CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0455 |
1.0479 |
0.0024 |
0.2% |
1.0619 |
| High |
1.0495 |
1.0516 |
0.0021 |
0.2% |
1.0663 |
| Low |
1.0426 |
1.0467 |
0.0041 |
0.4% |
1.0426 |
| Close |
1.0480 |
1.0513 |
0.0033 |
0.3% |
1.0480 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-29.5% |
0.0238 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
1,933 |
1,228 |
-705 |
-36.5% |
10,677 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0628 |
1.0539 |
|
| R3 |
1.0596 |
1.0579 |
1.0526 |
|
| R2 |
1.0547 |
1.0547 |
1.0521 |
|
| R1 |
1.0530 |
1.0530 |
1.0517 |
1.0539 |
| PP |
1.0498 |
1.0498 |
1.0498 |
1.0503 |
| S1 |
1.0481 |
1.0481 |
1.0508 |
1.0490 |
| S2 |
1.0449 |
1.0449 |
1.0504 |
|
| S3 |
1.0400 |
1.0432 |
1.0499 |
|
| S4 |
1.0351 |
1.0383 |
1.0486 |
|
|
| Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1095 |
1.0611 |
|
| R3 |
1.0998 |
1.0858 |
1.0545 |
|
| R2 |
1.0760 |
1.0760 |
1.0524 |
|
| R1 |
1.0620 |
1.0620 |
1.0502 |
1.0572 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0499 |
| S1 |
1.0383 |
1.0383 |
1.0458 |
1.0334 |
| S2 |
1.0285 |
1.0285 |
1.0436 |
|
| S3 |
1.0048 |
1.0145 |
1.0415 |
|
| S4 |
0.9810 |
0.9908 |
1.0349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0662 |
1.0426 |
0.0236 |
2.2% |
0.0082 |
0.8% |
37% |
False |
False |
2,124 |
| 10 |
1.0720 |
1.0426 |
0.0295 |
2.8% |
0.0095 |
0.9% |
30% |
False |
False |
1,584 |
| 20 |
1.1020 |
1.0426 |
0.0595 |
5.7% |
0.0093 |
0.9% |
15% |
False |
False |
1,386 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0083 |
0.8% |
10% |
False |
False |
1,064 |
| 60 |
1.1478 |
1.0426 |
0.1053 |
10.0% |
0.0091 |
0.9% |
8% |
False |
False |
1,044 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0080 |
0.8% |
8% |
False |
False |
816 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.9% |
0.0073 |
0.7% |
8% |
False |
False |
668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0644 |
|
1.618 |
1.0595 |
|
1.000 |
1.0565 |
|
0.618 |
1.0546 |
|
HIGH |
1.0516 |
|
0.618 |
1.0497 |
|
0.500 |
1.0491 |
|
0.382 |
1.0485 |
|
LOW |
1.0467 |
|
0.618 |
1.0436 |
|
1.000 |
1.0418 |
|
1.618 |
1.0387 |
|
2.618 |
1.0338 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0516 |
| PP |
1.0498 |
1.0515 |
| S1 |
1.0491 |
1.0514 |
|