CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 25-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0893 |
-0.0034 |
-0.3% |
1.0892 |
| High |
1.0939 |
1.0896 |
-0.0043 |
-0.4% |
1.1020 |
| Low |
1.0861 |
1.0787 |
-0.0075 |
-0.7% |
1.0850 |
| Close |
1.0875 |
1.0799 |
-0.0077 |
-0.7% |
1.0875 |
| Range |
0.0078 |
0.0110 |
0.0032 |
41.3% |
0.0170 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0000 |
| Volume |
1,680 |
1,243 |
-437 |
-26.0% |
4,643 |
|
| Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1087 |
1.0859 |
|
| R3 |
1.1046 |
1.0977 |
1.0829 |
|
| R2 |
1.0937 |
1.0937 |
1.0819 |
|
| R1 |
1.0868 |
1.0868 |
1.0809 |
1.0847 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0817 |
| S1 |
1.0758 |
1.0758 |
1.0788 |
1.0738 |
| S2 |
1.0718 |
1.0718 |
1.0778 |
|
| S3 |
1.0608 |
1.0649 |
1.0768 |
|
| S4 |
1.0499 |
1.0539 |
1.0738 |
|
|
| 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 |
1.0787 |
0.0234 |
2.2% |
0.0083 |
0.8% |
5% |
False |
True |
1,103 |
| 10 |
1.1021 |
1.0787 |
0.0235 |
2.2% |
0.0083 |
0.8% |
5% |
False |
True |
1,028 |
| 20 |
1.1275 |
1.0787 |
0.0489 |
4.5% |
0.0079 |
0.7% |
2% |
False |
True |
807 |
| 40 |
1.1320 |
1.0787 |
0.0534 |
4.9% |
0.0089 |
0.8% |
2% |
False |
True |
949 |
| 60 |
1.1567 |
1.0787 |
0.0781 |
7.2% |
0.0080 |
0.7% |
2% |
False |
True |
708 |
| 80 |
1.1567 |
1.0787 |
0.0781 |
7.2% |
0.0071 |
0.7% |
2% |
False |
True |
556 |
| 100 |
1.1567 |
1.0787 |
0.0781 |
7.2% |
0.0064 |
0.6% |
2% |
False |
True |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1361 |
|
2.618 |
1.1183 |
|
1.618 |
1.1073 |
|
1.000 |
1.1006 |
|
0.618 |
1.0964 |
|
HIGH |
1.0896 |
|
0.618 |
1.0854 |
|
0.500 |
1.0841 |
|
0.382 |
1.0828 |
|
LOW |
1.0787 |
|
0.618 |
1.0719 |
|
1.000 |
1.0677 |
|
1.618 |
1.0609 |
|
2.618 |
1.0500 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 25-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0903 |
| PP |
1.0827 |
1.0868 |
| S1 |
1.0813 |
1.0833 |
|