CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 09-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0679 |
1.0654 |
-0.0025 |
-0.2% |
1.0675 |
| High |
1.0749 |
1.0712 |
-0.0037 |
-0.3% |
1.0780 |
| Low |
1.0635 |
1.0653 |
0.0019 |
0.2% |
1.0635 |
| Close |
1.0696 |
1.0712 |
0.0016 |
0.1% |
1.0696 |
| Range |
0.0114 |
0.0059 |
-0.0055 |
-48.2% |
0.0146 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
58 |
61 |
3 |
5.2% |
316 |
|
| Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0850 |
1.0744 |
|
| R3 |
1.0810 |
1.0791 |
1.0728 |
|
| R2 |
1.0751 |
1.0751 |
1.0723 |
|
| R1 |
1.0732 |
1.0732 |
1.0717 |
1.0742 |
| PP |
1.0692 |
1.0692 |
1.0692 |
1.0697 |
| S1 |
1.0673 |
1.0673 |
1.0707 |
1.0683 |
| S2 |
1.0633 |
1.0633 |
1.0701 |
|
| S3 |
1.0574 |
1.0614 |
1.0696 |
|
| S4 |
1.0515 |
1.0555 |
1.0680 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1064 |
1.0776 |
|
| R3 |
1.0995 |
1.0918 |
1.0736 |
|
| R2 |
1.0849 |
1.0849 |
1.0723 |
|
| R1 |
1.0773 |
1.0773 |
1.0709 |
1.0811 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0723 |
| S1 |
1.0627 |
1.0627 |
1.0683 |
1.0665 |
| S2 |
1.0558 |
1.0558 |
1.0669 |
|
| S3 |
1.0413 |
1.0482 |
1.0656 |
|
| S4 |
1.0267 |
1.0336 |
1.0616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0780 |
1.0635 |
0.0146 |
1.4% |
0.0086 |
0.8% |
53% |
False |
False |
72 |
| 10 |
1.0854 |
1.0635 |
0.0220 |
2.0% |
0.0077 |
0.7% |
35% |
False |
False |
107 |
| 20 |
1.1076 |
1.0635 |
0.0442 |
4.1% |
0.0063 |
0.6% |
18% |
False |
False |
199 |
| 40 |
1.1330 |
1.0635 |
0.0695 |
6.5% |
0.0060 |
0.6% |
11% |
False |
False |
184 |
| 60 |
1.1569 |
1.0635 |
0.0935 |
8.7% |
0.0068 |
0.6% |
8% |
False |
False |
271 |
| 80 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0059 |
0.6% |
8% |
False |
False |
224 |
| 100 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0052 |
0.5% |
8% |
False |
False |
185 |
| 120 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0048 |
0.5% |
8% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0963 |
|
2.618 |
1.0866 |
|
1.618 |
1.0807 |
|
1.000 |
1.0771 |
|
0.618 |
1.0748 |
|
HIGH |
1.0712 |
|
0.618 |
1.0689 |
|
0.500 |
1.0683 |
|
0.382 |
1.0676 |
|
LOW |
1.0653 |
|
0.618 |
1.0617 |
|
1.000 |
1.0594 |
|
1.618 |
1.0558 |
|
2.618 |
1.0499 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 09-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0706 |
| PP |
1.0692 |
1.0701 |
| S1 |
1.0683 |
1.0695 |
|