CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 05-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1063 |
-0.0053 |
-0.5% |
1.1077 |
| High |
1.1116 |
1.1072 |
-0.0044 |
-0.4% |
1.1275 |
| Low |
1.1053 |
1.0992 |
-0.0061 |
-0.6% |
1.1045 |
| Close |
1.1064 |
1.0996 |
-0.0068 |
-0.6% |
1.1131 |
| Range |
0.0063 |
0.0080 |
0.0018 |
28.0% |
0.0231 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
303 |
481 |
178 |
58.7% |
3,940 |
|
| Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1208 |
1.1040 |
|
| R3 |
1.1180 |
1.1128 |
1.1018 |
|
| R2 |
1.1100 |
1.1100 |
1.1011 |
|
| R1 |
1.1048 |
1.1048 |
1.1003 |
1.1034 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1013 |
| S1 |
1.0968 |
1.0968 |
1.0989 |
1.0954 |
| S2 |
1.0940 |
1.0940 |
1.0981 |
|
| S3 |
1.0860 |
1.0888 |
1.0974 |
|
| S4 |
1.0780 |
1.0808 |
1.0952 |
|
|
| 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 |
1.0992 |
0.0283 |
2.6% |
0.0072 |
0.7% |
1% |
False |
True |
633 |
| 10 |
1.1275 |
1.0992 |
0.0283 |
2.6% |
0.0073 |
0.7% |
1% |
False |
True |
726 |
| 20 |
1.1275 |
1.0992 |
0.0283 |
2.6% |
0.0089 |
0.8% |
1% |
False |
True |
842 |
| 40 |
1.1547 |
1.0917 |
0.0630 |
5.7% |
0.0084 |
0.8% |
13% |
False |
False |
758 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0072 |
0.7% |
12% |
False |
False |
549 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0064 |
0.6% |
12% |
False |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1281 |
|
1.618 |
1.1201 |
|
1.000 |
1.1152 |
|
0.618 |
1.1121 |
|
HIGH |
1.1072 |
|
0.618 |
1.1041 |
|
0.500 |
1.1032 |
|
0.382 |
1.1023 |
|
LOW |
1.0992 |
|
0.618 |
1.0943 |
|
1.000 |
1.0912 |
|
1.618 |
1.0863 |
|
2.618 |
1.0783 |
|
4.250 |
1.0652 |
|
|
| Fisher Pivots for day following 05-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1079 |
| PP |
1.1020 |
1.1051 |
| S1 |
1.1008 |
1.1024 |
|