CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0886 |
0.0068 |
0.6% |
1.0712 |
| High |
1.0852 |
1.0896 |
0.0044 |
0.4% |
1.0896 |
| Low |
1.0819 |
1.0830 |
0.0011 |
0.1% |
1.0710 |
| Close |
1.0852 |
1.0862 |
0.0010 |
0.1% |
1.0862 |
| Range |
0.0034 |
0.0067 |
0.0033 |
98.5% |
0.0187 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
102 |
715 |
613 |
601.0% |
1,573 |
|
| Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1029 |
1.0899 |
|
| R3 |
1.0996 |
1.0962 |
1.0880 |
|
| R2 |
1.0929 |
1.0929 |
1.0874 |
|
| R1 |
1.0896 |
1.0896 |
1.0868 |
1.0879 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0854 |
| S1 |
1.0829 |
1.0829 |
1.0856 |
1.0813 |
| S2 |
1.0796 |
1.0796 |
1.0850 |
|
| S3 |
1.0730 |
1.0763 |
1.0844 |
|
| S4 |
1.0663 |
1.0696 |
1.0825 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1309 |
1.0965 |
|
| R3 |
1.1196 |
1.1122 |
1.0913 |
|
| R2 |
1.1009 |
1.1009 |
1.0896 |
|
| R1 |
1.0936 |
1.0936 |
1.0879 |
1.0972 |
| PP |
1.0823 |
1.0823 |
1.0823 |
1.0841 |
| S1 |
1.0749 |
1.0749 |
1.0845 |
1.0786 |
| S2 |
1.0636 |
1.0636 |
1.0828 |
|
| S3 |
1.0450 |
1.0563 |
1.0811 |
|
| S4 |
1.0263 |
1.0376 |
1.0759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0896 |
1.0710 |
0.0187 |
1.7% |
0.0078 |
0.7% |
82% |
True |
False |
314 |
| 10 |
1.0896 |
1.0545 |
0.0352 |
3.2% |
0.0083 |
0.8% |
90% |
True |
False |
247 |
| 20 |
1.0896 |
1.0496 |
0.0400 |
3.7% |
0.0081 |
0.7% |
92% |
True |
False |
181 |
| 40 |
1.1234 |
1.0496 |
0.0738 |
6.8% |
0.0067 |
0.6% |
50% |
False |
False |
207 |
| 60 |
1.1330 |
1.0496 |
0.0834 |
7.7% |
0.0072 |
0.7% |
44% |
False |
False |
266 |
| 80 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0068 |
0.6% |
33% |
False |
False |
247 |
| 100 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0060 |
0.6% |
33% |
False |
False |
217 |
| 120 |
1.1611 |
1.0496 |
0.1115 |
10.3% |
0.0055 |
0.5% |
33% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1070 |
|
1.618 |
1.1004 |
|
1.000 |
1.0963 |
|
0.618 |
1.0937 |
|
HIGH |
1.0896 |
|
0.618 |
1.0871 |
|
0.500 |
1.0863 |
|
0.382 |
1.0855 |
|
LOW |
1.0830 |
|
0.618 |
1.0788 |
|
1.000 |
1.0763 |
|
1.618 |
1.0722 |
|
2.618 |
1.0655 |
|
4.250 |
1.0547 |
|
|
| Fisher Pivots for day following 27-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0854 |
| PP |
1.0863 |
1.0847 |
| S1 |
1.0862 |
1.0839 |
|