CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 07-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2022 |
07-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.1003 |
0.0007 |
0.1% |
1.1077 |
| High |
1.1031 |
1.1027 |
-0.0004 |
0.0% |
1.1275 |
| Low |
1.0968 |
1.0959 |
-0.0009 |
-0.1% |
1.1045 |
| Close |
1.0993 |
1.0971 |
-0.0022 |
-0.2% |
1.1131 |
| Range |
0.0063 |
0.0068 |
0.0005 |
8.0% |
0.0231 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
259 |
277 |
18 |
6.9% |
3,940 |
|
| Daily Pivots for day following 07-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1147 |
1.1008 |
|
| R3 |
1.1121 |
1.1080 |
1.0990 |
|
| R2 |
1.1053 |
1.1053 |
1.0983 |
|
| R1 |
1.1012 |
1.1012 |
1.0977 |
1.0999 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0979 |
| S1 |
1.0945 |
1.0945 |
1.0965 |
1.0931 |
| S2 |
1.0918 |
1.0918 |
1.0959 |
|
| S3 |
1.0851 |
1.0877 |
1.0952 |
|
| S4 |
1.0783 |
1.0810 |
1.0934 |
|
|
| 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 |
1.1166 |
1.0959 |
0.0207 |
1.9% |
0.0063 |
0.6% |
6% |
False |
True |
402 |
| 10 |
1.1275 |
1.0959 |
0.0316 |
2.9% |
0.0075 |
0.7% |
4% |
False |
True |
554 |
| 20 |
1.1275 |
1.0959 |
0.0316 |
2.9% |
0.0081 |
0.7% |
4% |
False |
True |
687 |
| 40 |
1.1547 |
1.0917 |
0.0630 |
5.7% |
0.0086 |
0.8% |
9% |
False |
False |
768 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0073 |
0.7% |
8% |
False |
False |
554 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0065 |
0.6% |
8% |
False |
False |
423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.1203 |
|
1.618 |
1.1136 |
|
1.000 |
1.1094 |
|
0.618 |
1.1068 |
|
HIGH |
1.1027 |
|
0.618 |
1.1001 |
|
0.500 |
1.0993 |
|
0.382 |
1.0985 |
|
LOW |
1.0959 |
|
0.618 |
1.0917 |
|
1.000 |
1.0892 |
|
1.618 |
1.0850 |
|
2.618 |
1.0782 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 07-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.1016 |
| PP |
1.0986 |
1.1001 |
| S1 |
1.0978 |
1.0986 |
|