CME Euro FX (E) Future June 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 |
1.1001 |
1.0933 |
-0.0068 |
-0.6% |
1.1017 |
| High |
1.1017 |
1.0966 |
-0.0051 |
-0.5% |
1.1216 |
| Low |
1.0928 |
1.0903 |
-0.0026 |
-0.2% |
1.0977 |
| Close |
1.0933 |
1.0928 |
-0.0005 |
0.0% |
1.1069 |
| Range |
0.0089 |
0.0064 |
-0.0026 |
-28.7% |
0.0239 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
152,594 |
165,759 |
13,165 |
8.6% |
1,035,859 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1089 |
1.0963 |
|
| R3 |
1.1059 |
1.1025 |
1.0945 |
|
| R2 |
1.0996 |
1.0996 |
1.0940 |
|
| R1 |
1.0962 |
1.0962 |
1.0934 |
1.0947 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0925 |
| S1 |
1.0898 |
1.0898 |
1.0922 |
1.0884 |
| S2 |
1.0869 |
1.0869 |
1.0916 |
|
| S3 |
1.0805 |
1.0835 |
1.0911 |
|
| S4 |
1.0742 |
1.0771 |
1.0893 |
|
|
| 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 |
1.0903 |
0.0313 |
2.9% |
0.0084 |
0.8% |
8% |
False |
True |
172,882 |
| 10 |
1.1216 |
1.0903 |
0.0313 |
2.9% |
0.0084 |
0.8% |
8% |
False |
True |
179,265 |
| 20 |
1.1216 |
1.0903 |
0.0313 |
2.9% |
0.0094 |
0.9% |
8% |
False |
True |
190,496 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0099 |
0.9% |
12% |
False |
False |
113,330 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0089 |
0.8% |
12% |
False |
False |
75,816 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0083 |
0.8% |
12% |
False |
False |
56,923 |
| 100 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0078 |
0.7% |
12% |
False |
False |
45,608 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0070 |
0.6% |
9% |
False |
False |
38,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1132 |
|
1.618 |
1.1069 |
|
1.000 |
1.1030 |
|
0.618 |
1.1005 |
|
HIGH |
1.0966 |
|
0.618 |
1.0942 |
|
0.500 |
1.0934 |
|
0.382 |
1.0927 |
|
LOW |
1.0903 |
|
0.618 |
1.0863 |
|
1.000 |
1.0839 |
|
1.618 |
1.0800 |
|
2.618 |
1.0736 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0993 |
| PP |
1.0932 |
1.0971 |
| S1 |
1.0930 |
1.0950 |
|