CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0804 |
1.0811 |
0.0007 |
0.1% |
1.0939 |
| High |
1.0839 |
1.0890 |
0.0052 |
0.5% |
1.0960 |
| Low |
1.0785 |
1.0808 |
0.0023 |
0.2% |
1.0781 |
| Close |
1.0814 |
1.0865 |
0.0051 |
0.5% |
1.0854 |
| Range |
0.0054 |
0.0083 |
0.0029 |
52.8% |
0.0179 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
116,655 |
169,022 |
52,367 |
44.9% |
715,736 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1066 |
1.0910 |
|
| R3 |
1.1019 |
1.0983 |
1.0887 |
|
| R2 |
1.0937 |
1.0937 |
1.0880 |
|
| R1 |
1.0901 |
1.0901 |
1.0872 |
1.0919 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0863 |
| S1 |
1.0818 |
1.0818 |
1.0857 |
1.0836 |
| S2 |
1.0772 |
1.0772 |
1.0849 |
|
| S3 |
1.0689 |
1.0736 |
1.0842 |
|
| S4 |
1.0607 |
1.0653 |
1.0819 |
|
|
| 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% |
0.0088 |
0.8% |
50% |
False |
False |
154,074 |
| 10 |
1.0966 |
1.0781 |
0.0185 |
1.7% |
0.0078 |
0.7% |
45% |
False |
False |
157,623 |
| 20 |
1.1216 |
1.0781 |
0.0435 |
4.0% |
0.0082 |
0.8% |
19% |
False |
False |
167,396 |
| 40 |
1.1400 |
1.0781 |
0.0619 |
5.7% |
0.0100 |
0.9% |
13% |
False |
False |
147,913 |
| 60 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0092 |
0.8% |
11% |
False |
False |
99,259 |
| 80 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0084 |
0.8% |
11% |
False |
False |
74,522 |
| 100 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0080 |
0.7% |
11% |
False |
False |
59,701 |
| 120 |
1.1750 |
1.0781 |
0.0969 |
8.9% |
0.0075 |
0.7% |
9% |
False |
False |
49,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1106 |
|
1.618 |
1.1023 |
|
1.000 |
1.0973 |
|
0.618 |
1.0941 |
|
HIGH |
1.0890 |
|
0.618 |
1.0858 |
|
0.500 |
1.0849 |
|
0.382 |
1.0839 |
|
LOW |
1.0808 |
|
0.618 |
1.0757 |
|
1.000 |
1.0725 |
|
1.618 |
1.0674 |
|
2.618 |
1.0592 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0859 |
1.0855 |
| PP |
1.0854 |
1.0846 |
| S1 |
1.0849 |
1.0837 |
|