CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0958 |
-0.0044 |
-0.4% |
1.0955 |
| High |
1.1002 |
1.1010 |
0.0008 |
0.1% |
1.1024 |
| Low |
1.0999 |
1.0935 |
-0.0064 |
-0.6% |
1.0935 |
| Close |
1.0999 |
1.0948 |
-0.0051 |
-0.5% |
1.0948 |
| Range |
0.0003 |
0.0075 |
0.0072 |
2,400.0% |
0.0089 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
237 |
498 |
261 |
110.1% |
1,082 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1143 |
1.0989 |
|
| R3 |
1.1114 |
1.1068 |
1.0968 |
|
| R2 |
1.1039 |
1.1039 |
1.0961 |
|
| R1 |
1.0993 |
1.0993 |
1.0954 |
1.0979 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0957 |
| S1 |
1.0918 |
1.0918 |
1.0941 |
1.0904 |
| S2 |
1.0889 |
1.0889 |
1.0934 |
|
| S3 |
1.0814 |
1.0843 |
1.0927 |
|
| S4 |
1.0739 |
1.0768 |
1.0906 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1181 |
1.0996 |
|
| R3 |
1.1147 |
1.1092 |
1.0972 |
|
| R2 |
1.1058 |
1.1058 |
1.0964 |
|
| R1 |
1.1003 |
1.1003 |
1.0956 |
1.0986 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0960 |
| S1 |
1.0914 |
1.0914 |
1.0939 |
1.0897 |
| S2 |
1.0880 |
1.0880 |
1.0931 |
|
| S3 |
1.0791 |
1.0825 |
1.0923 |
|
| S4 |
1.0702 |
1.0736 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1024 |
1.0935 |
0.0089 |
0.8% |
0.0038 |
0.3% |
15% |
False |
True |
216 |
| 10 |
1.1076 |
1.0918 |
0.0159 |
1.4% |
0.0043 |
0.4% |
19% |
False |
False |
268 |
| 20 |
1.1330 |
1.0918 |
0.0412 |
3.8% |
0.0050 |
0.5% |
7% |
False |
False |
223 |
| 40 |
1.1420 |
1.0918 |
0.0503 |
4.6% |
0.0066 |
0.6% |
6% |
False |
False |
313 |
| 60 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0060 |
0.6% |
4% |
False |
False |
259 |
| 80 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0052 |
0.5% |
4% |
False |
False |
208 |
| 100 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0047 |
0.4% |
4% |
False |
False |
171 |
| 120 |
1.1733 |
1.0918 |
0.0816 |
7.4% |
0.0044 |
0.4% |
4% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1206 |
|
1.618 |
1.1131 |
|
1.000 |
1.1085 |
|
0.618 |
1.1056 |
|
HIGH |
1.1010 |
|
0.618 |
1.0981 |
|
0.500 |
1.0972 |
|
0.382 |
1.0963 |
|
LOW |
1.0935 |
|
0.618 |
1.0888 |
|
1.000 |
1.0860 |
|
1.618 |
1.0813 |
|
2.618 |
1.0738 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0979 |
| PP |
1.0964 |
1.0969 |
| S1 |
1.0956 |
1.0958 |
|