CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0661 |
1.0579 |
-0.0082 |
-0.8% |
1.0832 |
| High |
1.0677 |
1.0585 |
-0.0092 |
-0.9% |
1.0959 |
| Low |
1.0535 |
1.0491 |
-0.0044 |
-0.4% |
1.0785 |
| Close |
1.0581 |
1.0525 |
-0.0057 |
-0.5% |
1.0808 |
| Range |
0.0142 |
0.0094 |
-0.0048 |
-33.8% |
0.0174 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
257,166 |
230,174 |
-26,992 |
-10.5% |
727,010 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0764 |
1.0576 |
|
| R3 |
1.0721 |
1.0670 |
1.0550 |
|
| R2 |
1.0627 |
1.0627 |
1.0542 |
|
| R1 |
1.0576 |
1.0576 |
1.0533 |
1.0555 |
| PP |
1.0533 |
1.0533 |
1.0533 |
1.0523 |
| S1 |
1.0482 |
1.0482 |
1.0516 |
1.0461 |
| S2 |
1.0439 |
1.0439 |
1.0507 |
|
| S3 |
1.0345 |
1.0388 |
1.0499 |
|
| S4 |
1.0251 |
1.0294 |
1.0473 |
|
|
| 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 |
1.0874 |
1.0491 |
0.0383 |
3.6% |
0.0108 |
1.0% |
9% |
False |
True |
208,048 |
| 10 |
1.0959 |
1.0491 |
0.0468 |
4.4% |
0.0101 |
1.0% |
7% |
False |
True |
186,453 |
| 20 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0090 |
0.9% |
5% |
False |
True |
176,082 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.9% |
0.0099 |
0.9% |
5% |
False |
True |
177,750 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0095 |
0.9% |
3% |
False |
True |
119,929 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0088 |
0.8% |
3% |
False |
True |
90,095 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0082 |
0.8% |
3% |
False |
True |
72,155 |
| 120 |
1.1661 |
1.0491 |
0.1171 |
11.1% |
0.0078 |
0.7% |
3% |
False |
True |
60,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0831 |
|
1.618 |
1.0737 |
|
1.000 |
1.0679 |
|
0.618 |
1.0643 |
|
HIGH |
1.0585 |
|
0.618 |
1.0549 |
|
0.500 |
1.0538 |
|
0.382 |
1.0526 |
|
LOW |
1.0491 |
|
0.618 |
1.0432 |
|
1.000 |
1.0397 |
|
1.618 |
1.0338 |
|
2.618 |
1.0244 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0538 |
1.0625 |
| PP |
1.0533 |
1.0592 |
| S1 |
1.0529 |
1.0558 |
|