CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1296 |
1.1221 |
-0.0076 |
-0.7% |
1.1144 |
| High |
1.1296 |
1.1234 |
-0.0062 |
-0.5% |
1.1330 |
| Low |
1.1230 |
1.1193 |
-0.0037 |
-0.3% |
1.1117 |
| Close |
1.1230 |
1.1203 |
-0.0027 |
-0.2% |
1.1203 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-37.6% |
0.0213 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
60 |
224 |
164 |
273.3% |
1,157 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1310 |
1.1225 |
|
| R3 |
1.1293 |
1.1268 |
1.1214 |
|
| R2 |
1.1251 |
1.1251 |
1.1210 |
|
| R1 |
1.1227 |
1.1227 |
1.1206 |
1.1218 |
| PP |
1.1210 |
1.1210 |
1.1210 |
1.1205 |
| S1 |
1.1185 |
1.1185 |
1.1199 |
1.1177 |
| S2 |
1.1168 |
1.1168 |
1.1195 |
|
| S3 |
1.1127 |
1.1144 |
1.1191 |
|
| S4 |
1.1085 |
1.1102 |
1.1180 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1741 |
1.1319 |
|
| R3 |
1.1641 |
1.1528 |
1.1261 |
|
| R2 |
1.1429 |
1.1429 |
1.1241 |
|
| R1 |
1.1316 |
1.1316 |
1.1222 |
1.1372 |
| PP |
1.1216 |
1.1216 |
1.1216 |
1.1245 |
| S1 |
1.1103 |
1.1103 |
1.1183 |
1.1160 |
| S2 |
1.1004 |
1.1004 |
1.1164 |
|
| S3 |
1.0791 |
1.0891 |
1.1144 |
|
| S4 |
1.0579 |
1.0678 |
1.1086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1330 |
1.1117 |
0.0213 |
1.9% |
0.0071 |
0.6% |
40% |
False |
False |
231 |
| 10 |
1.1330 |
1.1117 |
0.0213 |
1.9% |
0.0056 |
0.5% |
40% |
False |
False |
223 |
| 20 |
1.1330 |
1.0954 |
0.0376 |
3.4% |
0.0075 |
0.7% |
66% |
False |
False |
254 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0070 |
0.6% |
38% |
False |
False |
291 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0056 |
0.5% |
38% |
False |
False |
227 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0049 |
0.4% |
38% |
False |
False |
171 |
| 100 |
1.1713 |
1.0954 |
0.0759 |
6.8% |
0.0045 |
0.4% |
33% |
False |
False |
151 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0040 |
0.4% |
29% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1343 |
|
1.618 |
1.1301 |
|
1.000 |
1.1276 |
|
0.618 |
1.1260 |
|
HIGH |
1.1234 |
|
0.618 |
1.1218 |
|
0.500 |
1.1213 |
|
0.382 |
1.1208 |
|
LOW |
1.1193 |
|
0.618 |
1.1167 |
|
1.000 |
1.1151 |
|
1.618 |
1.1125 |
|
2.618 |
1.1084 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1213 |
1.1261 |
| PP |
1.1210 |
1.1242 |
| S1 |
1.1206 |
1.1222 |
|