CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2022 |
07-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1045 |
1.1055 |
0.0010 |
0.1% |
1.1144 |
| High |
1.1081 |
1.1060 |
-0.0021 |
-0.2% |
1.1330 |
| Low |
1.1044 |
1.1043 |
-0.0002 |
0.0% |
1.1117 |
| Close |
1.1066 |
1.1043 |
-0.0023 |
-0.2% |
1.1203 |
| Range |
0.0037 |
0.0018 |
-0.0019 |
-52.1% |
0.0213 |
| ATR |
0.0075 |
0.0071 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
143 |
89 |
-54 |
-37.8% |
1,157 |
|
| Daily Pivots for day following 07-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1089 |
1.1052 |
|
| R3 |
1.1083 |
1.1072 |
1.1047 |
|
| R2 |
1.1066 |
1.1066 |
1.1046 |
|
| R1 |
1.1054 |
1.1054 |
1.1044 |
1.1051 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1047 |
| S1 |
1.1037 |
1.1037 |
1.1041 |
1.1034 |
| S2 |
1.1031 |
1.1031 |
1.1039 |
|
| S3 |
1.1013 |
1.1019 |
1.1038 |
|
| S4 |
1.0996 |
1.1002 |
1.1033 |
|
|
| 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 |
1.1234 |
1.1043 |
0.0192 |
1.7% |
0.0040 |
0.4% |
0% |
False |
True |
115 |
| 10 |
1.1330 |
1.1043 |
0.0287 |
2.6% |
0.0057 |
0.5% |
0% |
False |
True |
179 |
| 20 |
1.1330 |
1.1043 |
0.0287 |
2.6% |
0.0060 |
0.5% |
0% |
False |
True |
149 |
| 40 |
1.1601 |
1.0954 |
0.0647 |
5.9% |
0.0071 |
0.6% |
14% |
False |
False |
295 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0058 |
0.5% |
13% |
False |
False |
228 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0049 |
0.4% |
13% |
False |
False |
175 |
| 100 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0046 |
0.4% |
13% |
False |
False |
151 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0041 |
0.4% |
10% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1134 |
|
2.618 |
1.1106 |
|
1.618 |
1.1088 |
|
1.000 |
1.1078 |
|
0.618 |
1.1071 |
|
HIGH |
1.1060 |
|
0.618 |
1.1053 |
|
0.500 |
1.1051 |
|
0.382 |
1.1049 |
|
LOW |
1.1043 |
|
0.618 |
1.1032 |
|
1.000 |
1.1025 |
|
1.618 |
1.1014 |
|
2.618 |
1.0997 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 07-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1079 |
| PP |
1.1048 |
1.1067 |
| S1 |
1.1045 |
1.1055 |
|