CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 29-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2022 |
29-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0695 |
0.0010 |
0.1% |
1.0959 |
| High |
1.0687 |
1.0747 |
0.0060 |
0.6% |
1.0959 |
| Low |
1.0662 |
1.0648 |
-0.0014 |
-0.1% |
1.0648 |
| Close |
1.0662 |
1.0728 |
0.0067 |
0.6% |
1.0728 |
| Range |
0.0026 |
0.0100 |
0.0074 |
290.2% |
0.0312 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.9% |
0.0000 |
| Volume |
68 |
42 |
-26 |
-38.2% |
1,414 |
|
| Daily Pivots for day following 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0967 |
1.0783 |
|
| R3 |
1.0907 |
1.0867 |
1.0755 |
|
| R2 |
1.0807 |
1.0807 |
1.0746 |
|
| R1 |
1.0768 |
1.0768 |
1.0737 |
1.0787 |
| PP |
1.0708 |
1.0708 |
1.0708 |
1.0717 |
| S1 |
1.0668 |
1.0668 |
1.0719 |
1.0688 |
| S2 |
1.0608 |
1.0608 |
1.0710 |
|
| S3 |
1.0509 |
1.0569 |
1.0701 |
|
| S4 |
1.0409 |
1.0469 |
1.0673 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1532 |
1.0899 |
|
| R3 |
1.1401 |
1.1220 |
1.0814 |
|
| R2 |
1.1090 |
1.1090 |
1.0785 |
|
| R1 |
1.0909 |
1.0909 |
1.0757 |
1.0844 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0746 |
| S1 |
1.0597 |
1.0597 |
1.0699 |
1.0532 |
| S2 |
1.0467 |
1.0467 |
1.0671 |
|
| S3 |
1.0155 |
1.0286 |
1.0642 |
|
| S4 |
0.9844 |
0.9974 |
1.0557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0959 |
1.0648 |
0.0312 |
2.9% |
0.0082 |
0.8% |
26% |
False |
True |
282 |
| 10 |
1.1024 |
1.0648 |
0.0376 |
3.5% |
0.0060 |
0.6% |
21% |
False |
True |
249 |
| 20 |
1.1234 |
1.0648 |
0.0587 |
5.5% |
0.0052 |
0.5% |
14% |
False |
True |
233 |
| 40 |
1.1330 |
1.0648 |
0.0682 |
6.4% |
0.0067 |
0.6% |
12% |
False |
True |
308 |
| 60 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0064 |
0.6% |
8% |
False |
True |
269 |
| 80 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0055 |
0.5% |
8% |
False |
True |
226 |
| 100 |
1.1611 |
1.0648 |
0.0963 |
9.0% |
0.0049 |
0.5% |
8% |
False |
True |
182 |
| 120 |
1.1713 |
1.0648 |
0.1065 |
9.9% |
0.0046 |
0.4% |
8% |
False |
True |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1170 |
|
2.618 |
1.1007 |
|
1.618 |
1.0908 |
|
1.000 |
1.0847 |
|
0.618 |
1.0808 |
|
HIGH |
1.0747 |
|
0.618 |
1.0709 |
|
0.500 |
1.0697 |
|
0.382 |
1.0686 |
|
LOW |
1.0648 |
|
0.618 |
1.0586 |
|
1.000 |
1.0548 |
|
1.618 |
1.0487 |
|
2.618 |
1.0387 |
|
4.250 |
1.0225 |
|
|
| Fisher Pivots for day following 29-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0718 |
1.0727 |
| PP |
1.0708 |
1.0725 |
| S1 |
1.0697 |
1.0724 |
|