CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0675 |
0.0021 |
0.2% |
1.0959 |
| High |
1.0709 |
1.0780 |
0.0071 |
0.7% |
1.0959 |
| Low |
1.0652 |
1.0671 |
0.0020 |
0.2% |
1.0648 |
| Close |
1.0685 |
1.0780 |
0.0096 |
0.9% |
1.0728 |
| Range |
0.0058 |
0.0109 |
0.0052 |
89.6% |
0.0312 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.6% |
0.0000 |
| Volume |
122 |
71 |
-51 |
-41.8% |
1,414 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1034 |
1.0840 |
|
| R3 |
1.0962 |
1.0925 |
1.0810 |
|
| R2 |
1.0853 |
1.0853 |
1.0800 |
|
| R1 |
1.0816 |
1.0816 |
1.0790 |
1.0835 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0753 |
| S1 |
1.0707 |
1.0707 |
1.0770 |
1.0726 |
| S2 |
1.0635 |
1.0635 |
1.0760 |
|
| S3 |
1.0526 |
1.0598 |
1.0750 |
|
| S4 |
1.0417 |
1.0489 |
1.0720 |
|
|
| 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 |
1.0780 |
1.0648 |
0.0133 |
1.2% |
0.0065 |
0.6% |
100% |
True |
False |
63 |
| 10 |
1.1010 |
1.0648 |
0.0362 |
3.4% |
0.0069 |
0.6% |
37% |
False |
False |
235 |
| 20 |
1.1081 |
1.0648 |
0.0433 |
4.0% |
0.0055 |
0.5% |
31% |
False |
False |
226 |
| 40 |
1.1330 |
1.0648 |
0.0682 |
6.3% |
0.0063 |
0.6% |
19% |
False |
False |
214 |
| 60 |
1.1601 |
1.0648 |
0.0953 |
8.8% |
0.0065 |
0.6% |
14% |
False |
False |
269 |
| 80 |
1.1611 |
1.0648 |
0.0963 |
8.9% |
0.0057 |
0.5% |
14% |
False |
False |
228 |
| 100 |
1.1611 |
1.0648 |
0.0963 |
8.9% |
0.0050 |
0.5% |
14% |
False |
False |
183 |
| 120 |
1.1611 |
1.0648 |
0.0963 |
8.9% |
0.0047 |
0.4% |
14% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1243 |
|
2.618 |
1.1065 |
|
1.618 |
1.0956 |
|
1.000 |
1.0889 |
|
0.618 |
1.0847 |
|
HIGH |
1.0780 |
|
0.618 |
1.0738 |
|
0.500 |
1.0726 |
|
0.382 |
1.0713 |
|
LOW |
1.0671 |
|
0.618 |
1.0604 |
|
1.000 |
1.0562 |
|
1.618 |
1.0495 |
|
2.618 |
1.0386 |
|
4.250 |
1.0208 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0758 |
| PP |
1.0744 |
1.0736 |
| S1 |
1.0726 |
1.0714 |
|