CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 19-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0626 |
1.0542 |
-0.0084 |
-0.8% |
1.0619 |
| High |
1.0636 |
1.0678 |
0.0043 |
0.4% |
1.0663 |
| Low |
1.0533 |
1.0538 |
0.0005 |
0.0% |
1.0426 |
| Close |
1.0548 |
1.0671 |
0.0124 |
1.2% |
1.0480 |
| Range |
0.0103 |
0.0140 |
0.0038 |
36.6% |
0.0238 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.5% |
0.0000 |
| Volume |
2,190 |
3,328 |
1,138 |
52.0% |
10,677 |
|
| Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.1000 |
1.0748 |
|
| R3 |
1.0909 |
1.0860 |
1.0710 |
|
| R2 |
1.0769 |
1.0769 |
1.0697 |
|
| R1 |
1.0720 |
1.0720 |
1.0684 |
1.0745 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0641 |
| S1 |
1.0580 |
1.0580 |
1.0658 |
1.0605 |
| S2 |
1.0489 |
1.0489 |
1.0645 |
|
| S3 |
1.0349 |
1.0440 |
1.0633 |
|
| S4 |
1.0209 |
1.0300 |
1.0594 |
|
|
| 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 |
1.0678 |
1.0426 |
0.0253 |
2.4% |
0.0097 |
0.9% |
97% |
True |
False |
1,967 |
| 10 |
1.0678 |
1.0426 |
0.0253 |
2.4% |
0.0098 |
0.9% |
97% |
True |
False |
1,971 |
| 20 |
1.0939 |
1.0426 |
0.0513 |
4.8% |
0.0100 |
0.9% |
48% |
False |
False |
1,590 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0087 |
0.8% |
29% |
False |
False |
1,174 |
| 60 |
1.1390 |
1.0426 |
0.0965 |
9.0% |
0.0094 |
0.9% |
25% |
False |
False |
1,139 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0083 |
0.8% |
22% |
False |
False |
895 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0075 |
0.7% |
22% |
False |
False |
734 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.7% |
0.0069 |
0.6% |
22% |
False |
False |
614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1273 |
|
2.618 |
1.1045 |
|
1.618 |
1.0905 |
|
1.000 |
1.0818 |
|
0.618 |
1.0765 |
|
HIGH |
1.0678 |
|
0.618 |
1.0625 |
|
0.500 |
1.0608 |
|
0.382 |
1.0591 |
|
LOW |
1.0538 |
|
0.618 |
1.0451 |
|
1.000 |
1.0398 |
|
1.618 |
1.0311 |
|
2.618 |
1.0171 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 19-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0650 |
1.0645 |
| PP |
1.0629 |
1.0619 |
| S1 |
1.0608 |
1.0592 |
|