CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0479 |
1.0512 |
0.0034 |
0.3% |
1.0619 |
| High |
1.0516 |
1.0628 |
0.0113 |
1.1% |
1.0663 |
| Low |
1.0467 |
1.0507 |
0.0040 |
0.4% |
1.0426 |
| Close |
1.0513 |
1.0619 |
0.0107 |
1.0% |
1.0480 |
| Range |
0.0049 |
0.0122 |
0.0073 |
148.0% |
0.0238 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.4% |
0.0000 |
| Volume |
1,228 |
1,156 |
-72 |
-5.9% |
10,677 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0949 |
1.0906 |
1.0686 |
|
| R3 |
1.0828 |
1.0784 |
1.0652 |
|
| R2 |
1.0706 |
1.0706 |
1.0641 |
|
| R1 |
1.0663 |
1.0663 |
1.0630 |
1.0684 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0595 |
| S1 |
1.0541 |
1.0541 |
1.0608 |
1.0563 |
| S2 |
1.0463 |
1.0463 |
1.0597 |
|
| S3 |
1.0342 |
1.0420 |
1.0586 |
|
| S4 |
1.0220 |
1.0298 |
1.0552 |
|
|
| 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 |
1.0650 |
1.0426 |
0.0225 |
2.1% |
0.0096 |
0.9% |
86% |
False |
False |
2,092 |
| 10 |
1.0720 |
1.0426 |
0.0295 |
2.8% |
0.0100 |
0.9% |
66% |
False |
False |
1,658 |
| 20 |
1.1020 |
1.0426 |
0.0595 |
5.6% |
0.0097 |
0.9% |
33% |
False |
False |
1,423 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0085 |
0.8% |
23% |
False |
False |
1,086 |
| 60 |
1.1478 |
1.0426 |
0.1053 |
9.9% |
0.0092 |
0.9% |
18% |
False |
False |
1,063 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0081 |
0.8% |
17% |
False |
False |
829 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0073 |
0.7% |
17% |
False |
False |
679 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0067 |
0.6% |
17% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1144 |
|
2.618 |
1.0946 |
|
1.618 |
1.0825 |
|
1.000 |
1.0750 |
|
0.618 |
1.0703 |
|
HIGH |
1.0628 |
|
0.618 |
1.0582 |
|
0.500 |
1.0567 |
|
0.382 |
1.0553 |
|
LOW |
1.0507 |
|
0.618 |
1.0431 |
|
1.000 |
1.0385 |
|
1.618 |
1.0310 |
|
2.618 |
1.0188 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0602 |
1.0588 |
| PP |
1.0585 |
1.0558 |
| S1 |
1.0567 |
1.0527 |
|