CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 18-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0832 |
-0.0084 |
-0.8% |
1.0939 |
| High |
1.0948 |
1.0847 |
-0.0102 |
-0.9% |
1.0960 |
| Low |
1.0781 |
1.0794 |
0.0013 |
0.1% |
1.0781 |
| Close |
1.0854 |
1.0809 |
-0.0046 |
-0.4% |
1.0854 |
| Range |
0.0167 |
0.0053 |
-0.0115 |
-68.6% |
0.0179 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
270,728 |
61,374 |
-209,354 |
-77.3% |
715,736 |
|
| Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0944 |
1.0837 |
|
| R3 |
1.0921 |
1.0891 |
1.0823 |
|
| R2 |
1.0869 |
1.0869 |
1.0818 |
|
| R1 |
1.0839 |
1.0839 |
1.0813 |
1.0828 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0811 |
| S1 |
1.0786 |
1.0786 |
1.0804 |
1.0775 |
| S2 |
1.0764 |
1.0764 |
1.0799 |
|
| S3 |
1.0711 |
1.0734 |
1.0794 |
|
| S4 |
1.0659 |
1.0681 |
1.0780 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1306 |
1.0952 |
|
| R3 |
1.1222 |
1.1127 |
1.0903 |
|
| R2 |
1.1043 |
1.1043 |
1.0887 |
|
| R1 |
1.0949 |
1.0949 |
1.0870 |
1.0907 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0844 |
| S1 |
1.0770 |
1.0770 |
1.0838 |
1.0728 |
| S2 |
1.0686 |
1.0686 |
1.0821 |
|
| S3 |
1.0508 |
1.0592 |
1.0805 |
|
| S4 |
1.0329 |
1.0413 |
1.0756 |
|
|
| 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 |
1.7% |
0.0090 |
0.8% |
15% |
False |
False |
155,422 |
| 10 |
1.1084 |
1.0781 |
0.0303 |
2.8% |
0.0083 |
0.8% |
9% |
False |
False |
159,067 |
| 20 |
1.1216 |
1.0781 |
0.0435 |
4.0% |
0.0082 |
0.8% |
6% |
False |
False |
166,926 |
| 40 |
1.1430 |
1.0781 |
0.0649 |
6.0% |
0.0101 |
0.9% |
4% |
False |
False |
141,015 |
| 60 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0091 |
0.8% |
4% |
False |
False |
94,516 |
| 80 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0084 |
0.8% |
4% |
False |
False |
70,954 |
| 100 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0079 |
0.7% |
4% |
False |
False |
56,846 |
| 120 |
1.1750 |
1.0781 |
0.0969 |
9.0% |
0.0075 |
0.7% |
3% |
False |
False |
47,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.0984 |
|
1.618 |
1.0931 |
|
1.000 |
1.0899 |
|
0.618 |
1.0879 |
|
HIGH |
1.0847 |
|
0.618 |
1.0826 |
|
0.500 |
1.0820 |
|
0.382 |
1.0814 |
|
LOW |
1.0794 |
|
0.618 |
1.0762 |
|
1.000 |
1.0742 |
|
1.618 |
1.0709 |
|
2.618 |
1.0657 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 18-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0865 |
| PP |
1.0816 |
1.0846 |
| S1 |
1.0812 |
1.0827 |
|