CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0616 |
1.0729 |
0.0113 |
1.1% |
1.0545 |
| High |
1.0737 |
1.0735 |
-0.0002 |
0.0% |
1.0737 |
| Low |
1.0608 |
1.0671 |
0.0063 |
0.6% |
1.0545 |
| Close |
1.0737 |
1.0683 |
-0.0054 |
-0.5% |
1.0683 |
| Range |
0.0129 |
0.0064 |
-0.0065 |
-50.2% |
0.0192 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
119 |
62 |
-57 |
-47.9% |
905 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0849 |
1.0718 |
|
| R3 |
1.0824 |
1.0785 |
1.0700 |
|
| R2 |
1.0760 |
1.0760 |
1.0694 |
|
| R1 |
1.0721 |
1.0721 |
1.0688 |
1.0709 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0690 |
| S1 |
1.0657 |
1.0657 |
1.0677 |
1.0645 |
| S2 |
1.0632 |
1.0632 |
1.0671 |
|
| S3 |
1.0568 |
1.0593 |
1.0665 |
|
| S4 |
1.0504 |
1.0529 |
1.0647 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1149 |
1.0788 |
|
| R3 |
1.1039 |
1.0957 |
1.0735 |
|
| R2 |
1.0847 |
1.0847 |
1.0718 |
|
| R1 |
1.0765 |
1.0765 |
1.0700 |
1.0806 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0675 |
| S1 |
1.0573 |
1.0573 |
1.0665 |
1.0614 |
| S2 |
1.0463 |
1.0463 |
1.0647 |
|
| S3 |
1.0271 |
1.0381 |
1.0630 |
|
| S4 |
1.0079 |
1.0189 |
1.0577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0737 |
1.0545 |
0.0192 |
1.8% |
0.0088 |
0.8% |
72% |
False |
False |
181 |
| 10 |
1.0737 |
1.0496 |
0.0241 |
2.3% |
0.0083 |
0.8% |
78% |
False |
False |
174 |
| 20 |
1.0959 |
1.0496 |
0.0463 |
4.3% |
0.0082 |
0.8% |
40% |
False |
False |
173 |
| 40 |
1.1330 |
1.0496 |
0.0834 |
7.8% |
0.0066 |
0.6% |
22% |
False |
False |
198 |
| 60 |
1.1420 |
1.0496 |
0.0924 |
8.6% |
0.0071 |
0.7% |
20% |
False |
False |
267 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0066 |
0.6% |
17% |
False |
False |
237 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0058 |
0.5% |
17% |
False |
False |
201 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.4% |
0.0053 |
0.5% |
17% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0902 |
|
1.618 |
1.0838 |
|
1.000 |
1.0799 |
|
0.618 |
1.0774 |
|
HIGH |
1.0735 |
|
0.618 |
1.0710 |
|
0.500 |
1.0703 |
|
0.382 |
1.0695 |
|
LOW |
1.0671 |
|
0.618 |
1.0631 |
|
1.000 |
1.0607 |
|
1.618 |
1.0567 |
|
2.618 |
1.0503 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0703 |
1.0678 |
| PP |
1.0696 |
1.0674 |
| S1 |
1.0689 |
1.0670 |
|