CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0616 |
1.0705 |
0.0089 |
0.8% |
1.0893 |
| High |
1.0710 |
1.0720 |
0.0010 |
0.1% |
1.0896 |
| Low |
1.0595 |
1.0572 |
-0.0023 |
-0.2% |
1.0558 |
| Close |
1.0701 |
1.0596 |
-0.0106 |
-1.0% |
1.0656 |
| Range |
0.0115 |
0.0148 |
0.0033 |
28.7% |
0.0338 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.6% |
0.0000 |
| Volume |
1,561 |
827 |
-734 |
-47.0% |
7,031 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.0982 |
1.0677 |
|
| R3 |
1.0925 |
1.0834 |
1.0636 |
|
| R2 |
1.0777 |
1.0777 |
1.0623 |
|
| R1 |
1.0686 |
1.0686 |
1.0609 |
1.0658 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0615 |
| S1 |
1.0538 |
1.0538 |
1.0582 |
1.0510 |
| S2 |
1.0481 |
1.0481 |
1.0568 |
|
| S3 |
1.0333 |
1.0390 |
1.0555 |
|
| S4 |
1.0185 |
1.0242 |
1.0514 |
|
|
| 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 |
1.0720 |
1.0572 |
0.0148 |
1.4% |
0.0103 |
1.0% |
16% |
True |
True |
906 |
| 10 |
1.0939 |
1.0558 |
0.0381 |
3.6% |
0.0102 |
1.0% |
10% |
False |
False |
1,208 |
| 20 |
1.1027 |
1.0558 |
0.0469 |
4.4% |
0.0089 |
0.8% |
8% |
False |
False |
1,016 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0086 |
0.8% |
5% |
False |
False |
905 |
| 60 |
1.1547 |
1.0558 |
0.0989 |
9.3% |
0.0086 |
0.8% |
4% |
False |
False |
846 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0077 |
0.7% |
4% |
False |
False |
666 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0069 |
0.7% |
4% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1349 |
|
2.618 |
1.1107 |
|
1.618 |
1.0959 |
|
1.000 |
1.0868 |
|
0.618 |
1.0811 |
|
HIGH |
1.0720 |
|
0.618 |
1.0663 |
|
0.500 |
1.0646 |
|
0.382 |
1.0629 |
|
LOW |
1.0572 |
|
0.618 |
1.0481 |
|
1.000 |
1.0424 |
|
1.618 |
1.0333 |
|
2.618 |
1.0185 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0646 |
1.0646 |
| PP |
1.0629 |
1.0629 |
| S1 |
1.0612 |
1.0612 |
|