CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0633 |
-0.0020 |
-0.2% |
1.0479 |
| High |
1.0671 |
1.0770 |
0.0099 |
0.9% |
1.0678 |
| Low |
1.0605 |
1.0633 |
0.0028 |
0.3% |
1.0467 |
| Close |
1.0618 |
1.0765 |
0.0148 |
1.4% |
1.0618 |
| Range |
0.0066 |
0.0137 |
0.0071 |
108.4% |
0.0212 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
4.3% |
0.0000 |
| Volume |
2,342 |
4,434 |
2,092 |
89.3% |
10,244 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1085 |
1.0840 |
|
| R3 |
1.0996 |
1.0949 |
1.0803 |
|
| R2 |
1.0859 |
1.0859 |
1.0790 |
|
| R1 |
1.0812 |
1.0812 |
1.0778 |
1.0836 |
| PP |
1.0723 |
1.0723 |
1.0723 |
1.0734 |
| S1 |
1.0676 |
1.0676 |
1.0752 |
1.0699 |
| S2 |
1.0586 |
1.0586 |
1.0740 |
|
| S3 |
1.0450 |
1.0539 |
1.0727 |
|
| S4 |
1.0313 |
1.0403 |
1.0690 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1131 |
1.0734 |
|
| R3 |
1.1010 |
1.0920 |
1.0676 |
|
| R2 |
1.0799 |
1.0799 |
1.0656 |
|
| R1 |
1.0708 |
1.0708 |
1.0637 |
1.0754 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0610 |
| S1 |
1.0497 |
1.0497 |
1.0598 |
1.0542 |
| S2 |
1.0376 |
1.0376 |
1.0579 |
|
| S3 |
1.0164 |
1.0285 |
1.0559 |
|
| S4 |
0.9953 |
1.0074 |
1.0501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0770 |
1.0507 |
0.0263 |
2.4% |
0.0113 |
1.1% |
98% |
True |
False |
2,690 |
| 10 |
1.0770 |
1.0426 |
0.0344 |
3.2% |
0.0098 |
0.9% |
99% |
True |
False |
2,407 |
| 20 |
1.0822 |
1.0426 |
0.0397 |
3.7% |
0.0100 |
0.9% |
86% |
False |
False |
1,782 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0090 |
0.8% |
40% |
False |
False |
1,295 |
| 60 |
1.1320 |
1.0426 |
0.0895 |
8.3% |
0.0093 |
0.9% |
38% |
False |
False |
1,227 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0085 |
0.8% |
30% |
False |
False |
977 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0077 |
0.7% |
30% |
False |
False |
802 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0070 |
0.7% |
30% |
False |
False |
670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1127 |
|
1.618 |
1.0990 |
|
1.000 |
1.0906 |
|
0.618 |
1.0854 |
|
HIGH |
1.0770 |
|
0.618 |
1.0717 |
|
0.500 |
1.0701 |
|
0.382 |
1.0685 |
|
LOW |
1.0633 |
|
0.618 |
1.0549 |
|
1.000 |
1.0497 |
|
1.618 |
1.0412 |
|
2.618 |
1.0276 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0728 |
| PP |
1.0723 |
1.0691 |
| S1 |
1.0701 |
1.0654 |
|