CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0796 |
-0.0097 |
-0.9% |
1.0892 |
| High |
1.0896 |
1.0822 |
-0.0074 |
-0.7% |
1.1020 |
| Low |
1.0787 |
1.0726 |
-0.0061 |
-0.6% |
1.0850 |
| Close |
1.0799 |
1.0733 |
-0.0066 |
-0.6% |
1.0875 |
| Range |
0.0110 |
0.0097 |
-0.0013 |
-11.9% |
0.0170 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,243 |
1,764 |
521 |
41.9% |
4,643 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0988 |
1.0786 |
|
| R3 |
1.0953 |
1.0891 |
1.0760 |
|
| R2 |
1.0857 |
1.0857 |
1.0751 |
|
| R1 |
1.0795 |
1.0795 |
1.0742 |
1.0778 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0752 |
| S1 |
1.0698 |
1.0698 |
1.0724 |
1.0681 |
| S2 |
1.0664 |
1.0664 |
1.0715 |
|
| S3 |
1.0567 |
1.0602 |
1.0706 |
|
| S4 |
1.0471 |
1.0505 |
1.0680 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1320 |
1.0969 |
|
| R3 |
1.1255 |
1.1150 |
1.0922 |
|
| R2 |
1.1085 |
1.1085 |
1.0906 |
|
| R1 |
1.0980 |
1.0980 |
1.0891 |
1.0948 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0899 |
| S1 |
1.0810 |
1.0810 |
1.0859 |
1.0778 |
| S2 |
1.0745 |
1.0745 |
1.0844 |
|
| S3 |
1.0575 |
1.0640 |
1.0828 |
|
| S4 |
1.0405 |
1.0470 |
1.0782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0726 |
0.0295 |
2.7% |
0.0093 |
0.9% |
3% |
False |
True |
1,373 |
| 10 |
1.1020 |
1.0726 |
0.0295 |
2.7% |
0.0088 |
0.8% |
3% |
False |
True |
1,165 |
| 20 |
1.1275 |
1.0726 |
0.0550 |
5.1% |
0.0082 |
0.8% |
1% |
False |
True |
868 |
| 40 |
1.1320 |
1.0726 |
0.0595 |
5.5% |
0.0089 |
0.8% |
1% |
False |
True |
982 |
| 60 |
1.1567 |
1.0726 |
0.0842 |
7.8% |
0.0080 |
0.7% |
1% |
False |
True |
735 |
| 80 |
1.1567 |
1.0726 |
0.0842 |
7.8% |
0.0071 |
0.7% |
1% |
False |
True |
578 |
| 100 |
1.1567 |
1.0726 |
0.0842 |
7.8% |
0.0065 |
0.6% |
1% |
False |
True |
465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1232 |
|
2.618 |
1.1075 |
|
1.618 |
1.0978 |
|
1.000 |
1.0919 |
|
0.618 |
1.0882 |
|
HIGH |
1.0822 |
|
0.618 |
1.0785 |
|
0.500 |
1.0774 |
|
0.382 |
1.0762 |
|
LOW |
1.0726 |
|
0.618 |
1.0666 |
|
1.000 |
1.0629 |
|
1.618 |
1.0569 |
|
2.618 |
1.0473 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0774 |
1.0832 |
| PP |
1.0760 |
1.0799 |
| S1 |
1.0747 |
1.0766 |
|