CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 02-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2022 |
02-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0675 |
-0.0021 |
-0.2% |
1.0959 |
| High |
1.0747 |
1.0683 |
-0.0065 |
-0.6% |
1.0959 |
| Low |
1.0648 |
1.0648 |
0.0001 |
0.0% |
1.0648 |
| Close |
1.0728 |
1.0648 |
-0.0080 |
-0.7% |
1.0728 |
| Range |
0.0100 |
0.0035 |
-0.0065 |
-65.3% |
0.0312 |
| ATR |
0.0073 |
0.0073 |
0.0001 |
0.7% |
0.0000 |
| Volume |
42 |
14 |
-28 |
-66.7% |
1,414 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0740 |
1.0667 |
|
| R3 |
1.0729 |
1.0706 |
1.0657 |
|
| R2 |
1.0694 |
1.0694 |
1.0654 |
|
| R1 |
1.0671 |
1.0671 |
1.0651 |
1.0665 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0657 |
| S1 |
1.0637 |
1.0637 |
1.0645 |
1.0631 |
| S2 |
1.0625 |
1.0625 |
1.0642 |
|
| S3 |
1.0591 |
1.0602 |
1.0639 |
|
| S4 |
1.0556 |
1.0568 |
1.0629 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1532 |
1.0899 |
|
| R3 |
1.1401 |
1.1220 |
1.0814 |
|
| R2 |
1.1090 |
1.1090 |
1.0785 |
|
| R1 |
1.0909 |
1.0909 |
1.0757 |
1.0844 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0746 |
| S1 |
1.0597 |
1.0597 |
1.0699 |
1.0532 |
| S2 |
1.0467 |
1.0467 |
1.0671 |
|
| S3 |
1.0155 |
1.0286 |
1.0642 |
|
| S4 |
0.9844 |
0.9974 |
1.0557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0854 |
1.0648 |
0.0207 |
1.9% |
0.0069 |
0.6% |
0% |
False |
False |
141 |
| 10 |
1.1024 |
1.0648 |
0.0376 |
3.5% |
0.0062 |
0.6% |
0% |
False |
False |
250 |
| 20 |
1.1193 |
1.0648 |
0.0546 |
5.1% |
0.0052 |
0.5% |
0% |
False |
False |
223 |
| 40 |
1.1330 |
1.0648 |
0.0682 |
6.4% |
0.0063 |
0.6% |
0% |
False |
False |
239 |
| 60 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0064 |
0.6% |
0% |
False |
False |
268 |
| 80 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0055 |
0.5% |
0% |
False |
False |
226 |
| 100 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0050 |
0.5% |
0% |
False |
False |
181 |
| 120 |
1.1713 |
1.0648 |
0.1065 |
10.0% |
0.0046 |
0.4% |
0% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0829 |
|
2.618 |
1.0773 |
|
1.618 |
1.0738 |
|
1.000 |
1.0717 |
|
0.618 |
1.0704 |
|
HIGH |
1.0683 |
|
0.618 |
1.0669 |
|
0.500 |
1.0665 |
|
0.382 |
1.0661 |
|
LOW |
1.0648 |
|
0.618 |
1.0627 |
|
1.000 |
1.0614 |
|
1.618 |
1.0592 |
|
2.618 |
1.0558 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0697 |
| PP |
1.0660 |
1.0681 |
| S1 |
1.0654 |
1.0664 |
|