CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0856 |
-0.0018 |
-0.2% |
1.0832 |
| High |
1.0959 |
1.0874 |
-0.0085 |
-0.8% |
1.0959 |
| Low |
1.0845 |
1.0793 |
-0.0053 |
-0.5% |
1.0785 |
| Close |
1.0861 |
1.0808 |
-0.0053 |
-0.5% |
1.0808 |
| Range |
0.0114 |
0.0081 |
-0.0033 |
-28.6% |
0.0174 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
206,510 |
173,449 |
-33,061 |
-16.0% |
727,010 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1019 |
1.0853 |
|
| R3 |
1.0987 |
1.0938 |
1.0830 |
|
| R2 |
1.0906 |
1.0906 |
1.0823 |
|
| R1 |
1.0857 |
1.0857 |
1.0815 |
1.0841 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0817 |
| S1 |
1.0776 |
1.0776 |
1.0801 |
1.0760 |
| S2 |
1.0744 |
1.0744 |
1.0793 |
|
| S3 |
1.0663 |
1.0695 |
1.0786 |
|
| S4 |
1.0582 |
1.0614 |
1.0763 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1264 |
1.0904 |
|
| R3 |
1.1198 |
1.1090 |
1.0856 |
|
| R2 |
1.1024 |
1.1024 |
1.0840 |
|
| R1 |
1.0916 |
1.0916 |
1.0824 |
1.0883 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0834 |
| S1 |
1.0742 |
1.0742 |
1.0792 |
1.0709 |
| S2 |
1.0676 |
1.0676 |
1.0776 |
|
| S3 |
1.0502 |
1.0568 |
1.0760 |
|
| S4 |
1.0328 |
1.0394 |
1.0712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0959 |
1.0785 |
0.0174 |
1.6% |
0.0077 |
0.7% |
14% |
False |
False |
145,402 |
| 10 |
1.0960 |
1.0781 |
0.0179 |
1.7% |
0.0084 |
0.8% |
15% |
False |
False |
160,410 |
| 20 |
1.1216 |
1.0781 |
0.0435 |
4.0% |
0.0085 |
0.8% |
6% |
False |
False |
171,631 |
| 40 |
1.1315 |
1.0781 |
0.0534 |
4.9% |
0.0098 |
0.9% |
5% |
False |
False |
157,230 |
| 60 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0093 |
0.9% |
4% |
False |
False |
105,576 |
| 80 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0086 |
0.8% |
4% |
False |
False |
79,269 |
| 100 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0081 |
0.7% |
4% |
False |
False |
63,499 |
| 120 |
1.1671 |
1.0781 |
0.0890 |
8.2% |
0.0075 |
0.7% |
3% |
False |
False |
52,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1086 |
|
1.618 |
1.1005 |
|
1.000 |
1.0955 |
|
0.618 |
1.0924 |
|
HIGH |
1.0874 |
|
0.618 |
1.0843 |
|
0.500 |
1.0833 |
|
0.382 |
1.0823 |
|
LOW |
1.0793 |
|
0.618 |
1.0742 |
|
1.000 |
1.0712 |
|
1.618 |
1.0661 |
|
2.618 |
1.0580 |
|
4.250 |
1.0448 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0833 |
1.0876 |
| PP |
1.0825 |
1.0853 |
| S1 |
1.0816 |
1.0831 |
|