CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1096 |
-0.0092 |
-0.8% |
1.1017 |
| High |
1.1216 |
1.1106 |
-0.0110 |
-1.0% |
1.1216 |
| Low |
1.1090 |
1.1057 |
-0.0034 |
-0.3% |
1.0977 |
| Close |
1.1099 |
1.1069 |
-0.0031 |
-0.3% |
1.1069 |
| Range |
0.0126 |
0.0049 |
-0.0077 |
-61.0% |
0.0239 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
240,195 |
158,346 |
-81,849 |
-34.1% |
1,035,859 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1195 |
1.1095 |
|
| R3 |
1.1175 |
1.1146 |
1.1082 |
|
| R2 |
1.1126 |
1.1126 |
1.1077 |
|
| R1 |
1.1097 |
1.1097 |
1.1073 |
1.1087 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1072 |
| S1 |
1.1048 |
1.1048 |
1.1064 |
1.1038 |
| S2 |
1.1028 |
1.1028 |
1.1060 |
|
| S3 |
1.0979 |
1.0999 |
1.1055 |
|
| S4 |
1.0930 |
1.0950 |
1.1042 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1803 |
1.1674 |
1.1200 |
|
| R3 |
1.1564 |
1.1436 |
1.1134 |
|
| R2 |
1.1326 |
1.1326 |
1.1112 |
|
| R1 |
1.1197 |
1.1197 |
1.1090 |
1.1261 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1119 |
| S1 |
1.0959 |
1.0959 |
1.1047 |
1.1023 |
| S2 |
1.0849 |
1.0849 |
1.1025 |
|
| S3 |
1.0610 |
1.0720 |
1.1003 |
|
| S4 |
1.0372 |
1.0482 |
1.0937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1216 |
1.0977 |
0.0239 |
2.2% |
0.0097 |
0.9% |
38% |
False |
False |
207,171 |
| 10 |
1.1216 |
1.0977 |
0.0239 |
2.2% |
0.0082 |
0.7% |
38% |
False |
False |
174,785 |
| 20 |
1.1216 |
1.0846 |
0.0370 |
3.3% |
0.0104 |
0.9% |
60% |
False |
False |
196,781 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0096 |
0.9% |
32% |
False |
False |
101,760 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0089 |
0.8% |
32% |
False |
False |
68,061 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0082 |
0.7% |
32% |
False |
False |
51,154 |
| 100 |
1.1661 |
1.0846 |
0.0816 |
7.4% |
0.0077 |
0.7% |
27% |
False |
False |
40,952 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0069 |
0.6% |
25% |
False |
False |
34,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1234 |
|
1.618 |
1.1185 |
|
1.000 |
1.1155 |
|
0.618 |
1.1136 |
|
HIGH |
1.1106 |
|
0.618 |
1.1087 |
|
0.500 |
1.1081 |
|
0.382 |
1.1075 |
|
LOW |
1.1057 |
|
0.618 |
1.1026 |
|
1.000 |
1.1008 |
|
1.618 |
1.0977 |
|
2.618 |
1.0928 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1136 |
| PP |
1.1077 |
1.1114 |
| S1 |
1.1073 |
1.1091 |
|