CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0693 |
1.0616 |
-0.0077 |
-0.7% |
1.0654 |
| High |
1.0701 |
1.0737 |
0.0036 |
0.3% |
1.0725 |
| Low |
1.0603 |
1.0608 |
0.0006 |
0.1% |
1.0496 |
| Close |
1.0614 |
1.0737 |
0.0123 |
1.2% |
1.0550 |
| Range |
0.0099 |
0.0129 |
0.0030 |
30.5% |
0.0229 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
4.1% |
0.0000 |
| Volume |
301 |
119 |
-182 |
-60.5% |
840 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1036 |
1.0807 |
|
| R3 |
1.0951 |
1.0908 |
1.0772 |
|
| R2 |
1.0822 |
1.0822 |
1.0760 |
|
| R1 |
1.0779 |
1.0779 |
1.0748 |
1.0801 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0704 |
| S1 |
1.0651 |
1.0651 |
1.0725 |
1.0672 |
| S2 |
1.0565 |
1.0565 |
1.0713 |
|
| S3 |
1.0437 |
1.0522 |
1.0701 |
|
| S4 |
1.0308 |
1.0394 |
1.0666 |
|
|
| 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 |
1.0737 |
1.0496 |
0.0241 |
2.2% |
0.0089 |
0.8% |
100% |
True |
False |
189 |
| 10 |
1.0749 |
1.0496 |
0.0253 |
2.4% |
0.0088 |
0.8% |
95% |
False |
False |
174 |
| 20 |
1.1010 |
1.0496 |
0.0514 |
4.8% |
0.0083 |
0.8% |
47% |
False |
False |
195 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0065 |
0.6% |
29% |
False |
False |
201 |
| 60 |
1.1455 |
1.0496 |
0.0959 |
8.9% |
0.0074 |
0.7% |
25% |
False |
False |
283 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0065 |
0.6% |
22% |
False |
False |
237 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0057 |
0.5% |
22% |
False |
False |
201 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0052 |
0.5% |
22% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1073 |
|
1.618 |
1.0944 |
|
1.000 |
1.0865 |
|
0.618 |
1.0816 |
|
HIGH |
1.0737 |
|
0.618 |
1.0687 |
|
0.500 |
1.0672 |
|
0.382 |
1.0657 |
|
LOW |
1.0608 |
|
0.618 |
1.0529 |
|
1.000 |
1.0480 |
|
1.618 |
1.0400 |
|
2.618 |
1.0272 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0710 |
| PP |
1.0694 |
1.0684 |
| S1 |
1.0672 |
1.0657 |
|