CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 31-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0799 |
0.0002 |
0.0% |
1.0633 |
| High |
1.0834 |
1.0853 |
0.0020 |
0.2% |
1.0834 |
| Low |
1.0766 |
1.0746 |
-0.0020 |
-0.2% |
1.0633 |
| Close |
1.0800 |
1.0803 |
0.0004 |
0.0% |
1.0800 |
| Range |
0.0068 |
0.0107 |
0.0040 |
58.5% |
0.0201 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2,944 |
13,521 |
10,577 |
359.3% |
16,080 |
|
| Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1069 |
1.0862 |
|
| R3 |
1.1015 |
1.0962 |
1.0832 |
|
| R2 |
1.0908 |
1.0908 |
1.0823 |
|
| R1 |
1.0855 |
1.0855 |
1.0813 |
1.0882 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0814 |
| S1 |
1.0748 |
1.0748 |
1.0793 |
1.0775 |
| S2 |
1.0694 |
1.0694 |
1.0783 |
|
| S3 |
1.0587 |
1.0641 |
1.0774 |
|
| S4 |
1.0480 |
1.0534 |
1.0744 |
|
|
| 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 |
1.0853 |
1.0715 |
0.0138 |
1.3% |
0.0083 |
0.8% |
64% |
True |
False |
5,033 |
| 10 |
1.0853 |
1.0507 |
0.0347 |
3.2% |
0.0098 |
0.9% |
86% |
True |
False |
3,861 |
| 20 |
1.0853 |
1.0426 |
0.0428 |
4.0% |
0.0097 |
0.9% |
88% |
True |
False |
2,723 |
| 40 |
1.1116 |
1.0426 |
0.0690 |
6.4% |
0.0090 |
0.8% |
55% |
False |
False |
1,825 |
| 60 |
1.1275 |
1.0426 |
0.0850 |
7.9% |
0.0090 |
0.8% |
44% |
False |
False |
1,543 |
| 80 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0086 |
0.8% |
33% |
False |
False |
1,283 |
| 100 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0079 |
0.7% |
33% |
False |
False |
1,052 |
| 120 |
1.1567 |
1.0426 |
0.1142 |
10.6% |
0.0072 |
0.7% |
33% |
False |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1133 |
|
1.618 |
1.1026 |
|
1.000 |
1.0960 |
|
0.618 |
1.0919 |
|
HIGH |
1.0853 |
|
0.618 |
1.0812 |
|
0.500 |
1.0800 |
|
0.382 |
1.0787 |
|
LOW |
1.0746 |
|
0.618 |
1.0680 |
|
1.000 |
1.0639 |
|
1.618 |
1.0573 |
|
2.618 |
1.0466 |
|
4.250 |
1.0291 |
|
|
| Fisher Pivots for day following 31-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0802 |
1.0800 |
| PP |
1.0801 |
1.0798 |
| S1 |
1.0800 |
1.0795 |
|