CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0813 |
0.0101 |
0.9% |
1.0545 |
| High |
1.0831 |
1.0881 |
0.0050 |
0.5% |
1.0737 |
| Low |
1.0710 |
1.0804 |
0.0095 |
0.9% |
1.0545 |
| Close |
1.0831 |
1.0860 |
0.0029 |
0.3% |
1.0683 |
| Range |
0.0122 |
0.0077 |
-0.0045 |
-36.6% |
0.0192 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
210 |
221 |
11 |
5.2% |
905 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1047 |
1.0902 |
|
| R3 |
1.1002 |
1.0970 |
1.0881 |
|
| R2 |
1.0925 |
1.0925 |
1.0874 |
|
| R1 |
1.0893 |
1.0893 |
1.0867 |
1.0909 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0857 |
| S1 |
1.0816 |
1.0816 |
1.0853 |
1.0832 |
| S2 |
1.0771 |
1.0771 |
1.0846 |
|
| S3 |
1.0694 |
1.0739 |
1.0839 |
|
| S4 |
1.0617 |
1.0662 |
1.0818 |
|
|
| 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 |
1.0881 |
1.0603 |
0.0279 |
2.6% |
0.0098 |
0.9% |
92% |
True |
False |
182 |
| 10 |
1.0881 |
1.0496 |
0.0385 |
3.5% |
0.0092 |
0.8% |
95% |
True |
False |
209 |
| 20 |
1.0881 |
1.0496 |
0.0385 |
3.5% |
0.0084 |
0.8% |
95% |
True |
False |
140 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0069 |
0.6% |
44% |
False |
False |
197 |
| 60 |
1.1354 |
1.0496 |
0.0858 |
7.9% |
0.0072 |
0.7% |
42% |
False |
False |
260 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0067 |
0.6% |
33% |
False |
False |
236 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0059 |
0.5% |
33% |
False |
False |
206 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0054 |
0.5% |
33% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1208 |
|
2.618 |
1.1083 |
|
1.618 |
1.1006 |
|
1.000 |
1.0958 |
|
0.618 |
1.0929 |
|
HIGH |
1.0881 |
|
0.618 |
1.0852 |
|
0.500 |
1.0843 |
|
0.382 |
1.0833 |
|
LOW |
1.0804 |
|
0.618 |
1.0756 |
|
1.000 |
1.0727 |
|
1.618 |
1.0679 |
|
2.618 |
1.0602 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0832 |
| PP |
1.0848 |
1.0804 |
| S1 |
1.0843 |
1.0776 |
|