CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 11-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2022 |
11-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.0993 |
0.0040 |
0.4% |
1.1116 |
| High |
1.0982 |
1.1021 |
0.0040 |
0.4% |
1.1116 |
| Low |
1.0927 |
1.0975 |
0.0048 |
0.4% |
1.0927 |
| Close |
1.0975 |
1.0980 |
0.0006 |
0.1% |
1.0975 |
| Range |
0.0055 |
0.0047 |
-0.0009 |
-15.5% |
0.0189 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
601 |
392 |
-209 |
-34.8% |
1,921 |
|
| Daily Pivots for day following 11-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1102 |
1.1006 |
|
| R3 |
1.1085 |
1.1056 |
1.0993 |
|
| R2 |
1.1038 |
1.1038 |
1.0989 |
|
| R1 |
1.1009 |
1.1009 |
1.0984 |
1.1001 |
| PP |
1.0992 |
1.0992 |
1.0992 |
1.0988 |
| S1 |
1.0963 |
1.0963 |
1.0976 |
1.0954 |
| S2 |
1.0945 |
1.0945 |
1.0971 |
|
| S3 |
1.0899 |
1.0916 |
1.0967 |
|
| S4 |
1.0852 |
1.0870 |
1.0954 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1463 |
1.1078 |
|
| R3 |
1.1384 |
1.1274 |
1.1026 |
|
| R2 |
1.1195 |
1.1195 |
1.1009 |
|
| R1 |
1.1085 |
1.1085 |
1.0992 |
1.1045 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.0986 |
| S1 |
1.0896 |
1.0896 |
1.0957 |
1.0856 |
| S2 |
1.0817 |
1.0817 |
1.0940 |
|
| S3 |
1.0628 |
1.0707 |
1.0923 |
|
| S4 |
1.0439 |
1.0518 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1072 |
1.0927 |
0.0146 |
1.3% |
0.0062 |
0.6% |
37% |
False |
False |
402 |
| 10 |
1.1275 |
1.0927 |
0.0349 |
3.2% |
0.0075 |
0.7% |
15% |
False |
False |
571 |
| 20 |
1.1275 |
1.0927 |
0.0349 |
3.2% |
0.0075 |
0.7% |
15% |
False |
False |
645 |
| 40 |
1.1487 |
1.0917 |
0.0570 |
5.2% |
0.0085 |
0.8% |
11% |
False |
False |
784 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0073 |
0.7% |
10% |
False |
False |
563 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0065 |
0.6% |
10% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.1143 |
|
1.618 |
1.1096 |
|
1.000 |
1.1068 |
|
0.618 |
1.1050 |
|
HIGH |
1.1021 |
|
0.618 |
1.1003 |
|
0.500 |
1.0998 |
|
0.382 |
1.0992 |
|
LOW |
1.0975 |
|
0.618 |
1.0946 |
|
1.000 |
1.0928 |
|
1.618 |
1.0899 |
|
2.618 |
1.0853 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 11-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0979 |
| PP |
1.0992 |
1.0978 |
| S1 |
1.0986 |
1.0977 |
|