CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0961 |
-0.0032 |
-0.3% |
1.1116 |
| High |
1.1021 |
1.0991 |
-0.0030 |
-0.3% |
1.1116 |
| Low |
1.0975 |
1.0910 |
-0.0065 |
-0.6% |
1.0927 |
| Close |
1.0980 |
1.0918 |
-0.0063 |
-0.6% |
1.0975 |
| Range |
0.0047 |
0.0081 |
0.0035 |
74.2% |
0.0189 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.1% |
0.0000 |
| Volume |
392 |
1,868 |
1,476 |
376.5% |
1,921 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1131 |
1.0962 |
|
| R3 |
1.1102 |
1.1050 |
1.0940 |
|
| R2 |
1.1021 |
1.1021 |
1.0932 |
|
| R1 |
1.0969 |
1.0969 |
1.0925 |
1.0954 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0932 |
| S1 |
1.0888 |
1.0888 |
1.0910 |
1.0873 |
| S2 |
1.0859 |
1.0859 |
1.0903 |
|
| S3 |
1.0778 |
1.0807 |
1.0895 |
|
| S4 |
1.0697 |
1.0726 |
1.0873 |
|
|
| 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 |
1.1031 |
1.0910 |
0.0121 |
1.1% |
0.0063 |
0.6% |
6% |
False |
True |
679 |
| 10 |
1.1275 |
1.0910 |
0.0365 |
3.3% |
0.0067 |
0.6% |
2% |
False |
True |
656 |
| 20 |
1.1275 |
1.0910 |
0.0365 |
3.3% |
0.0075 |
0.7% |
2% |
False |
True |
712 |
| 40 |
1.1487 |
1.0910 |
0.0577 |
5.3% |
0.0085 |
0.8% |
1% |
False |
True |
826 |
| 60 |
1.1567 |
1.0910 |
0.0657 |
6.0% |
0.0074 |
0.7% |
1% |
False |
True |
593 |
| 80 |
1.1567 |
1.0910 |
0.0657 |
6.0% |
0.0066 |
0.6% |
1% |
False |
True |
459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1203 |
|
1.618 |
1.1122 |
|
1.000 |
1.1072 |
|
0.618 |
1.1041 |
|
HIGH |
1.0991 |
|
0.618 |
1.0960 |
|
0.500 |
1.0951 |
|
0.382 |
1.0941 |
|
LOW |
1.0910 |
|
0.618 |
1.0860 |
|
1.000 |
1.0829 |
|
1.618 |
1.0779 |
|
2.618 |
1.0698 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0966 |
| PP |
1.0940 |
1.0950 |
| S1 |
1.0929 |
1.0934 |
|