CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 19-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2022 |
19-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0865 |
-0.0027 |
-0.2% |
1.0993 |
| High |
1.0902 |
1.0898 |
-0.0005 |
0.0% |
1.1021 |
| Low |
1.0858 |
1.0850 |
-0.0008 |
-0.1% |
1.0844 |
| Close |
1.0872 |
1.0879 |
0.0007 |
0.1% |
1.0917 |
| Range |
0.0044 |
0.0048 |
0.0004 |
8.0% |
0.0178 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
367 |
414 |
47 |
12.8% |
4,398 |
|
| Daily Pivots for day following 19-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0996 |
1.0905 |
|
| R3 |
1.0970 |
1.0948 |
1.0892 |
|
| R2 |
1.0923 |
1.0923 |
1.0887 |
|
| R1 |
1.0901 |
1.0901 |
1.0883 |
1.0912 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0881 |
| S1 |
1.0853 |
1.0853 |
1.0874 |
1.0864 |
| S2 |
1.0828 |
1.0828 |
1.0870 |
|
| S3 |
1.0780 |
1.0806 |
1.0865 |
|
| S4 |
1.0733 |
1.0758 |
1.0852 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1366 |
1.1015 |
|
| R3 |
1.1282 |
1.1188 |
1.0966 |
|
| R2 |
1.1105 |
1.1105 |
1.0950 |
|
| R1 |
1.1011 |
1.1011 |
1.0933 |
1.0969 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0906 |
| S1 |
1.0833 |
1.0833 |
1.0901 |
1.0792 |
| S2 |
1.0750 |
1.0750 |
1.0884 |
|
| S3 |
1.0572 |
1.0656 |
1.0868 |
|
| S4 |
1.0395 |
1.0478 |
1.0819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1010 |
1.0844 |
0.0166 |
1.5% |
0.0083 |
0.8% |
21% |
False |
False |
957 |
| 10 |
1.1072 |
1.0844 |
0.0229 |
2.1% |
0.0073 |
0.7% |
15% |
False |
False |
679 |
| 20 |
1.1275 |
1.0844 |
0.0432 |
4.0% |
0.0073 |
0.7% |
8% |
False |
False |
749 |
| 40 |
1.1478 |
1.0844 |
0.0635 |
5.8% |
0.0090 |
0.8% |
6% |
False |
False |
883 |
| 60 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0076 |
0.7% |
5% |
False |
False |
630 |
| 80 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0068 |
0.6% |
5% |
False |
False |
493 |
| 100 |
1.1567 |
1.0844 |
0.0724 |
6.7% |
0.0062 |
0.6% |
5% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.1022 |
|
1.618 |
1.0974 |
|
1.000 |
1.0945 |
|
0.618 |
1.0927 |
|
HIGH |
1.0898 |
|
0.618 |
1.0879 |
|
0.500 |
1.0874 |
|
0.382 |
1.0868 |
|
LOW |
1.0850 |
|
0.618 |
1.0821 |
|
1.000 |
1.0803 |
|
1.618 |
1.0773 |
|
2.618 |
1.0726 |
|
4.250 |
1.0648 |
|
|
| Fisher Pivots for day following 19-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0927 |
| PP |
1.0875 |
1.0911 |
| S1 |
1.0874 |
1.0895 |
|