CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0909 |
1.0977 |
0.0068 |
0.6% |
1.1116 |
| High |
1.0977 |
1.1010 |
0.0033 |
0.3% |
1.1116 |
| Low |
1.0899 |
1.0844 |
-0.0055 |
-0.5% |
1.0927 |
| Close |
1.0971 |
1.0917 |
-0.0054 |
-0.5% |
1.0975 |
| Range |
0.0079 |
0.0166 |
0.0088 |
111.5% |
0.0189 |
| ATR |
0.0079 |
0.0086 |
0.0006 |
7.8% |
0.0000 |
| Volume |
880 |
1,258 |
378 |
43.0% |
1,921 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1335 |
1.1008 |
|
| R3 |
1.1255 |
1.1169 |
1.0963 |
|
| R2 |
1.1089 |
1.1089 |
1.0947 |
|
| R1 |
1.1003 |
1.1003 |
1.0932 |
1.0963 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0903 |
| S1 |
1.0837 |
1.0837 |
1.0902 |
1.0797 |
| S2 |
1.0757 |
1.0757 |
1.0887 |
|
| S3 |
1.0591 |
1.0671 |
1.0871 |
|
| S4 |
1.0425 |
1.0505 |
1.0826 |
|
|
| 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 |
1.1021 |
1.0844 |
0.0178 |
1.6% |
0.0085 |
0.8% |
41% |
False |
True |
999 |
| 10 |
1.1166 |
1.0844 |
0.0322 |
2.9% |
0.0074 |
0.7% |
23% |
False |
True |
701 |
| 20 |
1.1275 |
1.0844 |
0.0432 |
4.0% |
0.0076 |
0.7% |
17% |
False |
True |
756 |
| 40 |
1.1478 |
1.0844 |
0.0635 |
5.8% |
0.0090 |
0.8% |
12% |
False |
True |
869 |
| 60 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0076 |
0.7% |
10% |
False |
True |
623 |
| 80 |
1.1567 |
1.0844 |
0.0724 |
6.6% |
0.0067 |
0.6% |
10% |
False |
True |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1715 |
|
2.618 |
1.1444 |
|
1.618 |
1.1278 |
|
1.000 |
1.1176 |
|
0.618 |
1.1112 |
|
HIGH |
1.1010 |
|
0.618 |
1.0946 |
|
0.500 |
1.0927 |
|
0.382 |
1.0907 |
|
LOW |
1.0844 |
|
0.618 |
1.0741 |
|
1.000 |
1.0678 |
|
1.618 |
1.0575 |
|
2.618 |
1.0409 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0927 |
| PP |
1.0923 |
1.0923 |
| S1 |
1.0920 |
1.0920 |
|