CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0585 |
0.0040 |
0.4% |
1.0654 |
| High |
1.0580 |
1.0690 |
0.0110 |
1.0% |
1.0725 |
| Low |
1.0545 |
1.0578 |
0.0034 |
0.3% |
1.0496 |
| Close |
1.0580 |
1.0687 |
0.0107 |
1.0% |
1.0550 |
| Range |
0.0036 |
0.0112 |
0.0077 |
215.5% |
0.0229 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
3.1% |
0.0000 |
| Volume |
107 |
316 |
209 |
195.3% |
840 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0949 |
1.0749 |
|
| R3 |
1.0876 |
1.0837 |
1.0718 |
|
| R2 |
1.0764 |
1.0764 |
1.0708 |
|
| R1 |
1.0725 |
1.0725 |
1.0697 |
1.0745 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0661 |
| S1 |
1.0613 |
1.0613 |
1.0677 |
1.0633 |
| S2 |
1.0540 |
1.0540 |
1.0666 |
|
| S3 |
1.0428 |
1.0501 |
1.0656 |
|
| S4 |
1.0316 |
1.0389 |
1.0625 |
|
|
| 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 |
1.0713 |
1.0496 |
0.0217 |
2.0% |
0.0086 |
0.8% |
88% |
False |
False |
236 |
| 10 |
1.0780 |
1.0496 |
0.0284 |
2.7% |
0.0085 |
0.8% |
67% |
False |
False |
144 |
| 20 |
1.1024 |
1.0496 |
0.0528 |
4.9% |
0.0075 |
0.7% |
36% |
False |
False |
192 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0062 |
0.6% |
23% |
False |
False |
206 |
| 60 |
1.1510 |
1.0496 |
0.1014 |
9.5% |
0.0072 |
0.7% |
19% |
False |
False |
282 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0063 |
0.6% |
17% |
False |
False |
233 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0055 |
0.5% |
17% |
False |
False |
196 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0051 |
0.5% |
17% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.0983 |
|
1.618 |
1.0871 |
|
1.000 |
1.0802 |
|
0.618 |
1.0759 |
|
HIGH |
1.0690 |
|
0.618 |
1.0647 |
|
0.500 |
1.0634 |
|
0.382 |
1.0621 |
|
LOW |
1.0578 |
|
0.618 |
1.0509 |
|
1.000 |
1.0466 |
|
1.618 |
1.0397 |
|
2.618 |
1.0285 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0669 |
1.0656 |
| PP |
1.0652 |
1.0624 |
| S1 |
1.0634 |
1.0593 |
|