CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0640 |
0.0099 |
0.9% |
1.0831 |
| High |
1.0650 |
1.0659 |
0.0009 |
0.1% |
1.0840 |
| Low |
1.0524 |
1.0509 |
-0.0015 |
-0.1% |
1.0491 |
| Close |
1.0636 |
1.0532 |
-0.0104 |
-1.0% |
1.0589 |
| Range |
0.0126 |
0.0150 |
0.0024 |
18.7% |
0.0350 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
3.9% |
0.0000 |
| Volume |
197,769 |
241,715 |
43,946 |
22.2% |
1,118,059 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0923 |
1.0614 |
|
| R3 |
1.0865 |
1.0773 |
1.0573 |
|
| R2 |
1.0716 |
1.0716 |
1.0559 |
|
| R1 |
1.0624 |
1.0624 |
1.0545 |
1.0595 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0552 |
| S1 |
1.0474 |
1.0474 |
1.0518 |
1.0446 |
| S2 |
1.0417 |
1.0417 |
1.0504 |
|
| S3 |
1.0267 |
1.0325 |
1.0490 |
|
| S4 |
1.0118 |
1.0175 |
1.0449 |
|
|
| 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 |
1.0659 |
1.0509 |
0.0150 |
1.4% |
0.0108 |
1.0% |
15% |
True |
True |
197,714 |
| 10 |
1.0874 |
1.0491 |
0.0383 |
3.6% |
0.0108 |
1.0% |
11% |
False |
False |
202,881 |
| 20 |
1.0966 |
1.0491 |
0.0475 |
4.5% |
0.0096 |
0.9% |
9% |
False |
False |
182,290 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0095 |
0.9% |
6% |
False |
False |
186,393 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0098 |
0.9% |
4% |
False |
False |
136,317 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0091 |
0.9% |
4% |
False |
False |
102,434 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0085 |
0.8% |
4% |
False |
False |
81,996 |
| 120 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0081 |
0.8% |
4% |
False |
False |
68,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1294 |
|
2.618 |
1.1050 |
|
1.618 |
1.0900 |
|
1.000 |
1.0808 |
|
0.618 |
1.0751 |
|
HIGH |
1.0659 |
|
0.618 |
1.0601 |
|
0.500 |
1.0584 |
|
0.382 |
1.0566 |
|
LOW |
1.0509 |
|
0.618 |
1.0417 |
|
1.000 |
1.0360 |
|
1.618 |
1.0267 |
|
2.618 |
1.0118 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0584 |
| PP |
1.0566 |
1.0566 |
| S1 |
1.0549 |
1.0549 |
|