CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0654 |
-0.0021 |
-0.2% |
1.0959 |
| High |
1.0683 |
1.0709 |
0.0027 |
0.2% |
1.0959 |
| Low |
1.0648 |
1.0652 |
0.0004 |
0.0% |
1.0648 |
| Close |
1.0648 |
1.0685 |
0.0037 |
0.3% |
1.0728 |
| Range |
0.0035 |
0.0058 |
0.0023 |
66.7% |
0.0312 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
14 |
122 |
108 |
771.4% |
1,414 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0827 |
1.0716 |
|
| R3 |
1.0797 |
1.0769 |
1.0700 |
|
| R2 |
1.0739 |
1.0739 |
1.0695 |
|
| R1 |
1.0712 |
1.0712 |
1.0690 |
1.0726 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0689 |
| S1 |
1.0654 |
1.0654 |
1.0679 |
1.0668 |
| S2 |
1.0624 |
1.0624 |
1.0674 |
|
| S3 |
1.0567 |
1.0597 |
1.0669 |
|
| S4 |
1.0509 |
1.0539 |
1.0653 |
|
|
| 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 |
1.0800 |
1.0648 |
0.0153 |
1.4% |
0.0068 |
0.6% |
24% |
False |
False |
91 |
| 10 |
1.1024 |
1.0648 |
0.0376 |
3.5% |
0.0066 |
0.6% |
10% |
False |
False |
241 |
| 20 |
1.1116 |
1.0648 |
0.0469 |
4.4% |
0.0052 |
0.5% |
8% |
False |
False |
224 |
| 40 |
1.1330 |
1.0648 |
0.0682 |
6.4% |
0.0062 |
0.6% |
5% |
False |
False |
231 |
| 60 |
1.1601 |
1.0648 |
0.0953 |
8.9% |
0.0064 |
0.6% |
4% |
False |
False |
268 |
| 80 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0056 |
0.5% |
4% |
False |
False |
228 |
| 100 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0050 |
0.5% |
4% |
False |
False |
182 |
| 120 |
1.1693 |
1.0648 |
0.1045 |
9.8% |
0.0047 |
0.4% |
4% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0860 |
|
1.618 |
1.0802 |
|
1.000 |
1.0767 |
|
0.618 |
1.0745 |
|
HIGH |
1.0709 |
|
0.618 |
1.0687 |
|
0.500 |
1.0680 |
|
0.382 |
1.0673 |
|
LOW |
1.0652 |
|
0.618 |
1.0616 |
|
1.000 |
1.0594 |
|
1.618 |
1.0558 |
|
2.618 |
1.0501 |
|
4.250 |
1.0407 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0683 |
1.0697 |
| PP |
1.0682 |
1.0693 |
| S1 |
1.0680 |
1.0689 |
|