810 |
0.9908 |
1.0349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0663 |
1.0426 |
0.0238 |
2.3% |
0.0090 |
0.9% |
23% |
False |
True |
2,135 |
| 10 |
1.0720 |
1.0426 |
0.0295 |
2.8% |
0.0098 |
0.9% |
19% |
False |
True |
1,518 |
| 20 |
1.1020 |
1.0426 |
0.0595 |
5.7% |
0.0093 |
0.9% |
9% |
False |
True |
1,343 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0084 |
0.8% |
6% |
False |
True |
1,049 |
| 60 |
1.1478 |
1.0426 |
0.1053 |
10.0% |
0.0091 |
0.9% |
5% |
False |
True |
1,027 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0080 |
0.8% |
5% |
False |
True |
803 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0072 |
0.7% |
5% |
False |
True |
655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0677 |
|
1.618 |
1.0607 |
|
1.000 |
1.0565 |
|
0.618 |
1.0538 |
|
HIGH |
1.0495 |
|
0.618 |
1.0468 |
|
0.500 |
1.0460 |
|
0.382 |
1.0452 |
|
LOW |
1.0426 |
|
0.618 |
1.0383 |
|
1.000 |
1.0356 |
|
1.618 |
1.0313 |
|
2.618 |
1.0244 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0538 |
| PP |
1.0467 |
1.0519 |
| S1 |
1.0460 |
1.0499 |
|