CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 08-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2022 |
08-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0953 |
-0.0050 |
-0.5% |
1.1116 |
| High |
1.1027 |
1.0982 |
-0.0045 |
-0.4% |
1.1116 |
| Low |
1.0959 |
1.0927 |
-0.0033 |
-0.3% |
1.0927 |
| Close |
1.0971 |
1.0975 |
0.0004 |
0.0% |
1.0975 |
| Range |
0.0068 |
0.0055 |
-0.0013 |
-18.5% |
0.0189 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
277 |
601 |
324 |
117.0% |
1,921 |
|
| Daily Pivots for day following 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1105 |
1.1005 |
|
| R3 |
1.1071 |
1.1050 |
1.0990 |
|
| R2 |
1.1016 |
1.1016 |
1.0985 |
|
| R1 |
1.0995 |
1.0995 |
1.0980 |
1.1006 |
| PP |
1.0961 |
1.0961 |
1.0961 |
1.0966 |
| S1 |
1.0940 |
1.0940 |
1.0969 |
1.0951 |
| S2 |
1.0906 |
1.0906 |
1.0964 |
|
| S3 |
1.0851 |
1.0885 |
1.0959 |
|
| S4 |
1.0796 |
1.0830 |
1.0944 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1463 |
1.1078 |
|
| R3 |
1.1384 |
1.1274 |
1.1026 |
|
| R2 |
1.1195 |
1.1195 |
1.1009 |
|
| R1 |
1.1085 |
1.1085 |
1.0992 |
1.1045 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.0986 |
| S1 |
1.0896 |
1.0896 |
1.0957 |
1.0856 |
| S2 |
1.0817 |
1.0817 |
1.0940 |
|
| S3 |
1.0628 |
1.0707 |
1.0923 |
|
| S4 |
1.0439 |
1.0518 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1116 |
1.0927 |
0.0189 |
1.7% |
0.0066 |
0.6% |
25% |
False |
True |
384 |
| 10 |
1.1275 |
1.0927 |
0.0349 |
3.2% |
0.0075 |
0.7% |
14% |
False |
True |
586 |
| 20 |
1.1275 |
1.0927 |
0.0349 |
3.2% |
0.0077 |
0.7% |
14% |
False |
True |
664 |
| 40 |
1.1510 |
1.0917 |
0.0593 |
5.4% |
0.0086 |
0.8% |
10% |
False |
False |
777 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0073 |
0.7% |
9% |
False |
False |
562 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0065 |
0.6% |
9% |
False |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1125 |
|
1.618 |
1.1070 |
|
1.000 |
1.1037 |
|
0.618 |
1.1015 |
|
HIGH |
1.0982 |
|
0.618 |
1.0960 |
|
0.500 |
1.0954 |
|
0.382 |
1.0948 |
|
LOW |
1.0927 |
|
0.618 |
1.0893 |
|
1.000 |
1.0872 |
|
1.618 |
1.0838 |
|
2.618 |
1.0783 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 08-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0979 |
| PP |
1.0961 |
1.0977 |
| S1 |
1.0954 |
1.0976 |
|