CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0594 |
1.0616 |
0.0023 |
0.2% |
1.0893 |
| High |
1.0657 |
1.0710 |
0.0053 |
0.5% |
1.0896 |
| Low |
1.0580 |
1.0595 |
0.0015 |
0.1% |
1.0558 |
| Close |
1.0611 |
1.0701 |
0.0090 |
0.8% |
1.0656 |
| Range |
0.0077 |
0.0115 |
0.0038 |
49.4% |
0.0338 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.2% |
0.0000 |
| Volume |
413 |
1,561 |
1,148 |
278.0% |
7,031 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0972 |
1.0764 |
|
| R3 |
1.0899 |
1.0857 |
1.0733 |
|
| R2 |
1.0784 |
1.0784 |
1.0722 |
|
| R1 |
1.0742 |
1.0742 |
1.0712 |
1.0763 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0679 |
| S1 |
1.0627 |
1.0627 |
1.0690 |
1.0648 |
| S2 |
1.0554 |
1.0554 |
1.0680 |
|
| S3 |
1.0439 |
1.0512 |
1.0669 |
|
| S4 |
1.0324 |
1.0397 |
1.0638 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1524 |
1.0841 |
|
| R3 |
1.1379 |
1.1186 |
1.0748 |
|
| R2 |
1.1041 |
1.1041 |
1.0717 |
|
| R1 |
1.0848 |
1.0848 |
1.0686 |
1.0776 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0667 |
| S1 |
1.0510 |
1.0510 |
1.0625 |
1.0438 |
| S2 |
1.0365 |
1.0365 |
1.0594 |
|
| S3 |
1.0027 |
1.0172 |
1.0563 |
|
| S4 |
0.9689 |
0.9834 |
1.0470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0710 |
1.0558 |
0.0152 |
1.4% |
0.0090 |
0.8% |
94% |
True |
False |
938 |
| 10 |
1.1020 |
1.0558 |
0.0462 |
4.3% |
0.0098 |
0.9% |
31% |
False |
False |
1,246 |
| 20 |
1.1031 |
1.0558 |
0.0473 |
4.4% |
0.0085 |
0.8% |
30% |
False |
False |
987 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.7% |
0.0087 |
0.8% |
20% |
False |
False |
915 |
| 60 |
1.1547 |
1.0558 |
0.0989 |
9.2% |
0.0084 |
0.8% |
14% |
False |
False |
835 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.4% |
0.0075 |
0.7% |
14% |
False |
False |
658 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.4% |
0.0068 |
0.6% |
14% |
False |
False |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1199 |
|
2.618 |
1.1011 |
|
1.618 |
1.0896 |
|
1.000 |
1.0825 |
|
0.618 |
1.0781 |
|
HIGH |
1.0710 |
|
0.618 |
1.0666 |
|
0.500 |
1.0653 |
|
0.382 |
1.0639 |
|
LOW |
1.0595 |
|
0.618 |
1.0524 |
|
1.000 |
1.0480 |
|
1.618 |
1.0409 |
|
2.618 |
1.0294 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0682 |
| PP |
1.0669 |
1.0663 |
| S1 |
1.0653 |
1.0643 |
|