CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0762 |
-0.0044 |
-0.4% |
1.0479 |
| High |
1.0809 |
1.0800 |
-0.0009 |
-0.1% |
1.0678 |
| Low |
1.0715 |
1.0738 |
0.0023 |
0.2% |
1.0467 |
| Close |
1.0758 |
1.0789 |
0.0031 |
0.3% |
1.0618 |
| Range |
0.0094 |
0.0062 |
-0.0032 |
-33.7% |
0.0212 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
3,119 |
3,393 |
274 |
8.8% |
10,244 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0937 |
1.0823 |
|
| R3 |
1.0899 |
1.0875 |
1.0806 |
|
| R2 |
1.0837 |
1.0837 |
1.0800 |
|
| R1 |
1.0813 |
1.0813 |
1.0795 |
1.0825 |
| PP |
1.0775 |
1.0775 |
1.0775 |
1.0781 |
| S1 |
1.0751 |
1.0751 |
1.0783 |
1.0763 |
| S2 |
1.0713 |
1.0713 |
1.0778 |
|
| S3 |
1.0651 |
1.0689 |
1.0772 |
|
| S4 |
1.0589 |
1.0627 |
1.0755 |
|
|
| 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 |
1.0605 |
0.0214 |
2.0% |
0.0088 |
0.8% |
86% |
False |
False |
3,095 |
| 10 |
1.0819 |
1.0426 |
0.0394 |
3.6% |
0.0092 |
0.9% |
92% |
False |
False |
2,531 |
| 20 |
1.0819 |
1.0426 |
0.0394 |
3.6% |
0.0097 |
0.9% |
92% |
False |
False |
1,986 |
| 40 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0089 |
0.8% |
43% |
False |
False |
1,448 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0092 |
0.8% |
43% |
False |
False |
1,324 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0086 |
0.8% |
32% |
False |
False |
1,084 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0077 |
0.7% |
32% |
False |
False |
888 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0071 |
0.7% |
32% |
False |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0962 |
|
1.618 |
1.0900 |
|
1.000 |
1.0862 |
|
0.618 |
1.0838 |
|
HIGH |
1.0800 |
|
0.618 |
1.0776 |
|
0.500 |
1.0769 |
|
0.382 |
1.0761 |
|
LOW |
1.0738 |
|
0.618 |
1.0699 |
|
1.000 |
1.0676 |
|
1.618 |
1.0637 |
|
2.618 |
1.0575 |
|
4.250 |
1.0474 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0782 |
1.0782 |
| PP |
1.0775 |
1.0774 |
| S1 |
1.0769 |
1.0767 |
|