CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0595 |
0.0120 |
1.1% |
1.0414 |
| High |
1.0618 |
1.0609 |
-0.0009 |
-0.1% |
1.0618 |
| Low |
1.0471 |
1.0542 |
0.0071 |
0.7% |
1.0401 |
| Close |
1.0609 |
1.0556 |
-0.0054 |
-0.5% |
1.0556 |
| Range |
0.0147 |
0.0067 |
-0.0080 |
-54.6% |
0.0217 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
204,257 |
144,651 |
-59,606 |
-29.2% |
828,964 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0728 |
1.0592 |
|
| R3 |
1.0702 |
1.0662 |
1.0574 |
|
| R2 |
1.0635 |
1.0635 |
1.0568 |
|
| R1 |
1.0595 |
1.0595 |
1.0562 |
1.0582 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0562 |
| S1 |
1.0529 |
1.0529 |
1.0549 |
1.0516 |
| S2 |
1.0502 |
1.0502 |
1.0543 |
|
| S3 |
1.0436 |
1.0462 |
1.0537 |
|
| S4 |
1.0369 |
1.0396 |
1.0519 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1081 |
1.0675 |
|
| R3 |
1.0958 |
1.0865 |
1.0615 |
|
| R2 |
1.0741 |
1.0741 |
1.0595 |
|
| R1 |
1.0648 |
1.0648 |
1.0575 |
1.0695 |
| PP |
1.0525 |
1.0525 |
1.0525 |
1.0548 |
| S1 |
1.0432 |
1.0432 |
1.0536 |
1.0478 |
| S2 |
1.0308 |
1.0308 |
1.0516 |
|
| S3 |
1.0092 |
1.0215 |
1.0496 |
|
| S4 |
0.9875 |
0.9999 |
1.0436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0618 |
1.0401 |
0.0217 |
2.1% |
0.0100 |
0.9% |
71% |
False |
False |
165,792 |
| 10 |
1.0618 |
1.0362 |
0.0256 |
2.4% |
0.0098 |
0.9% |
76% |
False |
False |
188,239 |
| 20 |
1.0840 |
1.0362 |
0.0479 |
4.5% |
0.0105 |
1.0% |
41% |
False |
False |
199,749 |
| 40 |
1.1216 |
1.0362 |
0.0854 |
8.1% |
0.0095 |
0.9% |
23% |
False |
False |
185,690 |
| 60 |
1.1315 |
1.0362 |
0.0954 |
9.0% |
0.0101 |
1.0% |
20% |
False |
False |
171,403 |
| 80 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0096 |
0.9% |
16% |
False |
False |
129,120 |
| 100 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0090 |
0.9% |
16% |
False |
False |
103,365 |
| 120 |
1.1538 |
1.0362 |
0.1176 |
11.1% |
0.0085 |
0.8% |
16% |
False |
False |
86,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0783 |
|
1.618 |
1.0716 |
|
1.000 |
1.0675 |
|
0.618 |
1.0650 |
|
HIGH |
1.0609 |
|
0.618 |
1.0583 |
|
0.500 |
1.0575 |
|
0.382 |
1.0567 |
|
LOW |
1.0542 |
|
0.618 |
1.0501 |
|
1.000 |
1.0476 |
|
1.618 |
1.0434 |
|
2.618 |
1.0368 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0575 |
1.0552 |
| PP |
1.0569 |
1.0548 |
| S1 |
1.0562 |
1.0544 |
|