CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0539 |
1.0545 |
0.0006 |
0.1% |
1.0654 |
| High |
1.0564 |
1.0580 |
0.0016 |
0.2% |
1.0725 |
| Low |
1.0496 |
1.0545 |
0.0049 |
0.5% |
1.0496 |
| Close |
1.0550 |
1.0580 |
0.0030 |
0.3% |
1.0550 |
| Range |
0.0068 |
0.0036 |
-0.0033 |
-47.8% |
0.0229 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
102 |
107 |
5 |
4.9% |
840 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0675 |
1.0663 |
1.0600 |
|
| R3 |
1.0639 |
1.0627 |
1.0590 |
|
| R2 |
1.0604 |
1.0604 |
1.0587 |
|
| R1 |
1.0592 |
1.0592 |
1.0583 |
1.0598 |
| PP |
1.0568 |
1.0568 |
1.0568 |
1.0571 |
| S1 |
1.0556 |
1.0556 |
1.0577 |
1.0562 |
| S2 |
1.0533 |
1.0533 |
1.0573 |
|
| S3 |
1.0497 |
1.0521 |
1.0570 |
|
| S4 |
1.0462 |
1.0485 |
1.0560 |
|
|
| 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% |
0.0074 |
0.7% |
37% |
False |
False |
177 |
| 10 |
1.0780 |
1.0496 |
0.0284 |
2.7% |
0.0080 |
0.8% |
30% |
False |
False |
124 |
| 20 |
1.1024 |
1.0496 |
0.0528 |
5.0% |
0.0071 |
0.7% |
16% |
False |
False |
187 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0060 |
0.6% |
10% |
False |
False |
198 |
| 60 |
1.1524 |
1.0496 |
0.1028 |
9.7% |
0.0071 |
0.7% |
8% |
False |
False |
278 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0062 |
0.6% |
8% |
False |
False |
229 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0054 |
0.5% |
8% |
False |
False |
193 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0050 |
0.5% |
8% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0673 |
|
1.618 |
1.0637 |
|
1.000 |
1.0616 |
|
0.618 |
1.0602 |
|
HIGH |
1.0580 |
|
0.618 |
1.0566 |
|
0.500 |
1.0562 |
|
0.382 |
1.0558 |
|
LOW |
1.0545 |
|
0.618 |
1.0523 |
|
1.000 |
1.0509 |
|
1.618 |
1.0487 |
|
2.618 |
1.0452 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0580 |
| PP |
1.0568 |
1.0580 |
| S1 |
1.0562 |
1.0579 |
|