CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 21-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0928 |
0.0046 |
0.4% |
1.0993 |
| High |
1.0952 |
1.1020 |
0.0068 |
0.6% |
1.1021 |
| Low |
1.0878 |
1.0913 |
0.0035 |
0.3% |
1.0844 |
| Close |
1.0930 |
1.0926 |
-0.0004 |
0.0% |
1.0917 |
| Range |
0.0074 |
0.0107 |
0.0033 |
44.6% |
0.0178 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.3% |
0.0000 |
| Volume |
978 |
1,204 |
226 |
23.1% |
4,398 |
|
| Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1207 |
1.0985 |
|
| R3 |
1.1167 |
1.1100 |
1.0955 |
|
| R2 |
1.1060 |
1.1060 |
1.0946 |
|
| R1 |
1.0993 |
1.0993 |
1.0936 |
1.0973 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0943 |
| S1 |
1.0886 |
1.0886 |
1.0916 |
1.0866 |
| S2 |
1.0846 |
1.0846 |
1.0906 |
|
| S3 |
1.0739 |
1.0779 |
1.0897 |
|
| S4 |
1.0632 |
1.0672 |
1.0867 |
|
|
| 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 |
1.1020 |
1.0844 |
0.0177 |
1.6% |
0.0088 |
0.8% |
47% |
True |
False |
844 |
| 10 |
1.1027 |
1.0844 |
0.0183 |
1.7% |
0.0077 |
0.7% |
45% |
False |
False |
823 |
| 20 |
1.1275 |
1.0844 |
0.0432 |
3.9% |
0.0074 |
0.7% |
19% |
False |
False |
758 |
| 40 |
1.1390 |
1.0844 |
0.0547 |
5.0% |
0.0092 |
0.8% |
15% |
False |
False |
913 |
| 60 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0078 |
0.7% |
11% |
False |
False |
664 |
| 80 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0069 |
0.6% |
11% |
False |
False |
520 |
| 100 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0063 |
0.6% |
11% |
False |
False |
419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1300 |
|
1.618 |
1.1193 |
|
1.000 |
1.1127 |
|
0.618 |
1.1086 |
|
HIGH |
1.1020 |
|
0.618 |
1.0979 |
|
0.500 |
1.0967 |
|
0.382 |
1.0954 |
|
LOW |
1.0913 |
|
0.618 |
1.0847 |
|
1.000 |
1.0806 |
|
1.618 |
1.0740 |
|
2.618 |
1.0633 |
|
4.250 |
1.0458 |
|
|
| Fisher Pivots for day following 21-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0935 |
| PP |
1.0953 |
1.0932 |
| S1 |
1.0940 |
1.0929 |
|