CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 21-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0811 |
1.0874 |
0.0063 |
0.6% |
1.0939 |
| High |
1.0890 |
1.0959 |
0.0069 |
0.6% |
1.0960 |
| Low |
1.0808 |
1.0845 |
0.0038 |
0.3% |
1.0781 |
| Close |
1.0865 |
1.0861 |
-0.0004 |
0.0% |
1.0854 |
| Range |
0.0083 |
0.0114 |
0.0031 |
37.6% |
0.0179 |
| ATR |
0.0088 |
0.0089 |
0.0002 |
2.1% |
0.0000 |
| Volume |
169,022 |
206,510 |
37,488 |
22.2% |
715,736 |
|
| Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1158 |
1.0923 |
|
| R3 |
1.1115 |
1.1045 |
1.0892 |
|
| R2 |
1.1002 |
1.1002 |
1.0881 |
|
| R1 |
1.0931 |
1.0931 |
1.0871 |
1.0910 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0877 |
| S1 |
1.0818 |
1.0818 |
1.0850 |
1.0796 |
| S2 |
1.0775 |
1.0775 |
1.0840 |
|
| S3 |
1.0661 |
1.0704 |
1.0829 |
|
| S4 |
1.0548 |
1.0591 |
1.0798 |
|
|
| 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 |
1.0959 |
1.0781 |
0.0178 |
1.6% |
0.0094 |
0.9% |
45% |
True |
False |
164,857 |
| 10 |
1.0966 |
1.0781 |
0.0185 |
1.7% |
0.0083 |
0.8% |
43% |
False |
False |
161,699 |
| 20 |
1.1216 |
1.0781 |
0.0435 |
4.0% |
0.0083 |
0.8% |
18% |
False |
False |
170,482 |
| 40 |
1.1345 |
1.0781 |
0.0564 |
5.2% |
0.0101 |
0.9% |
14% |
False |
False |
153,039 |
| 60 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0093 |
0.9% |
11% |
False |
False |
102,693 |
| 80 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0086 |
0.8% |
11% |
False |
False |
77,101 |
| 100 |
1.1538 |
1.0781 |
0.0757 |
7.0% |
0.0080 |
0.7% |
11% |
False |
False |
61,765 |
| 120 |
1.1714 |
1.0781 |
0.0933 |
8.6% |
0.0075 |
0.7% |
9% |
False |
False |
51,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1256 |
|
1.618 |
1.1142 |
|
1.000 |
1.1072 |
|
0.618 |
1.1029 |
|
HIGH |
1.0959 |
|
0.618 |
1.0915 |
|
0.500 |
1.0902 |
|
0.382 |
1.0888 |
|
LOW |
1.0845 |
|
0.618 |
1.0775 |
|
1.000 |
1.0732 |
|
1.618 |
1.0661 |
|
2.618 |
1.0548 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 21-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.0872 |
| PP |
1.0888 |
1.0868 |
| S1 |
1.0874 |
1.0864 |
|