CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 17-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0450 |
0.0036 |
0.3% |
1.0560 |
| High |
1.0455 |
1.0568 |
0.0113 |
1.1% |
1.0608 |
| Low |
1.0401 |
1.0440 |
0.0039 |
0.4% |
1.0362 |
| Close |
1.0450 |
1.0556 |
0.0107 |
1.0% |
1.0417 |
| Range |
0.0054 |
0.0128 |
0.0074 |
137.0% |
0.0247 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
128,856 |
195,154 |
66,298 |
51.5% |
1,053,431 |
|
| Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0859 |
1.0626 |
|
| R3 |
1.0777 |
1.0731 |
1.0591 |
|
| R2 |
1.0649 |
1.0649 |
1.0579 |
|
| R1 |
1.0603 |
1.0603 |
1.0568 |
1.0626 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0533 |
| S1 |
1.0475 |
1.0475 |
1.0544 |
1.0498 |
| S2 |
1.0393 |
1.0393 |
1.0533 |
|
| S3 |
1.0265 |
1.0347 |
1.0521 |
|
| S4 |
1.0137 |
1.0219 |
1.0486 |
|
|
| 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 |
1.0592 |
1.0362 |
0.0231 |
2.2% |
0.0101 |
1.0% |
84% |
False |
False |
200,619 |
| 10 |
1.0659 |
1.0362 |
0.0297 |
2.8% |
0.0106 |
1.0% |
65% |
False |
False |
207,415 |
| 20 |
1.0959 |
1.0362 |
0.0597 |
5.7% |
0.0103 |
1.0% |
33% |
False |
False |
201,951 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.1% |
0.0092 |
0.9% |
23% |
False |
False |
184,573 |
| 60 |
1.1430 |
1.0362 |
0.1069 |
10.1% |
0.0101 |
1.0% |
18% |
False |
False |
163,239 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0094 |
0.9% |
17% |
False |
False |
122,828 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0088 |
0.8% |
17% |
False |
False |
98,318 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0083 |
0.8% |
17% |
False |
False |
82,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1112 |
|
2.618 |
1.0903 |
|
1.618 |
1.0775 |
|
1.000 |
1.0696 |
|
0.618 |
1.0647 |
|
HIGH |
1.0568 |
|
0.618 |
1.0519 |
|
0.500 |
1.0504 |
|
0.382 |
1.0488 |
|
LOW |
1.0440 |
|
0.618 |
1.0360 |
|
1.000 |
1.0312 |
|
1.618 |
1.0232 |
|
2.618 |
1.0104 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 17-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0539 |
1.0526 |
| PP |
1.0521 |
1.0495 |
| S1 |
1.0504 |
1.0465 |
|