CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 11-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2022 |
11-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0939 |
0.0032 |
0.3% |
1.1069 |
| High |
1.0918 |
1.0960 |
0.0042 |
0.4% |
1.1084 |
| Low |
1.0863 |
1.0899 |
0.0036 |
0.3% |
1.0863 |
| Close |
1.0911 |
1.0917 |
0.0006 |
0.1% |
1.0911 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.0% |
0.0221 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
161,358 |
130,990 |
-30,368 |
-18.8% |
813,562 |
|
| Daily Pivots for day following 11-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1072 |
1.0950 |
|
| R3 |
1.1046 |
1.1012 |
1.0933 |
|
| R2 |
1.0986 |
1.0986 |
1.0928 |
|
| R1 |
1.0951 |
1.0951 |
1.0922 |
1.0938 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0919 |
| S1 |
1.0891 |
1.0891 |
1.0911 |
1.0878 |
| S2 |
1.0865 |
1.0865 |
1.0905 |
|
| S3 |
1.0804 |
1.0830 |
1.0900 |
|
| S4 |
1.0744 |
1.0770 |
1.0883 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1483 |
1.1032 |
|
| R3 |
1.1393 |
1.1262 |
1.0971 |
|
| R2 |
1.1173 |
1.1173 |
1.0951 |
|
| R1 |
1.1042 |
1.1042 |
1.0931 |
1.0997 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0930 |
| S1 |
1.0821 |
1.0821 |
1.0890 |
1.0777 |
| S2 |
1.0732 |
1.0732 |
1.0870 |
|
| S3 |
1.0511 |
1.0601 |
1.0850 |
|
| S4 |
1.0291 |
1.0380 |
1.0789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1017 |
1.0863 |
0.0154 |
1.4% |
0.0068 |
0.6% |
35% |
False |
False |
159,407 |
| 10 |
1.1216 |
1.0863 |
0.0353 |
3.2% |
0.0086 |
0.8% |
15% |
False |
False |
181,229 |
| 20 |
1.1216 |
1.0863 |
0.0353 |
3.2% |
0.0085 |
0.8% |
15% |
False |
False |
173,103 |
| 40 |
1.1438 |
1.0846 |
0.0592 |
5.4% |
0.0097 |
0.9% |
12% |
False |
False |
125,077 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0089 |
0.8% |
10% |
False |
False |
83,775 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0083 |
0.8% |
10% |
False |
False |
62,895 |
| 100 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0078 |
0.7% |
10% |
False |
False |
50,390 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0071 |
0.7% |
8% |
False |
False |
42,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1118 |
|
1.618 |
1.1057 |
|
1.000 |
1.1020 |
|
0.618 |
1.0997 |
|
HIGH |
1.0960 |
|
0.618 |
1.0936 |
|
0.500 |
1.0929 |
|
0.382 |
1.0922 |
|
LOW |
1.0899 |
|
0.618 |
1.0862 |
|
1.000 |
1.0839 |
|
1.618 |
1.0801 |
|
2.618 |
1.0741 |
|
4.250 |
1.0642 |
|
|
| Fisher Pivots for day following 11-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0916 |
| PP |
1.0925 |
1.0915 |
| S1 |
1.0921 |
1.0914 |
|