CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 18-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0512 |
1.0626 |
0.0114 |
1.1% |
1.0619 |
| High |
1.0628 |
1.0636 |
0.0008 |
0.1% |
1.0663 |
| Low |
1.0507 |
1.0533 |
0.0027 |
0.3% |
1.0426 |
| Close |
1.0619 |
1.0548 |
-0.0072 |
-0.7% |
1.0480 |
| Range |
0.0122 |
0.0103 |
-0.0019 |
-15.6% |
0.0238 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,156 |
2,190 |
1,034 |
89.4% |
10,677 |
|
| Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0816 |
1.0604 |
|
| R3 |
1.0777 |
1.0714 |
1.0576 |
|
| R2 |
1.0675 |
1.0675 |
1.0566 |
|
| R1 |
1.0611 |
1.0611 |
1.0557 |
1.0592 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0562 |
| S1 |
1.0509 |
1.0509 |
1.0538 |
1.0489 |
| S2 |
1.0470 |
1.0470 |
1.0529 |
|
| S3 |
1.0367 |
1.0406 |
1.0519 |
|
| S4 |
1.0265 |
1.0304 |
1.0491 |
|
|
| 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 |
1.0636 |
1.0426 |
0.0210 |
2.0% |
0.0104 |
1.0% |
58% |
True |
False |
2,200 |
| 10 |
1.0720 |
1.0426 |
0.0295 |
2.8% |
0.0099 |
0.9% |
41% |
False |
False |
1,721 |
| 20 |
1.1020 |
1.0426 |
0.0595 |
5.6% |
0.0098 |
0.9% |
21% |
False |
False |
1,483 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
8.1% |
0.0085 |
0.8% |
14% |
False |
False |
1,105 |
| 60 |
1.1420 |
1.0426 |
0.0995 |
9.4% |
0.0092 |
0.9% |
12% |
False |
False |
1,088 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0082 |
0.8% |
11% |
False |
False |
854 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0074 |
0.7% |
11% |
False |
False |
701 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0068 |
0.6% |
11% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0904 |
|
1.618 |
1.0801 |
|
1.000 |
1.0738 |
|
0.618 |
1.0699 |
|
HIGH |
1.0636 |
|
0.618 |
1.0596 |
|
0.500 |
1.0584 |
|
0.382 |
1.0572 |
|
LOW |
1.0533 |
|
0.618 |
1.0470 |
|
1.000 |
1.0431 |
|
1.618 |
1.0367 |
|
2.618 |
1.0265 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 18-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0551 |
| PP |
1.0572 |
1.0550 |
| S1 |
1.0560 |
1.0549 |
|