CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 13-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
1.0913 |
1.0851 |
-0.0062 |
-0.6% |
1.1069 |
High |
1.0930 |
1.0919 |
-0.0012 |
-0.1% |
1.1084 |
Low |
1.0847 |
1.0833 |
-0.0014 |
-0.1% |
1.0863 |
Close |
1.0855 |
1.0910 |
0.0055 |
0.5% |
1.0911 |
Range |
0.0084 |
0.0086 |
0.0002 |
2.4% |
0.0221 |
ATR |
0.0087 |
0.0087 |
0.0000 |
-0.2% |
0.0000 |
Volume |
161,423 |
152,595 |
-8,828 |
-5.5% |
813,562 |
|
Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1144 |
1.1112 |
1.0957 |
|
R3 |
1.1058 |
1.1027 |
1.0933 |
|
R2 |
1.0973 |
1.0973 |
1.0925 |
|
R1 |
1.0941 |
1.0941 |
1.0917 |
1.0957 |
PP |
1.0887 |
1.0887 |
1.0887 |
1.0895 |
S1 |
1.0856 |
1.0856 |
1.0902 |
1.0871 |
S2 |
1.0802 |
1.0802 |
1.0894 |
|
S3 |
1.0716 |
1.0770 |
1.0886 |
|
S4 |
1.0631 |
1.0685 |
1.0862 |
|
|
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 |
1.0966 |
1.0833 |
0.0133 |
1.2% |
0.0072 |
0.7% |
58% |
False |
True |
158,540 |
10 |
1.1216 |
1.0833 |
0.0383 |
3.5% |
0.0078 |
0.7% |
20% |
False |
True |
165,711 |
20 |
1.1216 |
1.0833 |
0.0383 |
3.5% |
0.0084 |
0.8% |
20% |
False |
True |
168,033 |
40 |
1.1438 |
1.0833 |
0.0605 |
5.5% |
0.0098 |
0.9% |
13% |
False |
True |
132,837 |
60 |
1.1538 |
1.0833 |
0.0705 |
6.5% |
0.0089 |
0.8% |
11% |
False |
True |
88,989 |
80 |
1.1538 |
1.0833 |
0.0705 |
6.5% |
0.0083 |
0.8% |
11% |
False |
True |
66,814 |
100 |
1.1538 |
1.0833 |
0.0705 |
6.5% |
0.0079 |
0.7% |
11% |
False |
True |
53,527 |
120 |
1.1750 |
1.0833 |
0.0917 |
8.4% |
0.0073 |
0.7% |
8% |
False |
True |
44,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1282 |
2.618 |
1.1142 |
1.618 |
1.1057 |
1.000 |
1.1004 |
0.618 |
1.0971 |
HIGH |
1.0919 |
0.618 |
1.0886 |
0.500 |
1.0876 |
0.382 |
1.0866 |
LOW |
1.0833 |
0.618 |
1.0780 |
1.000 |
1.0748 |
1.618 |
1.0695 |
2.618 |
1.0609 |
4.250 |
1.0470 |
|
|
Fisher Pivots for day following 13-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0898 |
1.0905 |
PP |
1.0887 |
1.0901 |
S1 |
1.0876 |
1.0896 |
|