CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0798 |
0.0036 |
0.3% |
1.0633 |
| High |
1.0800 |
1.0834 |
0.0034 |
0.3% |
1.0834 |
| Low |
1.0738 |
1.0766 |
0.0029 |
0.3% |
1.0633 |
| Close |
1.0789 |
1.0800 |
0.0011 |
0.1% |
1.0800 |
| Range |
0.0062 |
0.0068 |
0.0006 |
8.9% |
0.0201 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
3,393 |
2,944 |
-449 |
-13.2% |
16,080 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0968 |
1.0837 |
|
| R3 |
1.0935 |
1.0901 |
1.0818 |
|
| R2 |
1.0867 |
1.0867 |
1.0812 |
|
| R1 |
1.0833 |
1.0833 |
1.0806 |
1.0850 |
| PP |
1.0800 |
1.0800 |
1.0800 |
1.0808 |
| S1 |
1.0766 |
1.0766 |
1.0793 |
1.0783 |
| S2 |
1.0732 |
1.0732 |
1.0787 |
|
| S3 |
1.0665 |
1.0698 |
1.0781 |
|
| S4 |
1.0597 |
1.0631 |
1.0762 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1279 |
1.0910 |
|
| R3 |
1.1156 |
1.1078 |
1.0855 |
|
| R2 |
1.0956 |
1.0956 |
1.0836 |
|
| R1 |
1.0878 |
1.0878 |
1.0818 |
1.0917 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0775 |
| S1 |
1.0677 |
1.0677 |
1.0781 |
1.0716 |
| S2 |
1.0555 |
1.0555 |
1.0763 |
|
| S3 |
1.0354 |
1.0477 |
1.0744 |
|
| S4 |
1.0154 |
1.0276 |
1.0689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0633 |
0.0201 |
1.9% |
0.0089 |
0.8% |
83% |
True |
False |
3,216 |
| 10 |
1.0834 |
1.0467 |
0.0367 |
3.4% |
0.0092 |
0.9% |
91% |
True |
False |
2,632 |
| 20 |
1.0834 |
1.0426 |
0.0408 |
3.8% |
0.0095 |
0.9% |
92% |
True |
False |
2,075 |
| 40 |
1.1166 |
1.0426 |
0.0740 |
6.9% |
0.0088 |
0.8% |
51% |
False |
False |
1,504 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0091 |
0.8% |
44% |
False |
False |
1,366 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0087 |
0.8% |
33% |
False |
False |
1,117 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0078 |
0.7% |
33% |
False |
False |
917 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0072 |
0.7% |
33% |
False |
False |
767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1010 |
|
1.618 |
1.0943 |
|
1.000 |
1.0901 |
|
0.618 |
1.0875 |
|
HIGH |
1.0834 |
|
0.618 |
1.0808 |
|
0.500 |
1.0800 |
|
0.382 |
1.0792 |
|
LOW |
1.0766 |
|
0.618 |
1.0724 |
|
1.000 |
1.0699 |
|
1.618 |
1.0657 |
|
2.618 |
1.0589 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0791 |
| PP |
1.0800 |
1.0783 |
| S1 |
1.0800 |
1.0774 |
|