CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 13-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0909 |
-0.0052 |
-0.5% |
1.1116 |
| High |
1.0991 |
1.0977 |
-0.0014 |
-0.1% |
1.1116 |
| Low |
1.0910 |
1.0899 |
-0.0012 |
-0.1% |
1.0927 |
| Close |
1.0918 |
1.0971 |
0.0053 |
0.5% |
1.0975 |
| Range |
0.0081 |
0.0079 |
-0.0003 |
-3.1% |
0.0189 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,868 |
880 |
-988 |
-52.9% |
1,921 |
|
| Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1156 |
1.1014 |
|
| R3 |
1.1106 |
1.1077 |
1.0992 |
|
| R2 |
1.1027 |
1.1027 |
1.0985 |
|
| R1 |
1.0999 |
1.0999 |
1.0978 |
1.1013 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0956 |
| S1 |
1.0920 |
1.0920 |
1.0963 |
1.0935 |
| S2 |
1.0870 |
1.0870 |
1.0956 |
|
| S3 |
1.0792 |
1.0842 |
1.0949 |
|
| S4 |
1.0713 |
1.0763 |
1.0927 |
|
|
| 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 |
1.1027 |
1.0899 |
0.0128 |
1.2% |
0.0066 |
0.6% |
56% |
False |
True |
803 |
| 10 |
1.1275 |
1.0899 |
0.0377 |
3.4% |
0.0069 |
0.6% |
19% |
False |
True |
644 |
| 20 |
1.1275 |
1.0899 |
0.0377 |
3.4% |
0.0075 |
0.7% |
19% |
False |
True |
716 |
| 40 |
1.1487 |
1.0899 |
0.0589 |
5.4% |
0.0087 |
0.8% |
12% |
False |
True |
842 |
| 60 |
1.1567 |
1.0899 |
0.0669 |
6.1% |
0.0073 |
0.7% |
11% |
False |
True |
604 |
| 80 |
1.1567 |
1.0899 |
0.0669 |
6.1% |
0.0066 |
0.6% |
11% |
False |
True |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1183 |
|
1.618 |
1.1104 |
|
1.000 |
1.1056 |
|
0.618 |
1.1026 |
|
HIGH |
1.0977 |
|
0.618 |
1.0947 |
|
0.500 |
1.0938 |
|
0.382 |
1.0928 |
|
LOW |
1.0899 |
|
0.618 |
1.0850 |
|
1.000 |
1.0820 |
|
1.618 |
1.0771 |
|
2.618 |
1.0693 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 13-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0967 |
| PP |
1.0949 |
1.0963 |
| S1 |
1.0938 |
1.0960 |
|