CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0675 |
1.0751 |
0.0077 |
0.7% |
1.0959 |
| High |
1.0780 |
1.0755 |
-0.0025 |
-0.2% |
1.0959 |
| Low |
1.0671 |
1.0667 |
-0.0004 |
0.0% |
1.0648 |
| Close |
1.0780 |
1.0667 |
-0.0113 |
-1.0% |
1.0728 |
| Range |
0.0109 |
0.0088 |
-0.0021 |
-19.3% |
0.0312 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.6% |
0.0000 |
| Volume |
71 |
51 |
-20 |
-28.2% |
1,414 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0902 |
1.0715 |
|
| R3 |
1.0872 |
1.0814 |
1.0691 |
|
| R2 |
1.0784 |
1.0784 |
1.0683 |
|
| R1 |
1.0726 |
1.0726 |
1.0675 |
1.0711 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0689 |
| S1 |
1.0638 |
1.0638 |
1.0659 |
1.0623 |
| S2 |
1.0608 |
1.0608 |
1.0651 |
|
| S3 |
1.0520 |
1.0550 |
1.0643 |
|
| S4 |
1.0432 |
1.0462 |
1.0619 |
|
|
| 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% |
0.0078 |
0.7% |
15% |
False |
False |
60 |
| 10 |
1.1010 |
1.0648 |
0.0362 |
3.4% |
0.0077 |
0.7% |
5% |
False |
False |
217 |
| 20 |
1.1076 |
1.0648 |
0.0429 |
4.0% |
0.0057 |
0.5% |
5% |
False |
False |
222 |
| 40 |
1.1330 |
1.0648 |
0.0682 |
6.4% |
0.0062 |
0.6% |
3% |
False |
False |
193 |
| 60 |
1.1601 |
1.0648 |
0.0953 |
8.9% |
0.0066 |
0.6% |
2% |
False |
False |
269 |
| 80 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0058 |
0.5% |
2% |
False |
False |
227 |
| 100 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0051 |
0.5% |
2% |
False |
False |
184 |
| 120 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0048 |
0.4% |
2% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.0985 |
|
1.618 |
1.0897 |
|
1.000 |
1.0843 |
|
0.618 |
1.0809 |
|
HIGH |
1.0755 |
|
0.618 |
1.0721 |
|
0.500 |
1.0711 |
|
0.382 |
1.0701 |
|
LOW |
1.0667 |
|
0.618 |
1.0613 |
|
1.000 |
1.0579 |
|
1.618 |
1.0525 |
|
2.618 |
1.0437 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0716 |
| PP |
1.0696 |
1.0700 |
| S1 |
1.0682 |
1.0683 |
|