CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 09-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0560 |
0.0004 |
0.0% |
1.0569 |
| High |
1.0615 |
1.0608 |
-0.0007 |
-0.1% |
1.0659 |
| Low |
1.0499 |
1.0511 |
0.0013 |
0.1% |
1.0499 |
| Close |
1.0563 |
1.0581 |
0.0018 |
0.2% |
1.0563 |
| Range |
0.0117 |
0.0097 |
-0.0020 |
-16.7% |
0.0160 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
257,232 |
199,730 |
-57,502 |
-22.4% |
994,540 |
|
| Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0816 |
1.0634 |
|
| R3 |
1.0761 |
1.0719 |
1.0608 |
|
| R2 |
1.0664 |
1.0664 |
1.0599 |
|
| R1 |
1.0622 |
1.0622 |
1.0590 |
1.0643 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0577 |
| S1 |
1.0525 |
1.0525 |
1.0572 |
1.0546 |
| S2 |
1.0470 |
1.0470 |
1.0563 |
|
| S3 |
1.0373 |
1.0428 |
1.0554 |
|
| S4 |
1.0276 |
1.0331 |
1.0528 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.0968 |
1.0651 |
|
| R3 |
1.0893 |
1.0808 |
1.0607 |
|
| R2 |
1.0733 |
1.0733 |
1.0592 |
|
| R1 |
1.0648 |
1.0648 |
1.0578 |
1.0611 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0555 |
| S1 |
1.0488 |
1.0488 |
1.0548 |
1.0451 |
| S2 |
1.0413 |
1.0413 |
1.0534 |
|
| S3 |
1.0253 |
1.0328 |
1.0519 |
|
| S4 |
1.0093 |
1.0168 |
1.0475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0659 |
1.0499 |
0.0160 |
1.5% |
0.0115 |
1.1% |
52% |
False |
False |
212,170 |
| 10 |
1.0760 |
1.0491 |
0.0269 |
2.5% |
0.0109 |
1.0% |
34% |
False |
False |
211,715 |
| 20 |
1.0960 |
1.0491 |
0.0469 |
4.4% |
0.0100 |
0.9% |
19% |
False |
False |
187,753 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0093 |
0.9% |
12% |
False |
False |
181,596 |
| 60 |
1.1462 |
1.0491 |
0.0972 |
9.2% |
0.0099 |
0.9% |
9% |
False |
False |
143,820 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0092 |
0.9% |
9% |
False |
False |
108,138 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0086 |
0.8% |
9% |
False |
False |
86,561 |
| 120 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0081 |
0.8% |
9% |
False |
False |
72,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0862 |
|
1.618 |
1.0765 |
|
1.000 |
1.0705 |
|
0.618 |
1.0668 |
|
HIGH |
1.0608 |
|
0.618 |
1.0571 |
|
0.500 |
1.0560 |
|
0.382 |
1.0548 |
|
LOW |
1.0511 |
|
0.618 |
1.0451 |
|
1.000 |
1.0414 |
|
1.618 |
1.0354 |
|
2.618 |
1.0257 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 09-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0580 |
| PP |
1.0567 |
1.0579 |
| S1 |
1.0560 |
1.0579 |
|