CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 04-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2022 |
04-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1069 |
-0.0027 |
-0.2% |
1.1017 |
| High |
1.1106 |
1.1084 |
-0.0022 |
-0.2% |
1.1216 |
| Low |
1.1057 |
1.0989 |
-0.0068 |
-0.6% |
1.0977 |
| Close |
1.1069 |
1.1001 |
-0.0068 |
-0.6% |
1.1069 |
| Range |
0.0049 |
0.0095 |
0.0046 |
92.9% |
0.0239 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
158,346 |
147,516 |
-10,830 |
-6.8% |
1,035,859 |
|
| Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1249 |
1.1052 |
|
| R3 |
1.1213 |
1.1154 |
1.1026 |
|
| R2 |
1.1119 |
1.1119 |
1.1018 |
|
| R1 |
1.1060 |
1.1060 |
1.1009 |
1.1042 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1016 |
| S1 |
1.0965 |
1.0965 |
1.0992 |
1.0948 |
| S2 |
1.0930 |
1.0930 |
1.0983 |
|
| S3 |
1.0835 |
1.0871 |
1.0975 |
|
| S4 |
1.0741 |
1.0776 |
1.0949 |
|
|
| 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 |
1.0989 |
0.0227 |
2.1% |
0.0104 |
0.9% |
5% |
False |
True |
203,052 |
| 10 |
1.1216 |
1.0977 |
0.0239 |
2.2% |
0.0085 |
0.8% |
10% |
False |
False |
178,410 |
| 20 |
1.1216 |
1.0889 |
0.0327 |
3.0% |
0.0102 |
0.9% |
34% |
False |
False |
199,959 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0097 |
0.9% |
22% |
False |
False |
105,405 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0089 |
0.8% |
22% |
False |
False |
70,517 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0082 |
0.7% |
22% |
False |
False |
52,994 |
| 100 |
1.1635 |
1.0846 |
0.0790 |
7.2% |
0.0077 |
0.7% |
20% |
False |
False |
42,427 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0070 |
0.6% |
17% |
False |
False |
35,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1331 |
|
1.618 |
1.1236 |
|
1.000 |
1.1178 |
|
0.618 |
1.1142 |
|
HIGH |
1.1084 |
|
0.618 |
1.1047 |
|
0.500 |
1.1036 |
|
0.382 |
1.1025 |
|
LOW |
1.0989 |
|
0.618 |
1.0931 |
|
1.000 |
1.0895 |
|
1.618 |
1.0836 |
|
2.618 |
1.0742 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 04-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1102 |
| PP |
1.1024 |
1.1068 |
| S1 |
1.1012 |
1.1034 |
|