CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0751 |
1.0679 |
-0.0073 |
-0.7% |
1.0675 |
| High |
1.0755 |
1.0749 |
-0.0007 |
-0.1% |
1.0780 |
| Low |
1.0667 |
1.0635 |
-0.0033 |
-0.3% |
1.0635 |
| Close |
1.0667 |
1.0696 |
0.0029 |
0.3% |
1.0696 |
| Range |
0.0088 |
0.0114 |
0.0026 |
29.5% |
0.0146 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.3% |
0.0000 |
| Volume |
51 |
58 |
7 |
13.7% |
316 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0980 |
1.0759 |
|
| R3 |
1.0921 |
1.0866 |
1.0727 |
|
| R2 |
1.0807 |
1.0807 |
1.0717 |
|
| R1 |
1.0752 |
1.0752 |
1.0706 |
1.0779 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0707 |
| S1 |
1.0638 |
1.0638 |
1.0686 |
1.0665 |
| S2 |
1.0579 |
1.0579 |
1.0675 |
|
| S3 |
1.0465 |
1.0524 |
1.0665 |
|
| S4 |
1.0351 |
1.0410 |
1.0633 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1064 |
1.0776 |
|
| R3 |
1.0995 |
1.0918 |
1.0736 |
|
| R2 |
1.0849 |
1.0849 |
1.0723 |
|
| R1 |
1.0773 |
1.0773 |
1.0709 |
1.0811 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0723 |
| S1 |
1.0627 |
1.0627 |
1.0683 |
1.0665 |
| S2 |
1.0558 |
1.0558 |
1.0669 |
|
| S3 |
1.0413 |
1.0482 |
1.0656 |
|
| S4 |
1.0267 |
1.0336 |
1.0616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0780 |
1.0635 |
0.0146 |
1.4% |
0.0081 |
0.8% |
42% |
False |
True |
63 |
| 10 |
1.0959 |
1.0635 |
0.0325 |
3.0% |
0.0081 |
0.8% |
19% |
False |
True |
173 |
| 20 |
1.1076 |
1.0635 |
0.0442 |
4.1% |
0.0062 |
0.6% |
14% |
False |
True |
220 |
| 40 |
1.1330 |
1.0635 |
0.0695 |
6.5% |
0.0061 |
0.6% |
9% |
False |
True |
184 |
| 60 |
1.1601 |
1.0635 |
0.0966 |
9.0% |
0.0068 |
0.6% |
6% |
False |
True |
270 |
| 80 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0059 |
0.6% |
6% |
False |
True |
226 |
| 100 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0052 |
0.5% |
6% |
False |
True |
184 |
| 120 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0048 |
0.5% |
6% |
False |
True |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1047 |
|
1.618 |
1.0933 |
|
1.000 |
1.0863 |
|
0.618 |
1.0819 |
|
HIGH |
1.0749 |
|
0.618 |
1.0705 |
|
0.500 |
1.0692 |
|
0.382 |
1.0678 |
|
LOW |
1.0635 |
|
0.618 |
1.0564 |
|
1.000 |
1.0521 |
|
1.618 |
1.0450 |
|
2.618 |
1.0336 |
|
4.250 |
1.0150 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0707 |
| PP |
1.0693 |
1.0704 |
| S1 |
1.0692 |
1.0700 |
|