CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0712 |
-0.0018 |
-0.2% |
1.0545 |
| High |
1.0735 |
1.0831 |
0.0097 |
0.9% |
1.0737 |
| Low |
1.0671 |
1.0710 |
0.0039 |
0.4% |
1.0545 |
| Close |
1.0683 |
1.0831 |
0.0149 |
1.4% |
1.0683 |
| Range |
0.0064 |
0.0122 |
0.0058 |
89.8% |
0.0192 |
| ATR |
0.0084 |
0.0088 |
0.0005 |
5.5% |
0.0000 |
| Volume |
62 |
210 |
148 |
238.7% |
905 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1115 |
1.0898 |
|
| R3 |
1.1034 |
1.0993 |
1.0864 |
|
| R2 |
1.0912 |
1.0912 |
1.0853 |
|
| R1 |
1.0872 |
1.0872 |
1.0842 |
1.0892 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0801 |
| S1 |
1.0750 |
1.0750 |
1.0820 |
1.0770 |
| S2 |
1.0669 |
1.0669 |
1.0809 |
|
| S3 |
1.0548 |
1.0629 |
1.0798 |
|
| S4 |
1.0426 |
1.0507 |
1.0764 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1149 |
1.0788 |
|
| R3 |
1.1039 |
1.0957 |
1.0735 |
|
| R2 |
1.0847 |
1.0847 |
1.0718 |
|
| R1 |
1.0765 |
1.0765 |
1.0700 |
1.0806 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0675 |
| S1 |
1.0573 |
1.0573 |
1.0665 |
1.0614 |
| S2 |
1.0463 |
1.0463 |
1.0647 |
|
| S3 |
1.0271 |
1.0381 |
1.0630 |
|
| S4 |
1.0079 |
1.0189 |
1.0577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0831 |
1.0578 |
0.0253 |
2.3% |
0.0105 |
1.0% |
100% |
True |
False |
201 |
| 10 |
1.0831 |
1.0496 |
0.0335 |
3.1% |
0.0089 |
0.8% |
100% |
True |
False |
189 |
| 20 |
1.0854 |
1.0496 |
0.0358 |
3.3% |
0.0083 |
0.8% |
94% |
False |
False |
148 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0068 |
0.6% |
40% |
False |
False |
196 |
| 60 |
1.1376 |
1.0496 |
0.0880 |
8.1% |
0.0072 |
0.7% |
38% |
False |
False |
265 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0067 |
0.6% |
30% |
False |
False |
239 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0059 |
0.5% |
30% |
False |
False |
203 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0053 |
0.5% |
30% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1149 |
|
1.618 |
1.1028 |
|
1.000 |
1.0953 |
|
0.618 |
1.0906 |
|
HIGH |
1.0831 |
|
0.618 |
1.0785 |
|
0.500 |
1.0770 |
|
0.382 |
1.0756 |
|
LOW |
1.0710 |
|
0.618 |
1.0634 |
|
1.000 |
1.0588 |
|
1.618 |
1.0513 |
|
2.618 |
1.0391 |
|
4.250 |
1.0193 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0811 |
1.0794 |
| PP |
1.0791 |
1.0757 |
| S1 |
1.0770 |
1.0720 |
|