CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 04-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2022 |
04-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1116 |
-0.0045 |
-0.4% |
1.1077 |
| High |
1.1166 |
1.1116 |
-0.0050 |
-0.4% |
1.1275 |
| Low |
1.1122 |
1.1053 |
-0.0069 |
-0.6% |
1.1045 |
| Close |
1.1131 |
1.1064 |
-0.0067 |
-0.6% |
1.1131 |
| Range |
0.0044 |
0.0063 |
0.0019 |
42.0% |
0.0231 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
693 |
303 |
-390 |
-56.3% |
3,940 |
|
| Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1227 |
1.1098 |
|
| R3 |
1.1203 |
1.1165 |
1.1081 |
|
| R2 |
1.1140 |
1.1140 |
1.1075 |
|
| R1 |
1.1102 |
1.1102 |
1.1070 |
1.1090 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1071 |
| S1 |
1.1040 |
1.1040 |
1.1058 |
1.1027 |
| S2 |
1.1015 |
1.1015 |
1.1053 |
|
| S3 |
1.0953 |
1.0977 |
1.1047 |
|
| S4 |
1.0890 |
1.0915 |
1.1030 |
|
|
| 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 |
1.1053 |
0.0222 |
2.0% |
0.0088 |
0.8% |
5% |
False |
True |
740 |
| 10 |
1.1275 |
1.1045 |
0.0231 |
2.1% |
0.0074 |
0.7% |
8% |
False |
False |
819 |
| 20 |
1.1275 |
1.0961 |
0.0314 |
2.8% |
0.0090 |
0.8% |
33% |
False |
False |
888 |
| 40 |
1.1547 |
1.0917 |
0.0630 |
5.7% |
0.0083 |
0.7% |
23% |
False |
False |
747 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0072 |
0.6% |
23% |
False |
False |
541 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0063 |
0.6% |
23% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1279 |
|
1.618 |
1.1217 |
|
1.000 |
1.1178 |
|
0.618 |
1.1154 |
|
HIGH |
1.1116 |
|
0.618 |
1.1092 |
|
0.500 |
1.1084 |
|
0.382 |
1.1077 |
|
LOW |
1.1053 |
|
0.618 |
1.1014 |
|
1.000 |
1.0991 |
|
1.618 |
1.0952 |
|
2.618 |
1.0889 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 04-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1084 |
1.1164 |
| PP |
1.1078 |
1.1131 |
| S1 |
1.1071 |
1.1097 |
|