CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 25-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0759 |
1.0806 |
0.0047 |
0.4% |
1.0479 |
| High |
1.0819 |
1.0809 |
-0.0011 |
-0.1% |
1.0678 |
| Low |
1.0735 |
1.0715 |
-0.0020 |
-0.2% |
1.0467 |
| Close |
1.0796 |
1.0758 |
-0.0038 |
-0.4% |
1.0618 |
| Range |
0.0085 |
0.0094 |
0.0009 |
10.7% |
0.0212 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,190 |
3,119 |
929 |
42.4% |
10,244 |
|
| Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.0993 |
1.0809 |
|
| R3 |
1.0948 |
1.0900 |
1.0784 |
|
| R2 |
1.0854 |
1.0854 |
1.0775 |
|
| R1 |
1.0806 |
1.0806 |
1.0767 |
1.0783 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0749 |
| S1 |
1.0713 |
1.0713 |
1.0749 |
1.0690 |
| S2 |
1.0667 |
1.0667 |
1.0741 |
|
| S3 |
1.0574 |
1.0619 |
1.0732 |
|
| S4 |
1.0480 |
1.0526 |
1.0707 |
|
|
| 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 |
1.0538 |
0.0281 |
2.6% |
0.0104 |
1.0% |
78% |
False |
False |
3,082 |
| 10 |
1.0819 |
1.0426 |
0.0394 |
3.7% |
0.0104 |
1.0% |
84% |
False |
False |
2,641 |
| 20 |
1.0819 |
1.0426 |
0.0394 |
3.7% |
0.0098 |
0.9% |
84% |
False |
False |
1,866 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0089 |
0.8% |
39% |
False |
False |
1,388 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0092 |
0.9% |
39% |
False |
False |
1,296 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0086 |
0.8% |
29% |
False |
False |
1,041 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0077 |
0.7% |
29% |
False |
False |
854 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0071 |
0.7% |
29% |
False |
False |
714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1206 |
|
2.618 |
1.1053 |
|
1.618 |
1.0960 |
|
1.000 |
1.0902 |
|
0.618 |
1.0866 |
|
HIGH |
1.0809 |
|
0.618 |
1.0773 |
|
0.500 |
1.0762 |
|
0.382 |
1.0751 |
|
LOW |
1.0715 |
|
0.618 |
1.0657 |
|
1.000 |
1.0622 |
|
1.618 |
1.0564 |
|
2.618 |
1.0470 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 25-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0747 |
| PP |
1.0761 |
1.0737 |
| S1 |
1.0759 |
1.0726 |
|