CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.0992 |
-0.0053 |
-0.5% |
1.1186 |
| High |
1.1064 |
1.0992 |
-0.0072 |
-0.7% |
1.1193 |
| Low |
1.1037 |
1.0986 |
-0.0051 |
-0.5% |
1.1000 |
| Close |
1.1051 |
1.0986 |
-0.0065 |
-0.6% |
1.1046 |
| Range |
0.0027 |
0.0006 |
-0.0021 |
-79.2% |
0.0194 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
470 |
63 |
-407 |
-86.6% |
843 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1004 |
1.1001 |
1.0989 |
|
| R3 |
1.0999 |
1.0995 |
1.0988 |
|
| R2 |
1.0993 |
1.0993 |
1.0987 |
|
| R1 |
1.0990 |
1.0990 |
1.0987 |
1.0989 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0987 |
| S1 |
1.0984 |
1.0984 |
1.0985 |
1.0983 |
| S2 |
1.0982 |
1.0982 |
1.0985 |
|
| S3 |
1.0977 |
1.0979 |
1.0984 |
|
| S4 |
1.0971 |
1.0973 |
1.0983 |
|
|
| 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 |
1.1081 |
1.0986 |
0.0095 |
0.9% |
0.0028 |
0.3% |
0% |
False |
True |
251 |
| 10 |
1.1330 |
1.0986 |
0.0344 |
3.1% |
0.0040 |
0.4% |
0% |
False |
True |
192 |
| 20 |
1.1330 |
1.0986 |
0.0344 |
3.1% |
0.0053 |
0.5% |
0% |
False |
True |
192 |
| 40 |
1.1540 |
1.0954 |
0.0586 |
5.3% |
0.0069 |
0.6% |
5% |
False |
False |
318 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
6.0% |
0.0058 |
0.5% |
5% |
False |
False |
236 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
6.0% |
0.0050 |
0.5% |
5% |
False |
False |
188 |
| 100 |
1.1611 |
1.0954 |
0.0657 |
6.0% |
0.0045 |
0.4% |
5% |
False |
False |
158 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.8% |
0.0041 |
0.4% |
4% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.1006 |
|
1.618 |
1.1000 |
|
1.000 |
1.0997 |
|
0.618 |
1.0995 |
|
HIGH |
1.0992 |
|
0.618 |
1.0989 |
|
0.500 |
1.0989 |
|
0.382 |
1.0988 |
|
LOW |
1.0986 |
|
0.618 |
1.0983 |
|
1.000 |
1.0981 |
|
1.618 |
1.0977 |
|
2.618 |
1.0972 |
|
4.250 |
1.0963 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.1025 |
| PP |
1.0988 |
1.1012 |
| S1 |
1.0987 |
1.0999 |
|