CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 07-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2022 |
07-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.0926 |
-0.0007 |
-0.1% |
1.1017 |
| High |
1.0966 |
1.0966 |
-0.0001 |
0.0% |
1.1216 |
| Low |
1.0903 |
1.0892 |
-0.0011 |
-0.1% |
1.0977 |
| Close |
1.0928 |
1.0907 |
-0.0021 |
-0.2% |
1.1069 |
| Range |
0.0064 |
0.0074 |
0.0011 |
16.5% |
0.0239 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
165,759 |
186,335 |
20,576 |
12.4% |
1,035,859 |
|
| Daily Pivots for day following 07-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1099 |
1.0948 |
|
| R3 |
1.1069 |
1.1025 |
1.0927 |
|
| R2 |
1.0995 |
1.0995 |
1.0921 |
|
| R1 |
1.0951 |
1.0951 |
1.0914 |
1.0936 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0914 |
| S1 |
1.0877 |
1.0877 |
1.0900 |
1.0862 |
| S2 |
1.0847 |
1.0847 |
1.0893 |
|
| S3 |
1.0773 |
1.0803 |
1.0887 |
|
| S4 |
1.0699 |
1.0729 |
1.0866 |
|
|
| 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 |
1.1106 |
1.0892 |
0.0214 |
2.0% |
0.0074 |
0.7% |
7% |
False |
True |
162,110 |
| 10 |
1.1216 |
1.0892 |
0.0324 |
3.0% |
0.0087 |
0.8% |
5% |
False |
True |
182,853 |
| 20 |
1.1216 |
1.0892 |
0.0324 |
3.0% |
0.0091 |
0.8% |
5% |
False |
True |
183,696 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0100 |
0.9% |
9% |
False |
False |
117,982 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0090 |
0.8% |
9% |
False |
False |
78,918 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0083 |
0.8% |
9% |
False |
False |
59,249 |
| 100 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0078 |
0.7% |
9% |
False |
False |
47,470 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0071 |
0.6% |
7% |
False |
False |
39,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1159 |
|
1.618 |
1.1085 |
|
1.000 |
1.1040 |
|
0.618 |
1.1011 |
|
HIGH |
1.0966 |
|
0.618 |
1.0937 |
|
0.500 |
1.0929 |
|
0.382 |
1.0920 |
|
LOW |
1.0892 |
|
0.618 |
1.0846 |
|
1.000 |
1.0818 |
|
1.618 |
1.0772 |
|
2.618 |
1.0698 |
|
4.250 |
1.0577 |
|
|
| Fisher Pivots for day following 07-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0954 |
| PP |
1.0921 |
1.0939 |
| S1 |
1.0914 |
1.0923 |
|