CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 13-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0663 |
1.0539 |
-0.0124 |
-1.2% |
1.0654 |
| High |
1.0663 |
1.0564 |
-0.0099 |
-0.9% |
1.0725 |
| Low |
1.0500 |
1.0496 |
-0.0004 |
0.0% |
1.0496 |
| Close |
1.0514 |
1.0550 |
0.0036 |
0.3% |
1.0550 |
| Range |
0.0163 |
0.0068 |
-0.0095 |
-58.2% |
0.0229 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
272 |
102 |
-170 |
-62.5% |
840 |
|
| Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0713 |
1.0587 |
|
| R3 |
1.0673 |
1.0645 |
1.0569 |
|
| R2 |
1.0605 |
1.0605 |
1.0562 |
|
| R1 |
1.0577 |
1.0577 |
1.0556 |
1.0591 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0544 |
| S1 |
1.0509 |
1.0509 |
1.0544 |
1.0523 |
| S2 |
1.0469 |
1.0469 |
1.0538 |
|
| S3 |
1.0401 |
1.0441 |
1.0531 |
|
| S4 |
1.0333 |
1.0373 |
1.0513 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1143 |
1.0676 |
|
| R3 |
1.1048 |
1.0914 |
1.0613 |
|
| R2 |
1.0819 |
1.0819 |
1.0592 |
|
| R1 |
1.0685 |
1.0685 |
1.0571 |
1.0638 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0567 |
| S1 |
1.0456 |
1.0456 |
1.0529 |
1.0409 |
| S2 |
1.0361 |
1.0361 |
1.0508 |
|
| S3 |
1.0132 |
1.0227 |
1.0487 |
|
| S4 |
0.9903 |
0.9998 |
1.0424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0725 |
1.0496 |
0.0229 |
2.2% |
0.0078 |
0.7% |
24% |
False |
True |
168 |
| 10 |
1.0780 |
1.0496 |
0.0284 |
2.7% |
0.0080 |
0.8% |
19% |
False |
True |
115 |
| 20 |
1.1024 |
1.0496 |
0.0528 |
5.0% |
0.0070 |
0.7% |
10% |
False |
True |
182 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0062 |
0.6% |
6% |
False |
True |
196 |
| 60 |
1.1524 |
1.0496 |
0.1028 |
9.7% |
0.0071 |
0.7% |
5% |
False |
True |
277 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.6% |
0.0062 |
0.6% |
5% |
False |
True |
228 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.6% |
0.0054 |
0.5% |
5% |
False |
True |
192 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.6% |
0.0050 |
0.5% |
5% |
False |
True |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0742 |
|
1.618 |
1.0674 |
|
1.000 |
1.0632 |
|
0.618 |
1.0606 |
|
HIGH |
1.0564 |
|
0.618 |
1.0538 |
|
0.500 |
1.0530 |
|
0.382 |
1.0522 |
|
LOW |
1.0496 |
|
0.618 |
1.0454 |
|
1.000 |
1.0428 |
|
1.618 |
1.0386 |
|
2.618 |
1.0318 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 13-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0543 |
1.0604 |
| PP |
1.0537 |
1.0586 |
| S1 |
1.0530 |
1.0568 |
|