CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 06-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2022 |
06-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1045 |
-0.0071 |
-0.6% |
1.1144 |
| High |
1.1116 |
1.1081 |
-0.0036 |
-0.3% |
1.1330 |
| Low |
1.1069 |
1.1044 |
-0.0025 |
-0.2% |
1.1117 |
| Close |
1.1069 |
1.1066 |
-0.0003 |
0.0% |
1.1203 |
| Range |
0.0048 |
0.0037 |
-0.0011 |
-23.2% |
0.0213 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
25 |
143 |
118 |
472.0% |
1,157 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1156 |
1.1086 |
|
| R3 |
1.1136 |
1.1119 |
1.1076 |
|
| R2 |
1.1100 |
1.1100 |
1.1072 |
|
| R1 |
1.1083 |
1.1083 |
1.1069 |
1.1091 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1068 |
| S1 |
1.1046 |
1.1046 |
1.1062 |
1.1055 |
| S2 |
1.1027 |
1.1027 |
1.1059 |
|
| S3 |
1.0990 |
1.1010 |
1.1055 |
|
| S4 |
1.0954 |
1.0973 |
1.1045 |
|
|
| 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 |
1.1296 |
1.1044 |
0.0252 |
2.3% |
0.0050 |
0.5% |
9% |
False |
True |
109 |
| 10 |
1.1330 |
1.1044 |
0.0286 |
2.6% |
0.0058 |
0.5% |
8% |
False |
True |
187 |
| 20 |
1.1330 |
1.1044 |
0.0286 |
2.6% |
0.0066 |
0.6% |
8% |
False |
True |
164 |
| 40 |
1.1601 |
1.0954 |
0.0647 |
5.8% |
0.0071 |
0.6% |
17% |
False |
False |
293 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0059 |
0.5% |
17% |
False |
False |
229 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0049 |
0.4% |
17% |
False |
False |
174 |
| 100 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0046 |
0.4% |
17% |
False |
False |
153 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0041 |
0.4% |
13% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1176 |
|
1.618 |
1.1140 |
|
1.000 |
1.1117 |
|
0.618 |
1.1103 |
|
HIGH |
1.1081 |
|
0.618 |
1.1067 |
|
0.500 |
1.1062 |
|
0.382 |
1.1058 |
|
LOW |
1.1044 |
|
0.618 |
1.1021 |
|
1.000 |
1.1008 |
|
1.618 |
1.0985 |
|
2.618 |
1.0948 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1064 |
1.1119 |
| PP |
1.1063 |
1.1101 |
| S1 |
1.1062 |
1.1083 |
|