CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 26-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0819 |
-0.0047 |
-0.4% |
1.0545 |
| High |
1.0875 |
1.0852 |
-0.0023 |
-0.2% |
1.0737 |
| Low |
1.0782 |
1.0819 |
0.0037 |
0.3% |
1.0545 |
| Close |
1.0822 |
1.0852 |
0.0031 |
0.3% |
1.0683 |
| Range |
0.0093 |
0.0034 |
-0.0060 |
-64.0% |
0.0192 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
325 |
102 |
-223 |
-68.6% |
905 |
|
| Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0930 |
1.0870 |
|
| R3 |
1.0908 |
1.0897 |
1.0861 |
|
| R2 |
1.0874 |
1.0874 |
1.0858 |
|
| R1 |
1.0863 |
1.0863 |
1.0855 |
1.0869 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0844 |
| S1 |
1.0830 |
1.0830 |
1.0849 |
1.0835 |
| S2 |
1.0807 |
1.0807 |
1.0846 |
|
| S3 |
1.0774 |
1.0796 |
1.0843 |
|
| S4 |
1.0740 |
1.0763 |
1.0834 |
|
|
| 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 |
1.0881 |
1.0671 |
0.0211 |
1.9% |
0.0078 |
0.7% |
86% |
False |
False |
184 |
| 10 |
1.0881 |
1.0496 |
0.0385 |
3.5% |
0.0083 |
0.8% |
92% |
False |
False |
186 |
| 20 |
1.0881 |
1.0496 |
0.0385 |
3.5% |
0.0083 |
0.8% |
92% |
False |
False |
148 |
| 40 |
1.1296 |
1.0496 |
0.0800 |
7.4% |
0.0067 |
0.6% |
45% |
False |
False |
191 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0071 |
0.7% |
43% |
False |
False |
256 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0067 |
0.6% |
32% |
False |
False |
239 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0060 |
0.6% |
32% |
False |
False |
210 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0054 |
0.5% |
32% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0994 |
|
2.618 |
1.0940 |
|
1.618 |
1.0906 |
|
1.000 |
1.0886 |
|
0.618 |
1.0873 |
|
HIGH |
1.0852 |
|
0.618 |
1.0839 |
|
0.500 |
1.0835 |
|
0.382 |
1.0831 |
|
LOW |
1.0819 |
|
0.618 |
1.0798 |
|
1.000 |
1.0785 |
|
1.618 |
1.0764 |
|
2.618 |
1.0731 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 26-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0845 |
| PP |
1.0841 |
1.0838 |
| S1 |
1.0835 |
1.0831 |
|