CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0705 |
0.0002 |
0.0% |
1.0675 |
| High |
1.0725 |
1.0713 |
-0.0013 |
-0.1% |
1.0780 |
| Low |
1.0675 |
1.0660 |
-0.0015 |
-0.1% |
1.0635 |
| Close |
1.0677 |
1.0679 |
0.0002 |
0.0% |
1.0696 |
| Range |
0.0050 |
0.0053 |
0.0003 |
5.0% |
0.0146 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
20 |
385 |
365 |
1,825.0% |
316 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0812 |
1.0707 |
|
| R3 |
1.0789 |
1.0760 |
1.0693 |
|
| R2 |
1.0736 |
1.0736 |
1.0688 |
|
| R1 |
1.0707 |
1.0707 |
1.0683 |
1.0696 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0678 |
| S1 |
1.0655 |
1.0655 |
1.0674 |
1.0643 |
| S2 |
1.0631 |
1.0631 |
1.0669 |
|
| S3 |
1.0579 |
1.0602 |
1.0664 |
|
| S4 |
1.0526 |
1.0550 |
1.0650 |
|
|
| 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 |
1.0755 |
1.0635 |
0.0121 |
1.1% |
0.0073 |
0.7% |
37% |
False |
False |
115 |
| 10 |
1.0780 |
1.0635 |
0.0146 |
1.4% |
0.0069 |
0.6% |
30% |
False |
False |
89 |
| 20 |
1.1076 |
1.0635 |
0.0442 |
4.1% |
0.0066 |
0.6% |
10% |
False |
False |
192 |
| 40 |
1.1330 |
1.0635 |
0.0695 |
6.5% |
0.0060 |
0.6% |
6% |
False |
False |
192 |
| 60 |
1.1540 |
1.0635 |
0.0906 |
8.5% |
0.0068 |
0.6% |
5% |
False |
False |
276 |
| 80 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0060 |
0.6% |
5% |
False |
False |
225 |
| 100 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0053 |
0.5% |
5% |
False |
False |
189 |
| 120 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0048 |
0.5% |
5% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0936 |
|
2.618 |
1.0850 |
|
1.618 |
1.0797 |
|
1.000 |
1.0765 |
|
0.618 |
1.0745 |
|
HIGH |
1.0713 |
|
0.618 |
1.0692 |
|
0.500 |
1.0686 |
|
0.382 |
1.0680 |
|
LOW |
1.0660 |
|
0.618 |
1.0628 |
|
1.000 |
1.0608 |
|
1.618 |
1.0575 |
|
2.618 |
1.0523 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0686 |
1.0689 |
| PP |
1.0684 |
1.0686 |
| S1 |
1.0681 |
1.0682 |
|