CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0575 |
0.0016 |
0.1% |
1.0569 |
| High |
1.0608 |
1.0600 |
-0.0008 |
-0.1% |
1.0659 |
| Low |
1.0511 |
1.0541 |
0.0030 |
0.3% |
1.0499 |
| Close |
1.0581 |
1.0546 |
-0.0036 |
-0.3% |
1.0563 |
| Range |
0.0097 |
0.0060 |
-0.0038 |
-38.7% |
0.0160 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
199,730 |
174,614 |
-25,116 |
-12.6% |
994,540 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0703 |
1.0578 |
|
| R3 |
1.0681 |
1.0643 |
1.0562 |
|
| R2 |
1.0622 |
1.0622 |
1.0556 |
|
| R1 |
1.0584 |
1.0584 |
1.0551 |
1.0573 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0557 |
| S1 |
1.0524 |
1.0524 |
1.0540 |
1.0513 |
| S2 |
1.0503 |
1.0503 |
1.0535 |
|
| S3 |
1.0443 |
1.0465 |
1.0529 |
|
| S4 |
1.0384 |
1.0405 |
1.0513 |
|
|
| 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% |
0.0110 |
1.0% |
29% |
False |
False |
214,212 |
| 10 |
1.0677 |
1.0491 |
0.0186 |
1.8% |
0.0105 |
1.0% |
30% |
False |
False |
210,748 |
| 20 |
1.0959 |
1.0491 |
0.0468 |
4.4% |
0.0100 |
0.9% |
12% |
False |
False |
189,934 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0092 |
0.9% |
8% |
False |
False |
181,519 |
| 60 |
1.1438 |
1.0491 |
0.0947 |
9.0% |
0.0098 |
0.9% |
6% |
False |
False |
146,696 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0092 |
0.9% |
5% |
False |
False |
110,315 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0086 |
0.8% |
5% |
False |
False |
88,303 |
| 120 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0081 |
0.8% |
5% |
False |
False |
73,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0756 |
|
1.618 |
1.0696 |
|
1.000 |
1.0660 |
|
0.618 |
1.0637 |
|
HIGH |
1.0600 |
|
0.618 |
1.0577 |
|
0.500 |
1.0570 |
|
0.382 |
1.0563 |
|
LOW |
1.0541 |
|
0.618 |
1.0504 |
|
1.000 |
1.0481 |
|
1.618 |
1.0444 |
|
2.618 |
1.0385 |
|
4.250 |
1.0288 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0570 |
1.0557 |
| PP |
1.0562 |
1.0553 |
| S1 |
1.0554 |
1.0549 |
|