CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0882 |
0.0017 |
0.2% |
1.0993 |
| High |
1.0898 |
1.0952 |
0.0055 |
0.5% |
1.1021 |
| Low |
1.0850 |
1.0878 |
0.0028 |
0.3% |
1.0844 |
| Close |
1.0879 |
1.0930 |
0.0051 |
0.5% |
1.0917 |
| Range |
0.0048 |
0.0074 |
0.0027 |
55.8% |
0.0178 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
414 |
978 |
564 |
136.2% |
4,398 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1110 |
1.0970 |
|
| R3 |
1.1068 |
1.1036 |
1.0950 |
|
| R2 |
1.0994 |
1.0994 |
1.0943 |
|
| R1 |
1.0962 |
1.0962 |
1.0936 |
1.0978 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0928 |
| S1 |
1.0888 |
1.0888 |
1.0923 |
1.0904 |
| S2 |
1.0846 |
1.0846 |
1.0916 |
|
| S3 |
1.0772 |
1.0814 |
1.0909 |
|
| S4 |
1.0698 |
1.0740 |
1.0889 |
|
|
| 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 |
1.1010 |
1.0844 |
0.0166 |
1.5% |
0.0082 |
0.8% |
52% |
False |
False |
779 |
| 10 |
1.1031 |
1.0844 |
0.0187 |
1.7% |
0.0072 |
0.7% |
46% |
False |
False |
729 |
| 20 |
1.1275 |
1.0844 |
0.0432 |
3.9% |
0.0073 |
0.7% |
20% |
False |
False |
727 |
| 40 |
1.1420 |
1.0844 |
0.0577 |
5.3% |
0.0089 |
0.8% |
15% |
False |
False |
890 |
| 60 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0077 |
0.7% |
12% |
False |
False |
644 |
| 80 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0068 |
0.6% |
12% |
False |
False |
505 |
| 100 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0062 |
0.6% |
12% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1267 |
|
2.618 |
1.1146 |
|
1.618 |
1.1072 |
|
1.000 |
1.1026 |
|
0.618 |
1.0998 |
|
HIGH |
1.0952 |
|
0.618 |
1.0924 |
|
0.500 |
1.0915 |
|
0.382 |
1.0906 |
|
LOW |
1.0878 |
|
0.618 |
1.0832 |
|
1.000 |
1.0804 |
|
1.618 |
1.0758 |
|
2.618 |
1.0684 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0920 |
| PP |
1.0920 |
1.0911 |
| S1 |
1.0915 |
1.0901 |
|