CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 21-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
1.0946 |
1.1002 |
0.0056 |
0.5% |
1.1044 |
High |
1.1024 |
1.1002 |
-0.0022 |
-0.2% |
1.1076 |
Low |
1.0946 |
1.0999 |
0.0053 |
0.5% |
1.0918 |
Close |
1.1003 |
1.0999 |
-0.0004 |
0.0% |
1.0987 |
Range |
0.0078 |
0.0003 |
-0.0075 |
-96.1% |
0.0159 |
ATR |
0.0068 |
0.0063 |
-0.0005 |
-6.7% |
0.0000 |
Volume |
131 |
237 |
106 |
80.9% |
1,112 |
|
Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1009 |
1.1007 |
1.1000 |
|
R3 |
1.1006 |
1.1004 |
1.0999 |
|
R2 |
1.1003 |
1.1003 |
1.0999 |
|
R1 |
1.1001 |
1.1001 |
1.0999 |
1.1000 |
PP |
1.1000 |
1.1000 |
1.1000 |
1.0999 |
S1 |
1.0998 |
1.0998 |
1.0998 |
1.0997 |
S2 |
1.0997 |
1.0997 |
1.0998 |
|
S3 |
1.0994 |
1.0995 |
1.0998 |
|
S4 |
1.0991 |
1.0992 |
1.0997 |
|
|
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% |
0.0055 |
0.5% |
51% |
False |
False |
209 |
10 |
1.1076 |
1.0918 |
0.0159 |
1.4% |
0.0038 |
0.3% |
51% |
False |
False |
227 |
20 |
1.1330 |
1.0918 |
0.0412 |
3.7% |
0.0048 |
0.4% |
20% |
False |
False |
207 |
40 |
1.1455 |
1.0918 |
0.0538 |
4.9% |
0.0069 |
0.6% |
15% |
False |
False |
328 |
60 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0060 |
0.5% |
12% |
False |
False |
251 |
80 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0051 |
0.5% |
12% |
False |
False |
202 |
100 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0046 |
0.4% |
12% |
False |
False |
166 |
120 |
1.1733 |
1.0918 |
0.0816 |
7.4% |
0.0043 |
0.4% |
10% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1014 |
2.618 |
1.1009 |
1.618 |
1.1006 |
1.000 |
1.1005 |
0.618 |
1.1003 |
HIGH |
1.1002 |
0.618 |
1.1000 |
0.500 |
1.1000 |
0.382 |
1.1000 |
LOW |
1.0999 |
0.618 |
1.0997 |
1.000 |
1.0996 |
1.618 |
1.0994 |
2.618 |
1.0991 |
4.250 |
1.0986 |
|
|
Fisher Pivots for day following 21-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1000 |
1.0994 |
PP |
1.1000 |
1.0989 |
S1 |
1.0999 |
1.0984 |
|