CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 1.0908 1.0939 0.0032 0.3% 1.1069
High 1.0918 1.0960 0.0042 0.4% 1.1084
Low 1.0863 1.0899 0.0036 0.3% 1.0863
Close 1.0911 1.0917 0.0006 0.1% 1.0911
Range 0.0055 0.0061 0.0006 10.0% 0.0221
ATR 0.0090 0.0088 -0.0002 -2.3% 0.0000
Volume 161,358 130,990 -30,368 -18.8% 813,562
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1107 1.1072 1.0950
R3 1.1046 1.1012 1.0933
R2 1.0986 1.0986 1.0928
R1 1.0951 1.0951 1.0922 1.0938
PP 1.0925 1.0925 1.0925 1.0919
S1 1.0891 1.0891 1.0911 1.0878
S2 1.0865 1.0865 1.0905
S3 1.0804 1.0830 1.0900
S4 1.0744 1.0770 1.0883
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 1.1017 1.0863 0.0154 1.4% 0.0068 0.6% 35% False False 159,407
10 1.1216 1.0863 0.0353 3.2% 0.0086 0.8% 15% False False 181,229
20 1.1216 1.0863 0.0353 3.2% 0.0085 0.8% 15% False False 173,103
40 1.1438 1.0846 0.0592 5.4% 0.0097 0.9% 12% False False 125,077
60 1.1538 1.0846 0.0692 6.3% 0.0089 0.8% 10% False False 83,775
80 1.1538 1.0846 0.0692 6.3% 0.0083 0.8% 10% False False 62,895
100 1.1538 1.0846 0.0692 6.3% 0.0078 0.7% 10% False False 50,390
120 1.1750 1.0846 0.0905 8.3% 0.0071 0.7% 8% False False 42,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1217
2.618 1.1118
1.618 1.1057
1.000 1.1020
0.618 1.0997
HIGH 1.0960
0.618 1.0936
0.500 1.0929
0.382 1.0922
LOW 1.0899
0.618 1.0862
1.000 1.0839
1.618 1.0801
2.618 1.0741
4.250 1.0642
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 1.0929 1.0916
PP 1.0925 1.0915
S1 1.0921 1.0914

These figures are updated between 7pm and 10pm EST after a trading day.

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