CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0946 |
-0.0015 |
-0.1% |
1.1044 |
| High |
1.0966 |
1.1024 |
0.0058 |
0.5% |
1.1076 |
| Low |
1.0944 |
1.0946 |
0.0002 |
0.0% |
1.0918 |
| Close |
1.0951 |
1.1003 |
0.0052 |
0.5% |
1.0987 |
| Range |
0.0022 |
0.0078 |
0.0056 |
260.5% |
0.0159 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.1% |
0.0000 |
| Volume |
213 |
131 |
-82 |
-38.5% |
1,112 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1190 |
1.1045 |
|
| R3 |
1.1146 |
1.1113 |
1.1024 |
|
| R2 |
1.1068 |
1.1068 |
1.1017 |
|
| R1 |
1.1035 |
1.1035 |
1.1010 |
1.1052 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0999 |
| S1 |
1.0958 |
1.0958 |
1.0995 |
1.0974 |
| S2 |
1.0913 |
1.0913 |
1.0988 |
|
| S3 |
1.0836 |
1.0880 |
1.0981 |
|
| S4 |
1.0758 |
1.0803 |
1.0960 |
|
|
| 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% |
0.0054 |
0.5% |
54% |
False |
False |
185 |
| 10 |
1.1081 |
1.0918 |
0.0163 |
1.5% |
0.0041 |
0.4% |
52% |
False |
False |
218 |
| 20 |
1.1330 |
1.0918 |
0.0412 |
3.7% |
0.0050 |
0.5% |
21% |
False |
False |
218 |
| 40 |
1.1502 |
1.0918 |
0.0584 |
5.3% |
0.0070 |
0.6% |
15% |
False |
False |
327 |
| 60 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0060 |
0.5% |
12% |
False |
False |
247 |
| 80 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0051 |
0.5% |
12% |
False |
False |
199 |
| 100 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0046 |
0.4% |
12% |
False |
False |
164 |
| 120 |
1.1809 |
1.0918 |
0.0891 |
8.1% |
0.0043 |
0.4% |
10% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1226 |
|
1.618 |
1.1149 |
|
1.000 |
1.1101 |
|
0.618 |
1.1071 |
|
HIGH |
1.1024 |
|
0.618 |
1.0994 |
|
0.500 |
1.0985 |
|
0.382 |
1.0976 |
|
LOW |
1.0946 |
|
0.618 |
1.0898 |
|
1.000 |
1.0869 |
|
1.618 |
1.0821 |
|
2.618 |
1.0743 |
|
4.250 |
1.0617 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0996 |
| PP |
1.0991 |
1.0990 |
| S1 |
1.0985 |
1.0983 |
|