CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 25-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0831 |
-0.0025 |
-0.2% |
1.0832 |
| High |
1.0874 |
1.0840 |
-0.0034 |
-0.3% |
1.0959 |
| Low |
1.0793 |
1.0718 |
-0.0075 |
-0.7% |
1.0785 |
| Close |
1.0808 |
1.0732 |
-0.0077 |
-0.7% |
1.0808 |
| Range |
0.0081 |
0.0122 |
0.0041 |
50.6% |
0.0174 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.7% |
0.0000 |
| Volume |
173,449 |
195,175 |
21,726 |
12.5% |
727,010 |
|
| Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1052 |
1.0799 |
|
| R3 |
1.1007 |
1.0930 |
1.0765 |
|
| R2 |
1.0885 |
1.0885 |
1.0754 |
|
| R1 |
1.0808 |
1.0808 |
1.0743 |
1.0786 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0752 |
| S1 |
1.0686 |
1.0686 |
1.0720 |
1.0664 |
| S2 |
1.0641 |
1.0641 |
1.0709 |
|
| S3 |
1.0519 |
1.0564 |
1.0698 |
|
| S4 |
1.0397 |
1.0442 |
1.0664 |
|
|
| 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 |
1.0718 |
0.0241 |
2.2% |
0.0091 |
0.8% |
6% |
False |
True |
172,162 |
| 10 |
1.0960 |
1.0718 |
0.0242 |
2.3% |
0.0090 |
0.8% |
6% |
False |
True |
163,792 |
| 20 |
1.1216 |
1.0718 |
0.0498 |
4.6% |
0.0088 |
0.8% |
3% |
False |
True |
174,367 |
| 40 |
1.1291 |
1.0718 |
0.0573 |
5.3% |
0.0099 |
0.9% |
2% |
False |
True |
161,951 |
| 60 |
1.1538 |
1.0718 |
0.0820 |
7.6% |
0.0093 |
0.9% |
2% |
False |
True |
108,812 |
| 80 |
1.1538 |
1.0718 |
0.0820 |
7.6% |
0.0086 |
0.8% |
2% |
False |
True |
81,707 |
| 100 |
1.1538 |
1.0718 |
0.0820 |
7.6% |
0.0081 |
0.8% |
2% |
False |
True |
65,448 |
| 120 |
1.1671 |
1.0718 |
0.0953 |
8.9% |
0.0076 |
0.7% |
1% |
False |
True |
54,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1159 |
|
1.618 |
1.1037 |
|
1.000 |
1.0962 |
|
0.618 |
1.0915 |
|
HIGH |
1.0840 |
|
0.618 |
1.0793 |
|
0.500 |
1.0779 |
|
0.382 |
1.0765 |
|
LOW |
1.0718 |
|
0.618 |
1.0643 |
|
1.000 |
1.0596 |
|
1.618 |
1.0521 |
|
2.618 |
1.0399 |
|
4.250 |
1.0200 |
|
|
| Fisher Pivots for day following 25-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0838 |
| PP |
1.0763 |
1.0803 |
| S1 |
1.0747 |
1.0767 |
|