CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0653 |
0.0111 |
1.1% |
1.0479 |
| High |
1.0678 |
1.0671 |
-0.0008 |
-0.1% |
1.0678 |
| Low |
1.0538 |
1.0605 |
0.0067 |
0.6% |
1.0467 |
| Close |
1.0671 |
1.0618 |
-0.0054 |
-0.5% |
1.0618 |
| Range |
0.0140 |
0.0066 |
-0.0075 |
-53.2% |
0.0212 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
3,328 |
2,342 |
-986 |
-29.6% |
10,244 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0788 |
1.0654 |
|
| R3 |
1.0762 |
1.0723 |
1.0636 |
|
| R2 |
1.0697 |
1.0697 |
1.0630 |
|
| R1 |
1.0657 |
1.0657 |
1.0624 |
1.0644 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0625 |
| S1 |
1.0592 |
1.0592 |
1.0611 |
1.0579 |
| S2 |
1.0566 |
1.0566 |
1.0605 |
|
| S3 |
1.0500 |
1.0526 |
1.0599 |
|
| S4 |
1.0435 |
1.0461 |
1.0581 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1131 |
1.0734 |
|
| R3 |
1.1010 |
1.0920 |
1.0676 |
|
| R2 |
1.0799 |
1.0799 |
1.0656 |
|
| R1 |
1.0708 |
1.0708 |
1.0637 |
1.0754 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0610 |
| S1 |
1.0497 |
1.0497 |
1.0598 |
1.0542 |
| S2 |
1.0376 |
1.0376 |
1.0579 |
|
| S3 |
1.0164 |
1.0285 |
1.0559 |
|
| S4 |
0.9953 |
1.0074 |
1.0501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0467 |
0.0212 |
2.0% |
0.0096 |
0.9% |
71% |
False |
False |
2,048 |
| 10 |
1.0678 |
1.0426 |
0.0253 |
2.4% |
0.0093 |
0.9% |
76% |
False |
False |
2,092 |
| 20 |
1.0896 |
1.0426 |
0.0471 |
4.4% |
0.0099 |
0.9% |
41% |
False |
False |
1,623 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
8.0% |
0.0088 |
0.8% |
23% |
False |
False |
1,191 |
| 60 |
1.1364 |
1.0426 |
0.0939 |
8.8% |
0.0092 |
0.9% |
20% |
False |
False |
1,160 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0084 |
0.8% |
17% |
False |
False |
923 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0076 |
0.7% |
17% |
False |
False |
757 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.8% |
0.0070 |
0.7% |
17% |
False |
False |
634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0842 |
|
1.618 |
1.0776 |
|
1.000 |
1.0736 |
|
0.618 |
1.0711 |
|
HIGH |
1.0671 |
|
0.618 |
1.0645 |
|
0.500 |
1.0638 |
|
0.382 |
1.0630 |
|
LOW |
1.0605 |
|
0.618 |
1.0565 |
|
1.000 |
1.0540 |
|
1.618 |
1.0499 |
|
2.618 |
1.0434 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0614 |
| PP |
1.0631 |
1.0610 |
| S1 |
1.0624 |
1.0606 |
|