CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0661 |
-0.0073 |
-0.7% |
1.0832 |
| High |
1.0760 |
1.0677 |
-0.0083 |
-0.8% |
1.0959 |
| Low |
1.0657 |
1.0535 |
-0.0123 |
-1.1% |
1.0785 |
| Close |
1.0667 |
1.0581 |
-0.0086 |
-0.8% |
1.0808 |
| Range |
0.0103 |
0.0142 |
0.0040 |
38.5% |
0.0174 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
3.9% |
0.0000 |
| Volume |
184,280 |
257,166 |
72,886 |
39.6% |
727,010 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0944 |
1.0659 |
|
| R3 |
1.0881 |
1.0802 |
1.0620 |
|
| R2 |
1.0739 |
1.0739 |
1.0607 |
|
| R1 |
1.0660 |
1.0660 |
1.0594 |
1.0629 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0582 |
| S1 |
1.0518 |
1.0518 |
1.0568 |
1.0487 |
| S2 |
1.0455 |
1.0455 |
1.0555 |
|
| S3 |
1.0313 |
1.0376 |
1.0542 |
|
| S4 |
1.0171 |
1.0234 |
1.0503 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1264 |
1.0904 |
|
| R3 |
1.1198 |
1.1090 |
1.0856 |
|
| R2 |
1.1024 |
1.1024 |
1.0840 |
|
| R1 |
1.0916 |
1.0916 |
1.0824 |
1.0883 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0834 |
| S1 |
1.0742 |
1.0742 |
1.0792 |
1.0709 |
| S2 |
1.0676 |
1.0676 |
1.0776 |
|
| S3 |
1.0502 |
1.0568 |
1.0760 |
|
| S4 |
1.0328 |
1.0394 |
1.0712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0959 |
1.0535 |
0.0424 |
4.0% |
0.0112 |
1.1% |
11% |
False |
True |
203,316 |
| 10 |
1.0959 |
1.0535 |
0.0424 |
4.0% |
0.0100 |
0.9% |
11% |
False |
True |
178,695 |
| 20 |
1.1216 |
1.0535 |
0.0681 |
6.4% |
0.0089 |
0.8% |
7% |
False |
True |
174,045 |
| 40 |
1.1216 |
1.0535 |
0.0681 |
6.4% |
0.0099 |
0.9% |
7% |
False |
True |
172,424 |
| 60 |
1.1538 |
1.0535 |
0.1003 |
9.5% |
0.0095 |
0.9% |
5% |
False |
True |
116,104 |
| 80 |
1.1538 |
1.0535 |
0.1003 |
9.5% |
0.0088 |
0.8% |
5% |
False |
True |
87,218 |
| 100 |
1.1538 |
1.0535 |
0.1003 |
9.5% |
0.0082 |
0.8% |
5% |
False |
True |
69,855 |
| 120 |
1.1661 |
1.0535 |
0.1127 |
10.6% |
0.0077 |
0.7% |
4% |
False |
True |
58,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1048 |
|
1.618 |
1.0906 |
|
1.000 |
1.0819 |
|
0.618 |
1.0764 |
|
HIGH |
1.0677 |
|
0.618 |
1.0622 |
|
0.500 |
1.0606 |
|
0.382 |
1.0589 |
|
LOW |
1.0535 |
|
0.618 |
1.0447 |
|
1.000 |
1.0393 |
|
1.618 |
1.0305 |
|
2.618 |
1.0163 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0687 |
| PP |
1.0597 |
1.0652 |
| S1 |
1.0589 |
1.0616 |
|