CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 19-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2022 |
19-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0804 |
-0.0028 |
-0.3% |
1.0939 |
| High |
1.0847 |
1.0839 |
-0.0008 |
-0.1% |
1.0960 |
| Low |
1.0794 |
1.0785 |
-0.0010 |
-0.1% |
1.0781 |
| Close |
1.0809 |
1.0814 |
0.0005 |
0.0% |
1.0854 |
| Range |
0.0053 |
0.0054 |
0.0002 |
2.9% |
0.0179 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
61,374 |
116,655 |
55,281 |
90.1% |
715,736 |
|
| Daily Pivots for day following 19-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0948 |
1.0843 |
|
| R3 |
1.0920 |
1.0894 |
1.0828 |
|
| R2 |
1.0866 |
1.0866 |
1.0823 |
|
| R1 |
1.0840 |
1.0840 |
1.0818 |
1.0853 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0819 |
| S1 |
1.0786 |
1.0786 |
1.0809 |
1.0799 |
| S2 |
1.0758 |
1.0758 |
1.0804 |
|
| S3 |
1.0704 |
1.0732 |
1.0799 |
|
| S4 |
1.0650 |
1.0678 |
1.0784 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1306 |
1.0952 |
|
| R3 |
1.1222 |
1.1127 |
1.0903 |
|
| R2 |
1.1043 |
1.1043 |
1.0887 |
|
| R1 |
1.0949 |
1.0949 |
1.0870 |
1.0907 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0844 |
| S1 |
1.0770 |
1.0770 |
1.0838 |
1.0728 |
| S2 |
1.0686 |
1.0686 |
1.0821 |
|
| S3 |
1.0508 |
1.0592 |
1.0805 |
|
| S4 |
1.0329 |
1.0413 |
1.0756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0948 |
1.0781 |
0.0167 |
1.5% |
0.0089 |
0.8% |
19% |
False |
False |
152,555 |
| 10 |
1.1017 |
1.0781 |
0.0236 |
2.2% |
0.0078 |
0.7% |
14% |
False |
False |
155,981 |
| 20 |
1.1216 |
1.0781 |
0.0435 |
4.0% |
0.0082 |
0.8% |
7% |
False |
False |
167,195 |
| 40 |
1.1430 |
1.0781 |
0.0649 |
6.0% |
0.0100 |
0.9% |
5% |
False |
False |
143,883 |
| 60 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0091 |
0.8% |
4% |
False |
False |
96,454 |
| 80 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0084 |
0.8% |
4% |
False |
False |
72,410 |
| 100 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0079 |
0.7% |
4% |
False |
False |
58,011 |
| 120 |
1.1750 |
1.0781 |
0.0969 |
9.0% |
0.0075 |
0.7% |
3% |
False |
False |
48,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0980 |
|
1.618 |
1.0926 |
|
1.000 |
1.0893 |
|
0.618 |
1.0872 |
|
HIGH |
1.0839 |
|
0.618 |
1.0818 |
|
0.500 |
1.0812 |
|
0.382 |
1.0805 |
|
LOW |
1.0785 |
|
0.618 |
1.0751 |
|
1.000 |
1.0731 |
|
1.618 |
1.0697 |
|
2.618 |
1.0643 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 19-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0865 |
| PP |
1.0812 |
1.0848 |
| S1 |
1.0812 |
1.0831 |
|