CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2022 |
08-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1055 |
1.1022 |
-0.0034 |
-0.3% |
1.1186 |
| High |
1.1060 |
1.1053 |
-0.0007 |
-0.1% |
1.1193 |
| Low |
1.1043 |
1.1000 |
-0.0043 |
-0.4% |
1.1000 |
| Close |
1.1043 |
1.1046 |
0.0003 |
0.0% |
1.1046 |
| Range |
0.0018 |
0.0054 |
0.0036 |
205.7% |
0.0194 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
89 |
491 |
402 |
451.7% |
843 |
|
| Daily Pivots for day following 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1193 |
1.1173 |
1.1075 |
|
| R3 |
1.1140 |
1.1119 |
1.1060 |
|
| R2 |
1.1086 |
1.1086 |
1.1055 |
|
| R1 |
1.1066 |
1.1066 |
1.1050 |
1.1076 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1038 |
| S1 |
1.1012 |
1.1012 |
1.1041 |
1.1023 |
| S2 |
1.0979 |
1.0979 |
1.1036 |
|
| S3 |
1.0926 |
1.0959 |
1.1031 |
|
| S4 |
1.0872 |
1.0905 |
1.1016 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1546 |
1.1152 |
|
| R3 |
1.1466 |
1.1353 |
1.1099 |
|
| R2 |
1.1273 |
1.1273 |
1.1081 |
|
| R1 |
1.1159 |
1.1159 |
1.1063 |
1.1119 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1059 |
| S1 |
1.0966 |
1.0966 |
1.1028 |
1.0926 |
| S2 |
1.0886 |
1.0886 |
1.1010 |
|
| S3 |
1.0692 |
1.0772 |
1.0992 |
|
| S4 |
1.0499 |
1.0579 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1193 |
1.1000 |
0.0194 |
1.8% |
0.0043 |
0.4% |
24% |
False |
True |
168 |
| 10 |
1.1330 |
1.1000 |
0.0330 |
3.0% |
0.0057 |
0.5% |
14% |
False |
True |
200 |
| 20 |
1.1330 |
1.1000 |
0.0330 |
3.0% |
0.0057 |
0.5% |
14% |
False |
True |
170 |
| 40 |
1.1569 |
1.0954 |
0.0615 |
5.6% |
0.0070 |
0.6% |
15% |
False |
False |
307 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0058 |
0.5% |
14% |
False |
False |
232 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0050 |
0.5% |
14% |
False |
False |
181 |
| 100 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0045 |
0.4% |
14% |
False |
False |
154 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0041 |
0.4% |
11% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1193 |
|
1.618 |
1.1140 |
|
1.000 |
1.1107 |
|
0.618 |
1.1086 |
|
HIGH |
1.1053 |
|
0.618 |
1.1033 |
|
0.500 |
1.1026 |
|
0.382 |
1.1020 |
|
LOW |
1.1000 |
|
0.618 |
1.0966 |
|
1.000 |
1.0946 |
|
1.618 |
1.0913 |
|
2.618 |
1.0859 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 08-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1039 |
1.1044 |
| PP |
1.1033 |
1.1042 |
| S1 |
1.1026 |
1.1040 |
|