CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0916 |
0.0065 |
0.6% |
1.1069 |
| High |
1.0919 |
1.0948 |
0.0030 |
0.3% |
1.1084 |
| Low |
1.0833 |
1.0781 |
-0.0052 |
-0.5% |
1.0863 |
| Close |
1.0910 |
1.0854 |
-0.0056 |
-0.5% |
1.0911 |
| Range |
0.0086 |
0.0167 |
0.0082 |
95.3% |
0.0221 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
6.5% |
0.0000 |
| Volume |
152,595 |
270,728 |
118,133 |
77.4% |
813,562 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1275 |
1.0946 |
|
| R3 |
1.1195 |
1.1108 |
1.0900 |
|
| R2 |
1.1028 |
1.1028 |
1.0885 |
|
| R1 |
1.0941 |
1.0941 |
1.0869 |
1.0901 |
| PP |
1.0861 |
1.0861 |
1.0861 |
1.0841 |
| S1 |
1.0774 |
1.0774 |
1.0839 |
1.0734 |
| S2 |
1.0694 |
1.0694 |
1.0823 |
|
| S3 |
1.0527 |
1.0607 |
1.0808 |
|
| S4 |
1.0360 |
1.0440 |
1.0762 |
|
|
| 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 |
1.0960 |
1.0781 |
0.0179 |
1.6% |
0.0090 |
0.8% |
41% |
False |
True |
175,418 |
| 10 |
1.1106 |
1.0781 |
0.0325 |
3.0% |
0.0082 |
0.8% |
22% |
False |
True |
168,764 |
| 20 |
1.1216 |
1.0781 |
0.0435 |
4.0% |
0.0085 |
0.8% |
17% |
False |
True |
172,221 |
| 40 |
1.1430 |
1.0781 |
0.0649 |
6.0% |
0.0101 |
0.9% |
11% |
False |
True |
139,531 |
| 60 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0091 |
0.8% |
10% |
False |
True |
93,496 |
| 80 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0084 |
0.8% |
10% |
False |
True |
70,190 |
| 100 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0079 |
0.7% |
10% |
False |
True |
56,233 |
| 120 |
1.1750 |
1.0781 |
0.0969 |
8.9% |
0.0074 |
0.7% |
8% |
False |
True |
46,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1385 |
|
1.618 |
1.1218 |
|
1.000 |
1.1115 |
|
0.618 |
1.1051 |
|
HIGH |
1.0948 |
|
0.618 |
1.0884 |
|
0.500 |
1.0865 |
|
0.382 |
1.0845 |
|
LOW |
1.0781 |
|
0.618 |
1.0678 |
|
1.000 |
1.0614 |
|
1.618 |
1.0511 |
|
2.618 |
1.0344 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0865 |
| PP |
1.0861 |
1.0861 |
| S1 |
1.0858 |
1.0858 |
|