CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 08-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2022 |
08-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0908 |
-0.0019 |
-0.2% |
1.1069 |
| High |
1.0966 |
1.0918 |
-0.0048 |
-0.4% |
1.1084 |
| Low |
1.0892 |
1.0863 |
-0.0029 |
-0.3% |
1.0863 |
| Close |
1.0907 |
1.0911 |
0.0004 |
0.0% |
1.0911 |
| Range |
0.0074 |
0.0055 |
-0.0019 |
-25.7% |
0.0221 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
186,335 |
161,358 |
-24,977 |
-13.4% |
813,562 |
|
| Daily Pivots for day following 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1062 |
1.1041 |
1.0941 |
|
| R3 |
1.1007 |
1.0986 |
1.0926 |
|
| R2 |
1.0952 |
1.0952 |
1.0921 |
|
| R1 |
1.0931 |
1.0931 |
1.0916 |
1.0942 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0902 |
| S1 |
1.0876 |
1.0876 |
1.0905 |
1.0887 |
| S2 |
1.0842 |
1.0842 |
1.0900 |
|
| S3 |
1.0787 |
1.0821 |
1.0895 |
|
| S4 |
1.0732 |
1.0766 |
1.0880 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1483 |
1.1032 |
|
| R3 |
1.1393 |
1.1262 |
1.0971 |
|
| R2 |
1.1173 |
1.1173 |
1.0951 |
|
| R1 |
1.1042 |
1.1042 |
1.0931 |
1.0997 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0930 |
| S1 |
1.0821 |
1.0821 |
1.0890 |
1.0777 |
| S2 |
1.0732 |
1.0732 |
1.0870 |
|
| S3 |
1.0511 |
1.0601 |
1.0850 |
|
| S4 |
1.0291 |
1.0380 |
1.0789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1084 |
1.0863 |
0.0221 |
2.0% |
0.0075 |
0.7% |
22% |
False |
True |
162,712 |
| 10 |
1.1216 |
1.0863 |
0.0353 |
3.2% |
0.0086 |
0.8% |
13% |
False |
True |
184,942 |
| 20 |
1.1216 |
1.0863 |
0.0353 |
3.2% |
0.0086 |
0.8% |
13% |
False |
True |
175,439 |
| 40 |
1.1462 |
1.0846 |
0.0617 |
5.7% |
0.0098 |
0.9% |
11% |
False |
False |
121,854 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0089 |
0.8% |
9% |
False |
False |
81,600 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0083 |
0.8% |
9% |
False |
False |
61,263 |
| 100 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0078 |
0.7% |
9% |
False |
False |
49,083 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0071 |
0.6% |
7% |
False |
False |
40,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1062 |
|
1.618 |
1.1007 |
|
1.000 |
1.0973 |
|
0.618 |
1.0952 |
|
HIGH |
1.0918 |
|
0.618 |
1.0897 |
|
0.500 |
1.0891 |
|
0.382 |
1.0884 |
|
LOW |
1.0863 |
|
0.618 |
1.0829 |
|
1.000 |
1.0808 |
|
1.618 |
1.0774 |
|
2.618 |
1.0719 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 08-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0915 |
| PP |
1.0897 |
1.0913 |
| S1 |
1.0891 |
1.0912 |
|