CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0734 |
-0.0098 |
-0.9% |
1.0832 |
| High |
1.0840 |
1.0760 |
-0.0081 |
-0.7% |
1.0959 |
| Low |
1.0718 |
1.0657 |
-0.0061 |
-0.6% |
1.0785 |
| Close |
1.0732 |
1.0667 |
-0.0065 |
-0.6% |
1.0808 |
| Range |
0.0122 |
0.0103 |
-0.0020 |
-16.0% |
0.0174 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.9% |
0.0000 |
| Volume |
195,175 |
184,280 |
-10,895 |
-5.6% |
727,010 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0937 |
1.0723 |
|
| R3 |
1.0899 |
1.0834 |
1.0695 |
|
| R2 |
1.0797 |
1.0797 |
1.0685 |
|
| R1 |
1.0732 |
1.0732 |
1.0676 |
1.0713 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0685 |
| S1 |
1.0629 |
1.0629 |
1.0657 |
1.0611 |
| S2 |
1.0592 |
1.0592 |
1.0648 |
|
| S3 |
1.0489 |
1.0527 |
1.0638 |
|
| S4 |
1.0387 |
1.0424 |
1.0610 |
|
|
| 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 |
1.0657 |
0.0302 |
2.8% |
0.0100 |
0.9% |
3% |
False |
True |
185,687 |
| 10 |
1.0959 |
1.0657 |
0.0302 |
2.8% |
0.0094 |
0.9% |
3% |
False |
True |
169,121 |
| 20 |
1.1216 |
1.0657 |
0.0559 |
5.2% |
0.0090 |
0.8% |
2% |
False |
True |
175,175 |
| 40 |
1.1270 |
1.0657 |
0.0613 |
5.7% |
0.0099 |
0.9% |
2% |
False |
True |
166,192 |
| 60 |
1.1538 |
1.0657 |
0.0881 |
8.3% |
0.0094 |
0.9% |
1% |
False |
True |
111,836 |
| 80 |
1.1538 |
1.0657 |
0.0881 |
8.3% |
0.0087 |
0.8% |
1% |
False |
True |
84,008 |
| 100 |
1.1538 |
1.0657 |
0.0881 |
8.3% |
0.0081 |
0.8% |
1% |
False |
True |
67,289 |
| 120 |
1.1671 |
1.0657 |
0.1014 |
9.5% |
0.0077 |
0.7% |
1% |
False |
True |
56,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1028 |
|
1.618 |
1.0925 |
|
1.000 |
1.0862 |
|
0.618 |
1.0823 |
|
HIGH |
1.0760 |
|
0.618 |
1.0720 |
|
0.500 |
1.0708 |
|
0.382 |
1.0696 |
|
LOW |
1.0657 |
|
0.618 |
1.0594 |
|
1.000 |
1.0555 |
|
1.618 |
1.0491 |
|
2.618 |
1.0389 |
|
4.250 |
1.0221 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0708 |
1.0765 |
| PP |
1.0694 |
1.0732 |
| S1 |
1.0680 |
1.0699 |
|