CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 05-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1069 |
1.1001 |
-0.0069 |
-0.6% |
1.1017 |
| High |
1.1084 |
1.1017 |
-0.0067 |
-0.6% |
1.1216 |
| Low |
1.0989 |
1.0928 |
-0.0061 |
-0.6% |
1.0977 |
| Close |
1.1001 |
1.0933 |
-0.0068 |
-0.6% |
1.1069 |
| Range |
0.0095 |
0.0089 |
-0.0006 |
-5.8% |
0.0239 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
147,516 |
152,594 |
5,078 |
3.4% |
1,035,859 |
|
| Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1168 |
1.0981 |
|
| R3 |
1.1137 |
1.1079 |
1.0957 |
|
| R2 |
1.1048 |
1.1048 |
1.0949 |
|
| R1 |
1.0990 |
1.0990 |
1.0941 |
1.0975 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0951 |
| S1 |
1.0901 |
1.0901 |
1.0924 |
1.0886 |
| S2 |
1.0870 |
1.0870 |
1.0916 |
|
| S3 |
1.0781 |
1.0812 |
1.0908 |
|
| S4 |
1.0692 |
1.0723 |
1.0884 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1803 |
1.1674 |
1.1200 |
|
| R3 |
1.1564 |
1.1436 |
1.1134 |
|
| R2 |
1.1326 |
1.1326 |
1.1112 |
|
| R1 |
1.1197 |
1.1197 |
1.1090 |
1.1261 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1119 |
| S1 |
1.0959 |
1.0959 |
1.1047 |
1.1023 |
| S2 |
1.0849 |
1.0849 |
1.1025 |
|
| S3 |
1.0610 |
1.0720 |
1.1003 |
|
| S4 |
1.0372 |
1.0482 |
1.0937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1216 |
1.0928 |
0.0288 |
2.6% |
0.0089 |
0.8% |
2% |
False |
True |
177,617 |
| 10 |
1.1216 |
1.0928 |
0.0288 |
2.6% |
0.0086 |
0.8% |
2% |
False |
True |
177,169 |
| 20 |
1.1216 |
1.0928 |
0.0288 |
2.6% |
0.0101 |
0.9% |
2% |
False |
True |
200,946 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0098 |
0.9% |
13% |
False |
False |
109,207 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0090 |
0.8% |
13% |
False |
False |
73,056 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0083 |
0.8% |
13% |
False |
False |
54,860 |
| 100 |
1.1541 |
1.0846 |
0.0696 |
6.4% |
0.0077 |
0.7% |
13% |
False |
False |
43,952 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0070 |
0.6% |
10% |
False |
False |
36,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1395 |
|
2.618 |
1.1250 |
|
1.618 |
1.1161 |
|
1.000 |
1.1106 |
|
0.618 |
1.1072 |
|
HIGH |
1.1017 |
|
0.618 |
1.0983 |
|
0.500 |
1.0973 |
|
0.382 |
1.0962 |
|
LOW |
1.0928 |
|
0.618 |
1.0873 |
|
1.000 |
1.0839 |
|
1.618 |
1.0784 |
|
2.618 |
1.0695 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 05-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.1017 |
| PP |
1.0959 |
1.0989 |
| S1 |
1.0946 |
1.0961 |
|