CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 18-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0892 |
-0.0085 |
-0.8% |
1.0993 |
| High |
1.1010 |
1.0902 |
-0.0108 |
-1.0% |
1.1021 |
| Low |
1.0844 |
1.0858 |
0.0015 |
0.1% |
1.0844 |
| Close |
1.0917 |
1.0872 |
-0.0046 |
-0.4% |
1.0917 |
| Range |
0.0166 |
0.0044 |
-0.0122 |
-73.5% |
0.0178 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,258 |
367 |
-891 |
-70.8% |
4,398 |
|
| Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0984 |
1.0896 |
|
| R3 |
1.0965 |
1.0940 |
1.0884 |
|
| R2 |
1.0921 |
1.0921 |
1.0880 |
|
| R1 |
1.0896 |
1.0896 |
1.0876 |
1.0887 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0872 |
| S1 |
1.0852 |
1.0852 |
1.0867 |
1.0843 |
| S2 |
1.0833 |
1.0833 |
1.0863 |
|
| S3 |
1.0789 |
1.0808 |
1.0859 |
|
| S4 |
1.0745 |
1.0764 |
1.0847 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1366 |
1.1015 |
|
| R3 |
1.1282 |
1.1188 |
1.0966 |
|
| R2 |
1.1105 |
1.1105 |
1.0950 |
|
| R1 |
1.1011 |
1.1011 |
1.0933 |
1.0969 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0906 |
| S1 |
1.0833 |
1.0833 |
1.0901 |
1.0792 |
| S2 |
1.0750 |
1.0750 |
1.0884 |
|
| S3 |
1.0572 |
1.0656 |
1.0868 |
|
| S4 |
1.0395 |
1.0478 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0844 |
0.0178 |
1.6% |
0.0083 |
0.8% |
16% |
False |
False |
953 |
| 10 |
1.1116 |
1.0844 |
0.0272 |
2.5% |
0.0074 |
0.7% |
10% |
False |
False |
668 |
| 20 |
1.1275 |
1.0844 |
0.0432 |
4.0% |
0.0073 |
0.7% |
6% |
False |
False |
742 |
| 40 |
1.1478 |
1.0844 |
0.0635 |
5.8% |
0.0090 |
0.8% |
4% |
False |
False |
873 |
| 60 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0076 |
0.7% |
4% |
False |
False |
626 |
| 80 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0068 |
0.6% |
4% |
False |
False |
488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.1017 |
|
1.618 |
1.0973 |
|
1.000 |
1.0946 |
|
0.618 |
1.0929 |
|
HIGH |
1.0902 |
|
0.618 |
1.0885 |
|
0.500 |
1.0880 |
|
0.382 |
1.0875 |
|
LOW |
1.0858 |
|
0.618 |
1.0831 |
|
1.000 |
1.0814 |
|
1.618 |
1.0787 |
|
2.618 |
1.0743 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 18-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0927 |
| PP |
1.0877 |
1.0908 |
| S1 |
1.0874 |
1.0890 |
|