CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0926 |
-0.0002 |
0.0% |
1.0892 |
| High |
1.1020 |
1.0939 |
-0.0082 |
-0.7% |
1.1020 |
| Low |
1.0913 |
1.0861 |
-0.0052 |
-0.5% |
1.0850 |
| Close |
1.0926 |
1.0875 |
-0.0051 |
-0.5% |
1.0875 |
| Range |
0.0107 |
0.0078 |
-0.0030 |
-27.6% |
0.0170 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,204 |
1,680 |
476 |
39.5% |
4,643 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1077 |
1.0918 |
|
| R3 |
1.1047 |
1.1000 |
1.0896 |
|
| R2 |
1.0969 |
1.0969 |
1.0889 |
|
| R1 |
1.0922 |
1.0922 |
1.0882 |
1.0907 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0884 |
| S1 |
1.0845 |
1.0845 |
1.0868 |
1.0829 |
| S2 |
1.0814 |
1.0814 |
1.0861 |
|
| S3 |
1.0737 |
1.0767 |
1.0854 |
|
| S4 |
1.0659 |
1.0690 |
1.0832 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1320 |
1.0969 |
|
| R3 |
1.1255 |
1.1150 |
1.0922 |
|
| R2 |
1.1085 |
1.1085 |
1.0906 |
|
| R1 |
1.0980 |
1.0980 |
1.0891 |
1.0948 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0899 |
| S1 |
1.0810 |
1.0810 |
1.0859 |
1.0778 |
| S2 |
1.0745 |
1.0745 |
1.0844 |
|
| S3 |
1.0575 |
1.0640 |
1.0828 |
|
| S4 |
1.0405 |
1.0470 |
1.0782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0850 |
0.0170 |
1.6% |
0.0070 |
0.6% |
15% |
False |
False |
928 |
| 10 |
1.1021 |
1.0844 |
0.0178 |
1.6% |
0.0078 |
0.7% |
18% |
False |
False |
964 |
| 20 |
1.1275 |
1.0844 |
0.0432 |
4.0% |
0.0076 |
0.7% |
7% |
False |
False |
759 |
| 40 |
1.1364 |
1.0844 |
0.0521 |
4.8% |
0.0089 |
0.8% |
6% |
False |
False |
929 |
| 60 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0079 |
0.7% |
4% |
False |
False |
690 |
| 80 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0070 |
0.6% |
4% |
False |
False |
541 |
| 100 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0064 |
0.6% |
4% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1141 |
|
1.618 |
1.1064 |
|
1.000 |
1.1016 |
|
0.618 |
1.0986 |
|
HIGH |
1.0939 |
|
0.618 |
1.0909 |
|
0.500 |
1.0900 |
|
0.382 |
1.0891 |
|
LOW |
1.0861 |
|
0.618 |
1.0813 |
|
1.000 |
1.0784 |
|
1.618 |
1.0736 |
|
2.618 |
1.0658 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0941 |
| PP |
1.0892 |
1.0919 |
| S1 |
1.0883 |
1.0897 |
|