CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0913 |
-0.0027 |
-0.2% |
1.1069 |
| High |
1.0960 |
1.0930 |
-0.0030 |
-0.3% |
1.1084 |
| Low |
1.0899 |
1.0847 |
-0.0053 |
-0.5% |
1.0863 |
| Close |
1.0917 |
1.0855 |
-0.0062 |
-0.6% |
1.0911 |
| Range |
0.0061 |
0.0084 |
0.0023 |
38.0% |
0.0221 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
130,990 |
161,423 |
30,433 |
23.2% |
813,562 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1075 |
1.0901 |
|
| R3 |
1.1044 |
1.0991 |
1.0878 |
|
| R2 |
1.0961 |
1.0961 |
1.0870 |
|
| R1 |
1.0908 |
1.0908 |
1.0863 |
1.0893 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0870 |
| S1 |
1.0824 |
1.0824 |
1.0847 |
1.0809 |
| S2 |
1.0794 |
1.0794 |
1.0840 |
|
| S3 |
1.0710 |
1.0741 |
1.0832 |
|
| S4 |
1.0627 |
1.0657 |
1.0809 |
|
|
| 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 |
1.0966 |
1.0847 |
0.0120 |
1.1% |
0.0067 |
0.6% |
7% |
False |
True |
161,173 |
| 10 |
1.1216 |
1.0847 |
0.0369 |
3.4% |
0.0078 |
0.7% |
2% |
False |
True |
169,395 |
| 20 |
1.1216 |
1.0847 |
0.0369 |
3.4% |
0.0084 |
0.8% |
2% |
False |
True |
171,984 |
| 40 |
1.1438 |
1.0846 |
0.0592 |
5.5% |
0.0097 |
0.9% |
2% |
False |
False |
129,077 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.4% |
0.0090 |
0.8% |
1% |
False |
False |
86,459 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.4% |
0.0083 |
0.8% |
1% |
False |
False |
64,909 |
| 100 |
1.1538 |
1.0846 |
0.0692 |
6.4% |
0.0078 |
0.7% |
1% |
False |
False |
52,002 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0072 |
0.7% |
1% |
False |
False |
43,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1149 |
|
1.618 |
1.1065 |
|
1.000 |
1.1014 |
|
0.618 |
1.0982 |
|
HIGH |
1.0930 |
|
0.618 |
1.0898 |
|
0.500 |
1.0888 |
|
0.382 |
1.0878 |
|
LOW |
1.0847 |
|
0.618 |
1.0795 |
|
1.000 |
1.0763 |
|
1.618 |
1.0711 |
|
2.618 |
1.0628 |
|
4.250 |
1.0492 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0903 |
| PP |
1.0877 |
1.0887 |
| S1 |
1.0866 |
1.0871 |
|