CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0663 |
-0.0043 |
-0.4% |
1.0675 |
| High |
1.0713 |
1.0663 |
-0.0050 |
-0.5% |
1.0780 |
| Low |
1.0660 |
1.0500 |
-0.0160 |
-1.5% |
1.0635 |
| Close |
1.0679 |
1.0514 |
-0.0165 |
-1.5% |
1.0696 |
| Range |
0.0053 |
0.0163 |
0.0110 |
209.5% |
0.0146 |
| ATR |
0.0075 |
0.0082 |
0.0007 |
9.9% |
0.0000 |
| Volume |
385 |
272 |
-113 |
-29.4% |
316 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.0943 |
1.0603 |
|
| R3 |
1.0884 |
1.0780 |
1.0559 |
|
| R2 |
1.0721 |
1.0721 |
1.0544 |
|
| R1 |
1.0618 |
1.0618 |
1.0529 |
1.0588 |
| PP |
1.0559 |
1.0559 |
1.0559 |
1.0544 |
| S1 |
1.0455 |
1.0455 |
1.0499 |
1.0426 |
| S2 |
1.0396 |
1.0396 |
1.0484 |
|
| S3 |
1.0234 |
1.0293 |
1.0469 |
|
| S4 |
1.0071 |
1.0130 |
1.0425 |
|
|
| 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 |
1.0749 |
1.0500 |
0.0249 |
2.4% |
0.0088 |
0.8% |
6% |
False |
True |
159 |
| 10 |
1.0780 |
1.0500 |
0.0280 |
2.7% |
0.0083 |
0.8% |
5% |
False |
True |
109 |
| 20 |
1.1076 |
1.0500 |
0.0576 |
5.5% |
0.0074 |
0.7% |
2% |
False |
True |
200 |
| 40 |
1.1330 |
1.0500 |
0.0830 |
7.9% |
0.0061 |
0.6% |
2% |
False |
True |
196 |
| 60 |
1.1540 |
1.0500 |
0.1040 |
9.9% |
0.0070 |
0.7% |
1% |
False |
True |
280 |
| 80 |
1.1611 |
1.0500 |
0.1111 |
10.6% |
0.0061 |
0.6% |
1% |
False |
True |
228 |
| 100 |
1.1611 |
1.0500 |
0.1111 |
10.6% |
0.0054 |
0.5% |
1% |
False |
True |
191 |
| 120 |
1.1611 |
1.0500 |
0.1111 |
10.6% |
0.0050 |
0.5% |
1% |
False |
True |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1088 |
|
1.618 |
1.0925 |
|
1.000 |
1.0825 |
|
0.618 |
1.0763 |
|
HIGH |
1.0663 |
|
0.618 |
1.0600 |
|
0.500 |
1.0581 |
|
0.382 |
1.0562 |
|
LOW |
1.0500 |
|
0.618 |
1.0400 |
|
1.000 |
1.0338 |
|
1.618 |
1.0237 |
|
2.618 |
1.0075 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0581 |
1.0613 |
| PP |
1.0559 |
1.0580 |
| S1 |
1.0536 |
1.0547 |
|