CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 06-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2022 |
06-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1063 |
1.0996 |
-0.0067 |
-0.6% |
1.1077 |
| High |
1.1072 |
1.1031 |
-0.0042 |
-0.4% |
1.1275 |
| Low |
1.0992 |
1.0968 |
-0.0024 |
-0.2% |
1.1045 |
| Close |
1.0996 |
1.0993 |
-0.0004 |
0.0% |
1.1131 |
| Range |
0.0080 |
0.0063 |
-0.0018 |
-21.9% |
0.0231 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
481 |
259 |
-222 |
-46.2% |
3,940 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1151 |
1.1027 |
|
| R3 |
1.1122 |
1.1089 |
1.1010 |
|
| R2 |
1.1060 |
1.1060 |
1.1004 |
|
| R1 |
1.1026 |
1.1026 |
1.0998 |
1.1012 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.0990 |
| S1 |
1.0964 |
1.0964 |
1.0987 |
1.0949 |
| S2 |
1.0935 |
1.0935 |
1.0981 |
|
| S3 |
1.0872 |
1.0901 |
1.0975 |
|
| S4 |
1.0810 |
1.0839 |
1.0958 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1717 |
1.1258 |
|
| R3 |
1.1611 |
1.1486 |
1.1194 |
|
| R2 |
1.1381 |
1.1381 |
1.1173 |
|
| R1 |
1.1256 |
1.1256 |
1.1152 |
1.1318 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1181 |
| S1 |
1.1025 |
1.1025 |
1.1110 |
1.1088 |
| S2 |
1.0920 |
1.0920 |
1.1089 |
|
| S3 |
1.0689 |
1.0795 |
1.1068 |
|
| S4 |
1.0459 |
1.0564 |
1.1004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1275 |
1.0968 |
0.0307 |
2.8% |
0.0073 |
0.7% |
8% |
False |
True |
484 |
| 10 |
1.1275 |
1.0968 |
0.0307 |
2.8% |
0.0072 |
0.7% |
8% |
False |
True |
692 |
| 20 |
1.1275 |
1.0968 |
0.0307 |
2.8% |
0.0084 |
0.8% |
8% |
False |
True |
795 |
| 40 |
1.1547 |
1.0917 |
0.0630 |
5.7% |
0.0085 |
0.8% |
12% |
False |
False |
762 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0072 |
0.7% |
12% |
False |
False |
550 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0064 |
0.6% |
12% |
False |
False |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1296 |
|
2.618 |
1.1194 |
|
1.618 |
1.1132 |
|
1.000 |
1.1093 |
|
0.618 |
1.1069 |
|
HIGH |
1.1031 |
|
0.618 |
1.1007 |
|
0.500 |
1.0999 |
|
0.382 |
1.0992 |
|
LOW |
1.0968 |
|
0.618 |
1.0929 |
|
1.000 |
1.0906 |
|
1.618 |
1.0867 |
|
2.618 |
1.0804 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.1042 |
| PP |
1.0997 |
1.1025 |
| S1 |
1.0995 |
1.1009 |
|