CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 24-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0759 |
0.0126 |
1.2% |
1.0479 |
| High |
1.0770 |
1.0819 |
0.0050 |
0.5% |
1.0678 |
| Low |
1.0633 |
1.0735 |
0.0102 |
1.0% |
1.0467 |
| Close |
1.0765 |
1.0796 |
0.0031 |
0.3% |
1.0618 |
| Range |
0.0137 |
0.0085 |
-0.0052 |
-38.1% |
0.0212 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
4,434 |
2,190 |
-2,244 |
-50.6% |
10,244 |
|
| Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1001 |
1.0842 |
|
| R3 |
1.0952 |
1.0916 |
1.0819 |
|
| R2 |
1.0868 |
1.0868 |
1.0811 |
|
| R1 |
1.0832 |
1.0832 |
1.0804 |
1.0850 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0792 |
| S1 |
1.0747 |
1.0747 |
1.0788 |
1.0765 |
| S2 |
1.0699 |
1.0699 |
1.0781 |
|
| S3 |
1.0614 |
1.0663 |
1.0773 |
|
| S4 |
1.0530 |
1.0578 |
1.0750 |
|
|
| 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 |
1.0819 |
1.0533 |
0.0286 |
2.6% |
0.0106 |
1.0% |
92% |
True |
False |
2,896 |
| 10 |
1.0819 |
1.0426 |
0.0394 |
3.6% |
0.0101 |
0.9% |
94% |
True |
False |
2,494 |
| 20 |
1.0819 |
1.0426 |
0.0394 |
3.6% |
0.0100 |
0.9% |
94% |
True |
False |
1,804 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0091 |
0.8% |
44% |
False |
False |
1,336 |
| 60 |
1.1320 |
1.0426 |
0.0895 |
8.3% |
0.0093 |
0.9% |
41% |
False |
False |
1,256 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0085 |
0.8% |
32% |
False |
False |
1,002 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0077 |
0.7% |
32% |
False |
False |
823 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0071 |
0.7% |
32% |
False |
False |
688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1040 |
|
1.618 |
1.0956 |
|
1.000 |
1.0904 |
|
0.618 |
1.0871 |
|
HIGH |
1.0819 |
|
0.618 |
1.0787 |
|
0.500 |
1.0777 |
|
0.382 |
1.0767 |
|
LOW |
1.0735 |
|
0.618 |
1.0682 |
|
1.000 |
1.0650 |
|
1.618 |
1.0598 |
|
2.618 |
1.0513 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 24-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0768 |
| PP |
1.0783 |
1.0740 |
| S1 |
1.0777 |
1.0712 |
|