CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1161 |
-0.0090 |
-0.8% |
1.1077 |
| High |
1.1275 |
1.1166 |
-0.0110 |
-1.0% |
1.1275 |
| Low |
1.1160 |
1.1122 |
-0.0039 |
-0.3% |
1.1045 |
| Close |
1.1160 |
1.1131 |
-0.0029 |
-0.3% |
1.1131 |
| Range |
0.0115 |
0.0044 |
-0.0071 |
-61.7% |
0.0231 |
| ATR |
0.0092 |
0.0088 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
688 |
693 |
5 |
0.7% |
3,940 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1245 |
1.1155 |
|
| R3 |
1.1227 |
1.1201 |
1.1143 |
|
| R2 |
1.1183 |
1.1183 |
1.1139 |
|
| R1 |
1.1157 |
1.1157 |
1.1135 |
1.1148 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1135 |
| S1 |
1.1113 |
1.1113 |
1.1127 |
1.1104 |
| S2 |
1.1095 |
1.1095 |
1.1123 |
|
| S3 |
1.1051 |
1.1069 |
1.1119 |
|
| S4 |
1.1007 |
1.1025 |
1.1107 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1717 |
1.1258 |
|
| R3 |
1.1611 |
1.1486 |
1.1194 |
|
| R2 |
1.1381 |
1.1381 |
1.1173 |
|
| R1 |
1.1256 |
1.1256 |
1.1152 |
1.1318 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1181 |
| S1 |
1.1025 |
1.1025 |
1.1110 |
1.1088 |
| S2 |
1.0920 |
1.0920 |
1.1089 |
|
| S3 |
1.0689 |
1.0795 |
1.1068 |
|
| S4 |
1.0459 |
1.0564 |
1.1004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1275 |
1.1045 |
0.0231 |
2.1% |
0.0085 |
0.8% |
38% |
False |
False |
788 |
| 10 |
1.1275 |
1.1045 |
0.0231 |
2.1% |
0.0071 |
0.6% |
38% |
False |
False |
816 |
| 20 |
1.1275 |
1.0917 |
0.0358 |
3.2% |
0.0091 |
0.8% |
60% |
False |
False |
978 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0083 |
0.7% |
33% |
False |
False |
742 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0071 |
0.6% |
33% |
False |
False |
536 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0063 |
0.6% |
33% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1281 |
|
1.618 |
1.1237 |
|
1.000 |
1.1210 |
|
0.618 |
1.1193 |
|
HIGH |
1.1166 |
|
0.618 |
1.1149 |
|
0.500 |
1.1144 |
|
0.382 |
1.1138 |
|
LOW |
1.1122 |
|
0.618 |
1.1094 |
|
1.000 |
1.1078 |
|
1.618 |
1.1050 |
|
2.618 |
1.1006 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1198 |
| PP |
1.1139 |
1.1176 |
| S1 |
1.1135 |
1.1153 |
|