CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0800 |
-0.0054 |
-0.5% |
1.0955 |
| High |
1.0854 |
1.0800 |
-0.0054 |
-0.5% |
1.1024 |
| Low |
1.0794 |
1.0675 |
-0.0119 |
-1.1% |
1.0935 |
| Close |
1.0805 |
1.0719 |
-0.0086 |
-0.8% |
1.0948 |
| Range |
0.0060 |
0.0125 |
0.0065 |
108.3% |
0.0089 |
| ATR |
0.0067 |
0.0072 |
0.0004 |
6.6% |
0.0000 |
| Volume |
375 |
209 |
-166 |
-44.3% |
1,082 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1037 |
1.0787 |
|
| R3 |
1.0981 |
1.0912 |
1.0753 |
|
| R2 |
1.0856 |
1.0856 |
1.0741 |
|
| R1 |
1.0787 |
1.0787 |
1.0730 |
1.0759 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0717 |
| S1 |
1.0662 |
1.0662 |
1.0707 |
1.0634 |
| S2 |
1.0606 |
1.0606 |
1.0696 |
|
| S3 |
1.0481 |
1.0537 |
1.0684 |
|
| S4 |
1.0356 |
1.0412 |
1.0650 |
|
|
| 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 |
1.1010 |
1.0675 |
0.0335 |
3.1% |
0.0072 |
0.7% |
13% |
False |
True |
407 |
| 10 |
1.1076 |
1.0675 |
0.0401 |
3.7% |
0.0063 |
0.6% |
11% |
False |
True |
296 |
| 20 |
1.1330 |
1.0675 |
0.0655 |
6.1% |
0.0052 |
0.5% |
7% |
False |
True |
244 |
| 40 |
1.1330 |
1.0675 |
0.0655 |
6.1% |
0.0066 |
0.6% |
7% |
False |
True |
320 |
| 60 |
1.1611 |
1.0675 |
0.0936 |
8.7% |
0.0062 |
0.6% |
5% |
False |
True |
269 |
| 80 |
1.1611 |
1.0675 |
0.0936 |
8.7% |
0.0054 |
0.5% |
5% |
False |
True |
225 |
| 100 |
1.1611 |
1.0675 |
0.0936 |
8.7% |
0.0049 |
0.5% |
5% |
False |
True |
181 |
| 120 |
1.1713 |
1.0675 |
0.1038 |
9.7% |
0.0046 |
0.4% |
4% |
False |
True |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1127 |
|
1.618 |
1.1002 |
|
1.000 |
1.0925 |
|
0.618 |
1.0877 |
|
HIGH |
1.0800 |
|
0.618 |
1.0752 |
|
0.500 |
1.0738 |
|
0.382 |
1.0723 |
|
LOW |
1.0675 |
|
0.618 |
1.0598 |
|
1.000 |
1.0550 |
|
1.618 |
1.0473 |
|
2.618 |
1.0348 |
|
4.250 |
1.0144 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0817 |
| PP |
1.0731 |
1.0784 |
| S1 |
1.0725 |
1.0751 |
|