CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2022 |
04-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1221 |
1.1186 |
-0.0035 |
-0.3% |
1.1144 |
| High |
1.1234 |
1.1193 |
-0.0041 |
-0.4% |
1.1330 |
| Low |
1.1193 |
1.1135 |
-0.0058 |
-0.5% |
1.1117 |
| Close |
1.1203 |
1.1135 |
-0.0068 |
-0.6% |
1.1203 |
| Range |
0.0042 |
0.0058 |
0.0017 |
39.8% |
0.0213 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
224 |
95 |
-129 |
-57.6% |
1,157 |
|
| Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1290 |
1.1167 |
|
| R3 |
1.1270 |
1.1232 |
1.1151 |
|
| R2 |
1.1212 |
1.1212 |
1.1146 |
|
| R1 |
1.1174 |
1.1174 |
1.1140 |
1.1164 |
| PP |
1.1154 |
1.1154 |
1.1154 |
1.1150 |
| S1 |
1.1116 |
1.1116 |
1.1130 |
1.1106 |
| S2 |
1.1096 |
1.1096 |
1.1124 |
|
| S3 |
1.1038 |
1.1058 |
1.1119 |
|
| S4 |
1.0980 |
1.1000 |
1.1103 |
|
|
| 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 |
1.1135 |
0.0195 |
1.7% |
0.0075 |
0.7% |
0% |
False |
True |
210 |
| 10 |
1.1330 |
1.1117 |
0.0213 |
1.9% |
0.0059 |
0.5% |
8% |
False |
False |
230 |
| 20 |
1.1330 |
1.1023 |
0.0307 |
2.8% |
0.0072 |
0.6% |
37% |
False |
False |
237 |
| 40 |
1.1601 |
1.0954 |
0.0647 |
5.8% |
0.0070 |
0.6% |
28% |
False |
False |
290 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0057 |
0.5% |
28% |
False |
False |
229 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0049 |
0.4% |
28% |
False |
False |
172 |
| 100 |
1.1693 |
1.0954 |
0.0739 |
6.6% |
0.0046 |
0.4% |
25% |
False |
False |
152 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0041 |
0.4% |
21% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1440 |
|
2.618 |
1.1345 |
|
1.618 |
1.1287 |
|
1.000 |
1.1251 |
|
0.618 |
1.1229 |
|
HIGH |
1.1193 |
|
0.618 |
1.1171 |
|
0.500 |
1.1164 |
|
0.382 |
1.1157 |
|
LOW |
1.1135 |
|
0.618 |
1.1099 |
|
1.000 |
1.1077 |
|
1.618 |
1.1041 |
|
2.618 |
1.0983 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 04-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1164 |
1.1216 |
| PP |
1.1154 |
1.1189 |
| S1 |
1.1145 |
1.1162 |
|