CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 11-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0575 |
1.0546 |
-0.0029 |
-0.3% |
1.0569 |
| High |
1.0600 |
1.0592 |
-0.0008 |
-0.1% |
1.0659 |
| Low |
1.0541 |
1.0517 |
-0.0024 |
-0.2% |
1.0499 |
| Close |
1.0546 |
1.0545 |
-0.0001 |
0.0% |
1.0563 |
| Range |
0.0060 |
0.0076 |
0.0016 |
26.9% |
0.0160 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
174,614 |
223,723 |
49,109 |
28.1% |
994,540 |
|
| Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0778 |
1.0737 |
1.0587 |
|
| R3 |
1.0702 |
1.0661 |
1.0566 |
|
| R2 |
1.0627 |
1.0627 |
1.0559 |
|
| R1 |
1.0586 |
1.0586 |
1.0552 |
1.0569 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0543 |
| S1 |
1.0510 |
1.0510 |
1.0538 |
1.0493 |
| S2 |
1.0476 |
1.0476 |
1.0531 |
|
| S3 |
1.0400 |
1.0435 |
1.0524 |
|
| S4 |
1.0325 |
1.0359 |
1.0503 |
|
|
| 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% |
0.0100 |
0.9% |
29% |
False |
False |
219,402 |
| 10 |
1.0659 |
1.0491 |
0.0168 |
1.6% |
0.0098 |
0.9% |
32% |
False |
False |
207,404 |
| 20 |
1.0959 |
1.0491 |
0.0468 |
4.4% |
0.0099 |
0.9% |
12% |
False |
False |
193,049 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0092 |
0.9% |
8% |
False |
False |
182,517 |
| 60 |
1.1438 |
1.0491 |
0.0947 |
9.0% |
0.0098 |
0.9% |
6% |
False |
False |
150,401 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0092 |
0.9% |
5% |
False |
False |
113,106 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0086 |
0.8% |
5% |
False |
False |
90,537 |
| 120 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0082 |
0.8% |
5% |
False |
False |
75,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0913 |
|
2.618 |
1.0790 |
|
1.618 |
1.0714 |
|
1.000 |
1.0668 |
|
0.618 |
1.0639 |
|
HIGH |
1.0592 |
|
0.618 |
1.0563 |
|
0.500 |
1.0554 |
|
0.382 |
1.0545 |
|
LOW |
1.0517 |
|
0.618 |
1.0470 |
|
1.000 |
1.0441 |
|
1.618 |
1.0394 |
|
2.618 |
1.0319 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 11-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0554 |
1.0560 |
| PP |
1.0551 |
1.0555 |
| S1 |
1.0548 |
1.0550 |
|