CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0883 |
-0.0003 |
0.0% |
1.0712 |
| High |
1.0896 |
1.0911 |
0.0015 |
0.1% |
1.0896 |
| Low |
1.0830 |
1.0809 |
-0.0021 |
-0.2% |
1.0710 |
| Close |
1.0862 |
1.0866 |
0.0004 |
0.0% |
1.0862 |
| Range |
0.0067 |
0.0102 |
0.0035 |
52.6% |
0.0187 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.6% |
0.0000 |
| Volume |
715 |
450 |
-265 |
-37.1% |
1,573 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1118 |
1.0922 |
|
| R3 |
1.1065 |
1.1016 |
1.0894 |
|
| R2 |
1.0963 |
1.0963 |
1.0885 |
|
| R1 |
1.0915 |
1.0915 |
1.0875 |
1.0888 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0849 |
| S1 |
1.0813 |
1.0813 |
1.0857 |
1.0787 |
| S2 |
1.0760 |
1.0760 |
1.0847 |
|
| S3 |
1.0659 |
1.0712 |
1.0838 |
|
| S4 |
1.0557 |
1.0610 |
1.0810 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1309 |
1.0965 |
|
| R3 |
1.1196 |
1.1122 |
1.0913 |
|
| R2 |
1.1009 |
1.1009 |
1.0896 |
|
| R1 |
1.0936 |
1.0936 |
1.0879 |
1.0972 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0841 |
| S1 |
1.0749 |
1.0749 |
1.0845 |
1.0786 |
| S2 |
1.0636 |
1.0636 |
1.0828 |
|
| S3 |
1.0450 |
1.0563 |
1.0811 |
|
| S4 |
1.0263 |
1.0376 |
1.0759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0911 |
1.0782 |
0.0129 |
1.2% |
0.0074 |
0.7% |
66% |
True |
False |
362 |
| 10 |
1.0911 |
1.0578 |
0.0333 |
3.1% |
0.0090 |
0.8% |
87% |
True |
False |
282 |
| 20 |
1.0911 |
1.0496 |
0.0415 |
3.8% |
0.0085 |
0.8% |
89% |
True |
False |
203 |
| 40 |
1.1193 |
1.0496 |
0.0697 |
6.4% |
0.0068 |
0.6% |
53% |
False |
False |
213 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0070 |
0.6% |
44% |
False |
False |
227 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0069 |
0.6% |
33% |
False |
False |
252 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0061 |
0.6% |
33% |
False |
False |
221 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0056 |
0.5% |
33% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1176 |
|
1.618 |
1.1075 |
|
1.000 |
1.1012 |
|
0.618 |
1.0973 |
|
HIGH |
1.0911 |
|
0.618 |
1.0872 |
|
0.500 |
1.0860 |
|
0.382 |
1.0848 |
|
LOW |
1.0809 |
|
0.618 |
1.0746 |
|
1.000 |
1.0708 |
|
1.618 |
1.0645 |
|
2.618 |
1.0543 |
|
4.250 |
1.0378 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0864 |
| PP |
1.0862 |
1.0862 |
| S1 |
1.0860 |
1.0860 |
|