CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0958 |
1.0959 |
0.0001 |
0.0% |
1.0955 |
| High |
1.1010 |
1.0959 |
-0.0051 |
-0.5% |
1.1024 |
| Low |
1.0935 |
1.0860 |
-0.0075 |
-0.7% |
1.0935 |
| Close |
1.0948 |
1.0872 |
-0.0076 |
-0.7% |
1.0948 |
| Range |
0.0075 |
0.0099 |
0.0024 |
32.0% |
0.0089 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.9% |
0.0000 |
| Volume |
498 |
720 |
222 |
44.6% |
1,082 |
|
| Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1132 |
1.0926 |
|
| R3 |
1.1095 |
1.1033 |
1.0899 |
|
| R2 |
1.0996 |
1.0996 |
1.0890 |
|
| R1 |
1.0934 |
1.0934 |
1.0881 |
1.0915 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0888 |
| S1 |
1.0835 |
1.0835 |
1.0862 |
1.0816 |
| S2 |
1.0798 |
1.0798 |
1.0853 |
|
| S3 |
1.0699 |
1.0736 |
1.0844 |
|
| S4 |
1.0600 |
1.0637 |
1.0817 |
|
|
| 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 |
1.0860 |
0.0164 |
1.5% |
0.0055 |
0.5% |
7% |
False |
True |
359 |
| 10 |
1.1076 |
1.0860 |
0.0216 |
2.0% |
0.0048 |
0.4% |
5% |
False |
True |
291 |
| 20 |
1.1330 |
1.0860 |
0.0470 |
4.3% |
0.0052 |
0.5% |
2% |
False |
True |
245 |
| 40 |
1.1376 |
1.0860 |
0.0516 |
4.7% |
0.0066 |
0.6% |
2% |
False |
True |
323 |
| 60 |
1.1611 |
1.0860 |
0.0751 |
6.9% |
0.0061 |
0.6% |
2% |
False |
True |
269 |
| 80 |
1.1611 |
1.0860 |
0.0751 |
6.9% |
0.0052 |
0.5% |
2% |
False |
True |
217 |
| 100 |
1.1611 |
1.0860 |
0.0751 |
6.9% |
0.0047 |
0.4% |
2% |
False |
True |
176 |
| 120 |
1.1733 |
1.0860 |
0.0873 |
8.0% |
0.0044 |
0.4% |
1% |
False |
True |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1380 |
|
2.618 |
1.1218 |
|
1.618 |
1.1119 |
|
1.000 |
1.1058 |
|
0.618 |
1.1020 |
|
HIGH |
1.0959 |
|
0.618 |
1.0921 |
|
0.500 |
1.0910 |
|
0.382 |
1.0898 |
|
LOW |
1.0860 |
|
0.618 |
1.0799 |
|
1.000 |
1.0761 |
|
1.618 |
1.0700 |
|
2.618 |
1.0601 |
|
4.250 |
1.0439 |
|
|
| Fisher Pivots for day following 25-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0910 |
1.0935 |
| PP |
1.0897 |
1.0914 |
| S1 |
1.0884 |
1.0893 |
|