CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 29-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2022 |
29-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0579 |
1.0519 |
-0.0061 |
-0.6% |
1.0831 |
| High |
1.0585 |
1.0612 |
0.0028 |
0.3% |
1.0840 |
| Low |
1.0491 |
1.0510 |
0.0020 |
0.2% |
1.0491 |
| Close |
1.0525 |
1.0589 |
0.0065 |
0.6% |
1.0589 |
| Range |
0.0094 |
0.0102 |
0.0008 |
8.5% |
0.0350 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
230,174 |
251,264 |
21,090 |
9.2% |
1,118,059 |
|
| Daily Pivots for day following 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0835 |
1.0645 |
|
| R3 |
1.0774 |
1.0733 |
1.0617 |
|
| R2 |
1.0672 |
1.0672 |
1.0608 |
|
| R1 |
1.0631 |
1.0631 |
1.0598 |
1.0652 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0581 |
| S1 |
1.0529 |
1.0529 |
1.0580 |
1.0550 |
| S2 |
1.0468 |
1.0468 |
1.0570 |
|
| S3 |
1.0366 |
1.0427 |
1.0561 |
|
| S4 |
1.0264 |
1.0325 |
1.0533 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1688 |
1.1488 |
1.0781 |
|
| R3 |
1.1339 |
1.1139 |
1.0685 |
|
| R2 |
1.0989 |
1.0989 |
1.0653 |
|
| R1 |
1.0789 |
1.0789 |
1.0621 |
1.0715 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0603 |
| S1 |
1.0440 |
1.0440 |
1.0557 |
1.0365 |
| S2 |
1.0290 |
1.0290 |
1.0525 |
|
| S3 |
0.9941 |
1.0090 |
1.0493 |
|
| S4 |
0.9591 |
0.9741 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0840 |
1.0491 |
0.0350 |
3.3% |
0.0113 |
1.1% |
28% |
False |
False |
223,611 |
| 10 |
1.0959 |
1.0491 |
0.0468 |
4.4% |
0.0095 |
0.9% |
21% |
False |
False |
184,506 |
| 20 |
1.1106 |
1.0491 |
0.0615 |
5.8% |
0.0088 |
0.8% |
16% |
False |
False |
176,635 |
| 40 |
1.1216 |
1.0491 |
0.0725 |
6.8% |
0.0099 |
0.9% |
14% |
False |
False |
183,609 |
| 60 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0096 |
0.9% |
9% |
False |
False |
124,109 |
| 80 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0089 |
0.8% |
9% |
False |
False |
93,231 |
| 100 |
1.1538 |
1.0491 |
0.1047 |
9.9% |
0.0083 |
0.8% |
9% |
False |
False |
74,668 |
| 120 |
1.1661 |
1.0491 |
0.1171 |
11.1% |
0.0079 |
0.7% |
8% |
False |
False |
62,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0879 |
|
1.618 |
1.0777 |
|
1.000 |
1.0714 |
|
0.618 |
1.0675 |
|
HIGH |
1.0612 |
|
0.618 |
1.0573 |
|
0.500 |
1.0561 |
|
0.382 |
1.0549 |
|
LOW |
1.0510 |
|
0.618 |
1.0447 |
|
1.000 |
1.0408 |
|
1.618 |
1.0345 |
|
2.618 |
1.0243 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 29-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0580 |
1.0587 |
| PP |
1.0570 |
1.0585 |
| S1 |
1.0561 |
1.0584 |
|