CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0865 |
0.0053 |
0.5% |
1.0545 |
| High |
1.0881 |
1.0875 |
-0.0007 |
-0.1% |
1.0737 |
| Low |
1.0804 |
1.0782 |
-0.0023 |
-0.2% |
1.0545 |
| Close |
1.0860 |
1.0822 |
-0.0039 |
-0.4% |
1.0683 |
| Range |
0.0077 |
0.0093 |
0.0016 |
20.8% |
0.0192 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.4% |
0.0000 |
| Volume |
221 |
325 |
104 |
47.1% |
905 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1056 |
1.0873 |
|
| R3 |
1.1012 |
1.0963 |
1.0847 |
|
| R2 |
1.0919 |
1.0919 |
1.0839 |
|
| R1 |
1.0870 |
1.0870 |
1.0830 |
1.0848 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0815 |
| S1 |
1.0777 |
1.0777 |
1.0813 |
1.0755 |
| S2 |
1.0733 |
1.0733 |
1.0804 |
|
| S3 |
1.0640 |
1.0684 |
1.0796 |
|
| S4 |
1.0547 |
1.0591 |
1.0770 |
|
|
| 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 |
1.0608 |
0.0273 |
2.5% |
0.0097 |
0.9% |
78% |
False |
False |
187 |
| 10 |
1.0881 |
1.0496 |
0.0385 |
3.6% |
0.0096 |
0.9% |
85% |
False |
False |
203 |
| 20 |
1.0881 |
1.0496 |
0.0385 |
3.6% |
0.0083 |
0.8% |
85% |
False |
False |
146 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0067 |
0.6% |
39% |
False |
False |
195 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0072 |
0.7% |
39% |
False |
False |
262 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0067 |
0.6% |
29% |
False |
False |
238 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0060 |
0.6% |
29% |
False |
False |
209 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0054 |
0.5% |
29% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1270 |
|
2.618 |
1.1118 |
|
1.618 |
1.1025 |
|
1.000 |
1.0968 |
|
0.618 |
1.0932 |
|
HIGH |
1.0875 |
|
0.618 |
1.0839 |
|
0.500 |
1.0828 |
|
0.382 |
1.0817 |
|
LOW |
1.0782 |
|
0.618 |
1.0724 |
|
1.000 |
1.0689 |
|
1.618 |
1.0631 |
|
2.618 |
1.0538 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0813 |
| PP |
1.0826 |
1.0804 |
| S1 |
1.0824 |
1.0795 |
|