CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0637 |
0.0018 |
0.2% |
1.0637 |
| High |
1.0663 |
1.0662 |
-0.0002 |
0.0% |
1.0720 |
| Low |
1.0573 |
1.0609 |
0.0036 |
0.3% |
1.0564 |
| Close |
1.0644 |
1.0609 |
-0.0036 |
-0.3% |
1.0626 |
| Range |
0.0090 |
0.0053 |
-0.0037 |
-41.1% |
0.0156 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
1,283 |
1,314 |
31 |
2.4% |
4,512 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0750 |
1.0638 |
|
| R3 |
1.0732 |
1.0697 |
1.0623 |
|
| R2 |
1.0679 |
1.0679 |
1.0618 |
|
| R1 |
1.0644 |
1.0644 |
1.0613 |
1.0635 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0622 |
| S1 |
1.0591 |
1.0591 |
1.0604 |
1.0582 |
| S2 |
1.0573 |
1.0573 |
1.0599 |
|
| S3 |
1.0520 |
1.0538 |
1.0594 |
|
| S4 |
1.0467 |
1.0485 |
1.0579 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1021 |
1.0711 |
|
| R3 |
1.0949 |
1.0865 |
1.0668 |
|
| R2 |
1.0793 |
1.0793 |
1.0654 |
|
| R1 |
1.0709 |
1.0709 |
1.0640 |
1.0673 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0618 |
| S1 |
1.0553 |
1.0553 |
1.0611 |
1.0517 |
| S2 |
1.0481 |
1.0481 |
1.0597 |
|
| S3 |
1.0325 |
1.0397 |
1.0583 |
|
| S4 |
1.0169 |
1.0241 |
1.0540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0564 |
0.0156 |
1.5% |
0.0104 |
1.0% |
29% |
False |
False |
1,225 |
| 10 |
1.0736 |
1.0558 |
0.0178 |
1.7% |
0.0099 |
0.9% |
28% |
False |
False |
1,113 |
| 20 |
1.1020 |
1.0558 |
0.0462 |
4.4% |
0.0094 |
0.9% |
11% |
False |
False |
1,139 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0084 |
0.8% |
7% |
False |
False |
892 |
| 60 |
1.1487 |
1.0558 |
0.0929 |
8.8% |
0.0088 |
0.8% |
5% |
False |
False |
902 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0078 |
0.7% |
5% |
False |
False |
707 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0071 |
0.7% |
5% |
False |
False |
576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0887 |
|
2.618 |
1.0800 |
|
1.618 |
1.0747 |
|
1.000 |
1.0715 |
|
0.618 |
1.0694 |
|
HIGH |
1.0662 |
|
0.618 |
1.0641 |
|
0.500 |
1.0635 |
|
0.382 |
1.0629 |
|
LOW |
1.0609 |
|
0.618 |
1.0576 |
|
1.000 |
1.0556 |
|
1.618 |
1.0523 |
|
2.618 |
1.0470 |
|
4.250 |
1.0383 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0635 |
1.0621 |
| PP |
1.0626 |
1.0617 |
| S1 |
1.0617 |
1.0613 |
|