CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0585 |
1.0693 |
0.0108 |
1.0% |
1.0654 |
| High |
1.0690 |
1.0701 |
0.0011 |
0.1% |
1.0725 |
| Low |
1.0578 |
1.0603 |
0.0025 |
0.2% |
1.0496 |
| Close |
1.0687 |
1.0614 |
-0.0074 |
-0.7% |
1.0550 |
| Range |
0.0112 |
0.0099 |
-0.0014 |
-12.1% |
0.0229 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.6% |
0.0000 |
| Volume |
316 |
301 |
-15 |
-4.7% |
840 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0873 |
1.0668 |
|
| R3 |
1.0836 |
1.0774 |
1.0641 |
|
| R2 |
1.0738 |
1.0738 |
1.0632 |
|
| R1 |
1.0676 |
1.0676 |
1.0623 |
1.0657 |
| PP |
1.0639 |
1.0639 |
1.0639 |
1.0630 |
| S1 |
1.0577 |
1.0577 |
1.0604 |
1.0559 |
| S2 |
1.0541 |
1.0541 |
1.0595 |
|
| S3 |
1.0442 |
1.0479 |
1.0586 |
|
| S4 |
1.0344 |
1.0380 |
1.0559 |
|
|
| 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 |
1.0701 |
1.0496 |
0.0205 |
1.9% |
0.0095 |
0.9% |
57% |
True |
False |
219 |
| 10 |
1.0755 |
1.0496 |
0.0259 |
2.4% |
0.0084 |
0.8% |
45% |
False |
False |
167 |
| 20 |
1.1010 |
1.0496 |
0.0514 |
4.8% |
0.0076 |
0.7% |
23% |
False |
False |
201 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.9% |
0.0063 |
0.6% |
14% |
False |
False |
209 |
| 60 |
1.1502 |
1.0496 |
0.1006 |
9.5% |
0.0072 |
0.7% |
12% |
False |
False |
285 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0064 |
0.6% |
11% |
False |
False |
236 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0056 |
0.5% |
11% |
False |
False |
200 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.5% |
0.0051 |
0.5% |
11% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.0959 |
|
1.618 |
1.0860 |
|
1.000 |
1.0800 |
|
0.618 |
1.0762 |
|
HIGH |
1.0701 |
|
0.618 |
1.0663 |
|
0.500 |
1.0652 |
|
0.382 |
1.0640 |
|
LOW |
1.0603 |
|
0.618 |
1.0542 |
|
1.000 |
1.0504 |
|
1.618 |
1.0443 |
|
2.618 |
1.0345 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0652 |
1.0623 |
| PP |
1.0639 |
1.0620 |
| S1 |
1.0626 |
1.0617 |
|