CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 26-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
1.0959 |
1.0854 |
-0.0105 |
-1.0% |
1.0955 |
High |
1.0959 |
1.0854 |
-0.0105 |
-1.0% |
1.1024 |
Low |
1.0860 |
1.0794 |
-0.0066 |
-0.6% |
1.0935 |
Close |
1.0872 |
1.0805 |
-0.0067 |
-0.6% |
1.0948 |
Range |
0.0099 |
0.0060 |
-0.0039 |
-39.4% |
0.0089 |
ATR |
0.0067 |
0.0067 |
0.0001 |
1.2% |
0.0000 |
Volume |
720 |
375 |
-345 |
-47.9% |
1,082 |
|
Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0998 |
1.0961 |
1.0838 |
|
R3 |
1.0938 |
1.0901 |
1.0821 |
|
R2 |
1.0878 |
1.0878 |
1.0816 |
|
R1 |
1.0841 |
1.0841 |
1.0810 |
1.0829 |
PP |
1.0818 |
1.0818 |
1.0818 |
1.0812 |
S1 |
1.0781 |
1.0781 |
1.0799 |
1.0769 |
S2 |
1.0758 |
1.0758 |
1.0794 |
|
S3 |
1.0698 |
1.0721 |
1.0788 |
|
S4 |
1.0638 |
1.0661 |
1.0772 |
|
|
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 |
1.0794 |
0.0230 |
2.1% |
0.0063 |
0.6% |
5% |
False |
True |
392 |
10 |
1.1076 |
1.0794 |
0.0282 |
2.6% |
0.0051 |
0.5% |
4% |
False |
True |
281 |
20 |
1.1330 |
1.0794 |
0.0536 |
5.0% |
0.0053 |
0.5% |
2% |
False |
True |
254 |
40 |
1.1354 |
1.0794 |
0.0560 |
5.2% |
0.0066 |
0.6% |
2% |
False |
True |
320 |
60 |
1.1611 |
1.0794 |
0.0817 |
7.6% |
0.0062 |
0.6% |
1% |
False |
True |
268 |
80 |
1.1611 |
1.0794 |
0.0817 |
7.6% |
0.0053 |
0.5% |
1% |
False |
True |
222 |
100 |
1.1611 |
1.0794 |
0.0817 |
7.6% |
0.0048 |
0.4% |
1% |
False |
True |
179 |
120 |
1.1733 |
1.0794 |
0.0939 |
8.7% |
0.0045 |
0.4% |
1% |
False |
True |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1109 |
2.618 |
1.1011 |
1.618 |
1.0951 |
1.000 |
1.0914 |
0.618 |
1.0891 |
HIGH |
1.0854 |
0.618 |
1.0831 |
0.500 |
1.0824 |
0.382 |
1.0817 |
LOW |
1.0794 |
0.618 |
1.0757 |
1.000 |
1.0734 |
1.618 |
1.0697 |
2.618 |
1.0637 |
4.250 |
1.0539 |
|
|
Fisher Pivots for day following 26-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0824 |
1.0902 |
PP |
1.0818 |
1.0869 |
S1 |
1.0811 |
1.0837 |
|