CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0414 |
0.0022 |
0.2% |
1.0560 |
| High |
1.0434 |
1.0455 |
0.0021 |
0.2% |
1.0608 |
| Low |
1.0362 |
1.0401 |
0.0040 |
0.4% |
1.0362 |
| Close |
1.0417 |
1.0450 |
0.0033 |
0.3% |
1.0417 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-25.5% |
0.0247 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
183,023 |
128,856 |
-54,167 |
-29.6% |
1,053,431 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0577 |
1.0479 |
|
| R3 |
1.0543 |
1.0523 |
1.0464 |
|
| R2 |
1.0489 |
1.0489 |
1.0459 |
|
| R1 |
1.0469 |
1.0469 |
1.0454 |
1.0479 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0440 |
| S1 |
1.0415 |
1.0415 |
1.0445 |
1.0425 |
| S2 |
1.0381 |
1.0381 |
1.0440 |
|
| S3 |
1.0327 |
1.0361 |
1.0435 |
|
| S4 |
1.0273 |
1.0307 |
1.0420 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1056 |
1.0553 |
|
| R3 |
1.0955 |
1.0809 |
1.0485 |
|
| R2 |
1.0709 |
1.0709 |
1.0462 |
|
| R1 |
1.0563 |
1.0563 |
1.0440 |
1.0513 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0437 |
| S1 |
1.0316 |
1.0316 |
1.0394 |
1.0266 |
| S2 |
1.0216 |
1.0216 |
1.0372 |
|
| S3 |
0.9969 |
1.0070 |
1.0349 |
|
| S4 |
0.9723 |
0.9823 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0600 |
1.0362 |
0.0239 |
2.3% |
0.0088 |
0.8% |
37% |
False |
False |
196,511 |
| 10 |
1.0659 |
1.0362 |
0.0297 |
2.8% |
0.0101 |
1.0% |
30% |
False |
False |
204,340 |
| 20 |
1.0959 |
1.0362 |
0.0597 |
5.7% |
0.0099 |
0.9% |
15% |
False |
False |
198,026 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.2% |
0.0091 |
0.9% |
10% |
False |
False |
182,476 |
| 60 |
1.1430 |
1.0362 |
0.1069 |
10.2% |
0.0100 |
1.0% |
8% |
False |
False |
160,018 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0093 |
0.9% |
7% |
False |
False |
120,393 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0087 |
0.8% |
7% |
False |
False |
96,368 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.3% |
0.0082 |
0.8% |
7% |
False |
False |
80,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0685 |
|
2.618 |
1.0596 |
|
1.618 |
1.0542 |
|
1.000 |
1.0509 |
|
0.618 |
1.0488 |
|
HIGH |
1.0455 |
|
0.618 |
1.0434 |
|
0.500 |
1.0428 |
|
0.382 |
1.0422 |
|
LOW |
1.0401 |
|
0.618 |
1.0368 |
|
1.000 |
1.0347 |
|
1.618 |
1.0314 |
|
2.618 |
1.0260 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0452 |
| PP |
1.0435 |
1.0451 |
| S1 |
1.0428 |
1.0450 |
|