CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0546 |
1.0528 |
-0.0019 |
-0.2% |
1.0569 |
| High |
1.0592 |
1.0543 |
-0.0050 |
-0.5% |
1.0659 |
| Low |
1.0517 |
1.0366 |
-0.0151 |
-1.4% |
1.0499 |
| Close |
1.0545 |
1.0383 |
-0.0163 |
-1.5% |
1.0563 |
| Range |
0.0076 |
0.0177 |
0.0101 |
133.8% |
0.0160 |
| ATR |
0.0096 |
0.0102 |
0.0006 |
6.1% |
0.0000 |
| Volume |
223,723 |
272,341 |
48,618 |
21.7% |
994,540 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0848 |
1.0480 |
|
| R3 |
1.0783 |
1.0671 |
1.0431 |
|
| R2 |
1.0607 |
1.0607 |
1.0415 |
|
| R1 |
1.0495 |
1.0495 |
1.0399 |
1.0463 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0414 |
| S1 |
1.0318 |
1.0318 |
1.0366 |
1.0286 |
| S2 |
1.0254 |
1.0254 |
1.0350 |
|
| S3 |
1.0077 |
1.0142 |
1.0334 |
|
| S4 |
0.9901 |
0.9965 |
1.0285 |
|
|
| 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 |
1.0615 |
1.0366 |
0.0249 |
2.4% |
0.0105 |
1.0% |
7% |
False |
True |
225,528 |
| 10 |
1.0659 |
1.0366 |
0.0293 |
2.8% |
0.0107 |
1.0% |
6% |
False |
True |
211,621 |
| 20 |
1.0959 |
1.0366 |
0.0593 |
5.7% |
0.0104 |
1.0% |
3% |
False |
True |
199,037 |
| 40 |
1.1216 |
1.0366 |
0.0850 |
8.2% |
0.0094 |
0.9% |
2% |
False |
True |
183,535 |
| 60 |
1.1438 |
1.0366 |
0.1072 |
10.3% |
0.0100 |
1.0% |
2% |
False |
True |
154,903 |
| 80 |
1.1538 |
1.0366 |
0.1172 |
11.3% |
0.0093 |
0.9% |
1% |
False |
True |
116,501 |
| 100 |
1.1538 |
1.0366 |
0.1172 |
11.3% |
0.0087 |
0.8% |
1% |
False |
True |
93,258 |
| 120 |
1.1538 |
1.0366 |
0.1172 |
11.3% |
0.0083 |
0.8% |
1% |
False |
True |
77,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1293 |
|
2.618 |
1.1005 |
|
1.618 |
1.0828 |
|
1.000 |
1.0719 |
|
0.618 |
1.0652 |
|
HIGH |
1.0543 |
|
0.618 |
1.0475 |
|
0.500 |
1.0454 |
|
0.382 |
1.0433 |
|
LOW |
1.0366 |
|
0.618 |
1.0257 |
|
1.000 |
1.0190 |
|
1.618 |
1.0080 |
|
2.618 |
0.9904 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0483 |
| PP |
1.0430 |
1.0450 |
| S1 |
1.0406 |
1.0416 |
|