CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0541 |
0.0013 |
0.1% |
1.0831 |
| High |
1.0596 |
1.0650 |
0.0054 |
0.5% |
1.0840 |
| Low |
1.0511 |
1.0524 |
0.0014 |
0.1% |
1.0491 |
| Close |
1.0545 |
1.0636 |
0.0091 |
0.9% |
1.0589 |
| Range |
0.0086 |
0.0126 |
0.0041 |
47.4% |
0.0350 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
164,406 |
197,769 |
33,363 |
20.3% |
1,118,059 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0934 |
1.0705 |
|
| R3 |
1.0855 |
1.0808 |
1.0670 |
|
| R2 |
1.0729 |
1.0729 |
1.0659 |
|
| R1 |
1.0682 |
1.0682 |
1.0647 |
1.0706 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0615 |
| S1 |
1.0556 |
1.0556 |
1.0624 |
1.0580 |
| S2 |
1.0477 |
1.0477 |
1.0612 |
|
| S3 |
1.0351 |
1.0430 |
1.0601 |
|
| S4 |
1.0225 |
1.0304 |
1.0566 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1488 |
1.0781 |
|
| R3 |
1.1339 |
1.1139 |
1.0685 |
|
| R2 |
1.0989 |
1.0989 |
1.0653 |
|
| R1 |
1.0789 |
1.0789 |
1.0621 |
1.0715 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0603 |
| S1 |
1.0440 |
1.0440 |
1.0557 |
1.0365 |
| S2 |
1.0290 |
1.0290 |
1.0525 |
|
| S3 |
0.9941 |
1.0090 |
1.0493 |
|
| S4 |
0.9591 |
0.9741 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0650 |
1.0491 |
0.0160 |
1.5% |
0.0097 |
0.9% |
91% |
True |
False |
195,406 |
| 10 |
1.0959 |
1.0491 |
0.0468 |
4.4% |
0.0105 |
1.0% |
31% |
False |
False |
199,361 |
| 20 |
1.0966 |
1.0491 |
0.0476 |
4.5% |
0.0091 |
0.9% |
30% |
False |
False |
178,492 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.8% |
0.0096 |
0.9% |
20% |
False |
False |
189,719 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
9.8% |
0.0096 |
0.9% |
14% |
False |
False |
132,302 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.8% |
0.0090 |
0.8% |
14% |
False |
False |
99,415 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.8% |
0.0084 |
0.8% |
14% |
False |
False |
79,586 |
| 120 |
1.1541 |
1.0491 |
0.1051 |
9.9% |
0.0080 |
0.7% |
14% |
False |
False |
66,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.0980 |
|
1.618 |
1.0854 |
|
1.000 |
1.0776 |
|
0.618 |
1.0728 |
|
HIGH |
1.0650 |
|
0.618 |
1.0602 |
|
0.500 |
1.0587 |
|
0.382 |
1.0572 |
|
LOW |
1.0524 |
|
0.618 |
1.0446 |
|
1.000 |
1.0398 |
|
1.618 |
1.0320 |
|
2.618 |
1.0194 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0617 |
| PP |
1.0603 |
1.0598 |
| S1 |
1.0587 |
1.0580 |
|