CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0685 |
-0.0115 |
-1.1% |
1.0955 |
| High |
1.0800 |
1.0687 |
-0.0113 |
-1.0% |
1.1024 |
| Low |
1.0675 |
1.0662 |
-0.0014 |
-0.1% |
1.0935 |
| Close |
1.0719 |
1.0662 |
-0.0057 |
-0.5% |
1.0948 |
| Range |
0.0125 |
0.0026 |
-0.0100 |
-79.6% |
0.0089 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
209 |
68 |
-141 |
-67.5% |
1,082 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0747 |
1.0730 |
1.0676 |
|
| R3 |
1.0721 |
1.0704 |
1.0669 |
|
| R2 |
1.0696 |
1.0696 |
1.0666 |
|
| R1 |
1.0679 |
1.0679 |
1.0664 |
1.0674 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0668 |
| S1 |
1.0653 |
1.0653 |
1.0659 |
1.0649 |
| S2 |
1.0645 |
1.0645 |
1.0657 |
|
| S3 |
1.0619 |
1.0628 |
1.0654 |
|
| S4 |
1.0594 |
1.0602 |
1.0647 |
|
|
| 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 |
1.0662 |
0.0348 |
3.3% |
0.0077 |
0.7% |
0% |
False |
True |
374 |
| 10 |
1.1076 |
1.0662 |
0.0415 |
3.9% |
0.0066 |
0.6% |
0% |
False |
True |
291 |
| 20 |
1.1296 |
1.0662 |
0.0635 |
6.0% |
0.0051 |
0.5% |
0% |
False |
True |
234 |
| 40 |
1.1330 |
1.0662 |
0.0668 |
6.3% |
0.0065 |
0.6% |
0% |
False |
True |
310 |
| 60 |
1.1611 |
1.0662 |
0.0949 |
8.9% |
0.0062 |
0.6% |
0% |
False |
True |
269 |
| 80 |
1.1611 |
1.0662 |
0.0949 |
8.9% |
0.0054 |
0.5% |
0% |
False |
True |
225 |
| 100 |
1.1611 |
1.0662 |
0.0949 |
8.9% |
0.0048 |
0.5% |
0% |
False |
True |
181 |
| 120 |
1.1713 |
1.0662 |
0.1051 |
9.9% |
0.0046 |
0.4% |
0% |
False |
True |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0754 |
|
1.618 |
1.0728 |
|
1.000 |
1.0713 |
|
0.618 |
1.0703 |
|
HIGH |
1.0687 |
|
0.618 |
1.0677 |
|
0.500 |
1.0674 |
|
0.382 |
1.0671 |
|
LOW |
1.0662 |
|
0.618 |
1.0646 |
|
1.000 |
1.0636 |
|
1.618 |
1.0620 |
|
2.618 |
1.0595 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0758 |
| PP |
1.0670 |
1.0726 |
| S1 |
1.0666 |
1.0694 |
|