CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0955 |
0.0001 |
0.0% |
1.1044 |
| High |
1.1076 |
1.0955 |
-0.0121 |
-1.1% |
1.1076 |
| Low |
1.0918 |
1.0943 |
0.0025 |
0.2% |
1.0918 |
| Close |
1.0987 |
1.0943 |
-0.0045 |
-0.4% |
1.0987 |
| Range |
0.0159 |
0.0013 |
-0.0146 |
-92.1% |
0.0159 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
461 |
3 |
-458 |
-99.3% |
1,112 |
|
| Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0976 |
1.0949 |
|
| R3 |
1.0972 |
1.0963 |
1.0946 |
|
| R2 |
1.0959 |
1.0959 |
1.0945 |
|
| R1 |
1.0951 |
1.0951 |
1.0944 |
1.0949 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0946 |
| S1 |
1.0938 |
1.0938 |
1.0941 |
1.0936 |
| S2 |
1.0934 |
1.0934 |
1.0940 |
|
| S3 |
1.0922 |
1.0926 |
1.0939 |
|
| S4 |
1.0909 |
1.0913 |
1.0936 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1387 |
1.1074 |
|
| R3 |
1.1311 |
1.1228 |
1.1031 |
|
| R2 |
1.1152 |
1.1152 |
1.1016 |
|
| R1 |
1.1070 |
1.1070 |
1.1002 |
1.1032 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0975 |
| S1 |
1.0911 |
1.0911 |
1.0972 |
1.0873 |
| S2 |
1.0835 |
1.0835 |
1.0958 |
|
| S3 |
1.0677 |
1.0753 |
1.0943 |
|
| S4 |
1.0518 |
1.0594 |
1.0900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1076 |
1.0918 |
0.0159 |
1.4% |
0.0041 |
0.4% |
16% |
False |
False |
223 |
| 10 |
1.1193 |
1.0918 |
0.0276 |
2.5% |
0.0042 |
0.4% |
9% |
False |
False |
195 |
| 20 |
1.1330 |
1.0918 |
0.0412 |
3.8% |
0.0049 |
0.4% |
6% |
False |
False |
209 |
| 40 |
1.1524 |
1.0918 |
0.0607 |
5.5% |
0.0071 |
0.7% |
4% |
False |
False |
323 |
| 60 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0059 |
0.5% |
4% |
False |
False |
242 |
| 80 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0050 |
0.5% |
4% |
False |
False |
195 |
| 100 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0045 |
0.4% |
4% |
False |
False |
163 |
| 120 |
1.1809 |
1.0918 |
0.0891 |
8.1% |
0.0043 |
0.4% |
3% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0988 |
|
1.618 |
1.0975 |
|
1.000 |
1.0968 |
|
0.618 |
1.0963 |
|
HIGH |
1.0955 |
|
0.618 |
1.0950 |
|
0.500 |
1.0949 |
|
0.382 |
1.0947 |
|
LOW |
1.0943 |
|
0.618 |
1.0935 |
|
1.000 |
1.0930 |
|
1.618 |
1.0922 |
|
2.618 |
1.0910 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 18-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0997 |
| PP |
1.0947 |
1.0979 |
| S1 |
1.0945 |
1.0961 |
|