CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0476 |
-0.0085 |
-0.8% |
1.0560 |
| High |
1.0575 |
1.0618 |
0.0043 |
0.4% |
1.0608 |
| Low |
1.0472 |
1.0471 |
-0.0001 |
0.0% |
1.0362 |
| Close |
1.0486 |
1.0609 |
0.0124 |
1.2% |
1.0417 |
| Range |
0.0104 |
0.0147 |
0.0043 |
41.5% |
0.0247 |
| ATR |
0.0099 |
0.0103 |
0.0003 |
3.4% |
0.0000 |
| Volume |
156,046 |
204,257 |
48,211 |
30.9% |
1,053,431 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0954 |
1.0690 |
|
| R3 |
1.0859 |
1.0807 |
1.0649 |
|
| R2 |
1.0712 |
1.0712 |
1.0636 |
|
| R1 |
1.0661 |
1.0661 |
1.0622 |
1.0687 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0579 |
| S1 |
1.0514 |
1.0514 |
1.0596 |
1.0540 |
| S2 |
1.0419 |
1.0419 |
1.0582 |
|
| S3 |
1.0273 |
1.0368 |
1.0569 |
|
| S4 |
1.0126 |
1.0221 |
1.0528 |
|
|
| 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 |
1.0618 |
1.0362 |
0.0256 |
2.4% |
0.0101 |
1.0% |
97% |
True |
False |
173,467 |
| 10 |
1.0618 |
1.0362 |
0.0256 |
2.4% |
0.0103 |
1.0% |
97% |
True |
False |
199,497 |
| 20 |
1.0874 |
1.0362 |
0.0512 |
4.8% |
0.0106 |
1.0% |
48% |
False |
False |
201,189 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.0% |
0.0095 |
0.9% |
29% |
False |
False |
185,835 |
| 60 |
1.1345 |
1.0362 |
0.0984 |
9.3% |
0.0103 |
1.0% |
25% |
False |
False |
169,089 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0096 |
0.9% |
21% |
False |
False |
127,317 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0090 |
0.8% |
21% |
False |
False |
101,919 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0084 |
0.8% |
21% |
False |
False |
85,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1001 |
|
1.618 |
1.0855 |
|
1.000 |
1.0764 |
|
0.618 |
1.0708 |
|
HIGH |
1.0618 |
|
0.618 |
1.0562 |
|
0.500 |
1.0544 |
|
0.382 |
1.0527 |
|
LOW |
1.0471 |
|
0.618 |
1.0380 |
|
1.000 |
1.0325 |
|
1.618 |
1.0234 |
|
2.618 |
1.0087 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0587 |
1.0582 |
| PP |
1.0566 |
1.0555 |
| S1 |
1.0544 |
1.0529 |
|