CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0703 |
0.0049 |
0.5% |
1.0675 |
| High |
1.0712 |
1.0725 |
0.0013 |
0.1% |
1.0780 |
| Low |
1.0653 |
1.0675 |
0.0022 |
0.2% |
1.0635 |
| Close |
1.0712 |
1.0677 |
-0.0036 |
-0.3% |
1.0696 |
| Range |
0.0059 |
0.0050 |
-0.0009 |
-15.3% |
0.0146 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
61 |
20 |
-41 |
-67.2% |
316 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0809 |
1.0704 |
|
| R3 |
1.0792 |
1.0759 |
1.0690 |
|
| R2 |
1.0742 |
1.0742 |
1.0686 |
|
| R1 |
1.0709 |
1.0709 |
1.0681 |
1.0701 |
| PP |
1.0692 |
1.0692 |
1.0692 |
1.0688 |
| S1 |
1.0659 |
1.0659 |
1.0672 |
1.0651 |
| S2 |
1.0642 |
1.0642 |
1.0667 |
|
| S3 |
1.0592 |
1.0609 |
1.0663 |
|
| S4 |
1.0542 |
1.0559 |
1.0649 |
|
|
| 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% |
0.0084 |
0.8% |
29% |
False |
False |
52 |
| 10 |
1.0800 |
1.0635 |
0.0166 |
1.6% |
0.0076 |
0.7% |
25% |
False |
False |
71 |
| 20 |
1.1076 |
1.0635 |
0.0442 |
4.1% |
0.0064 |
0.6% |
10% |
False |
False |
176 |
| 40 |
1.1330 |
1.0635 |
0.0695 |
6.5% |
0.0060 |
0.6% |
6% |
False |
False |
184 |
| 60 |
1.1540 |
1.0635 |
0.0906 |
8.5% |
0.0067 |
0.6% |
5% |
False |
False |
270 |
| 80 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0060 |
0.6% |
4% |
False |
False |
223 |
| 100 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0053 |
0.5% |
4% |
False |
False |
185 |
| 120 |
1.1611 |
1.0635 |
0.0976 |
9.1% |
0.0048 |
0.5% |
4% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0938 |
|
2.618 |
1.0856 |
|
1.618 |
1.0806 |
|
1.000 |
1.0775 |
|
0.618 |
1.0756 |
|
HIGH |
1.0725 |
|
0.618 |
1.0706 |
|
0.500 |
1.0700 |
|
0.382 |
1.0694 |
|
LOW |
1.0675 |
|
0.618 |
1.0644 |
|
1.000 |
1.0625 |
|
1.618 |
1.0594 |
|
2.618 |
1.0544 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0700 |
1.0692 |
| PP |
1.0692 |
1.0687 |
| S1 |
1.0684 |
1.0682 |
|