CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0722 |
-0.0074 |
-0.7% |
1.0892 |
| High |
1.0822 |
1.0736 |
-0.0087 |
-0.8% |
1.1020 |
| Low |
1.0726 |
1.0602 |
-0.0124 |
-1.2% |
1.0850 |
| Close |
1.0733 |
1.0647 |
-0.0087 |
-0.8% |
1.0875 |
| Range |
0.0097 |
0.0134 |
0.0038 |
38.9% |
0.0170 |
| ATR |
0.0085 |
0.0088 |
0.0004 |
4.1% |
0.0000 |
| Volume |
1,764 |
1,876 |
112 |
6.3% |
4,643 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.0989 |
1.0720 |
|
| R3 |
1.0929 |
1.0855 |
1.0683 |
|
| R2 |
1.0795 |
1.0795 |
1.0671 |
|
| R1 |
1.0721 |
1.0721 |
1.0659 |
1.0691 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0646 |
| S1 |
1.0587 |
1.0587 |
1.0634 |
1.0557 |
| S2 |
1.0527 |
1.0527 |
1.0622 |
|
| S3 |
1.0393 |
1.0453 |
1.0610 |
|
| S4 |
1.0259 |
1.0319 |
1.0573 |
|
|
| 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 |
1.0602 |
0.0419 |
3.9% |
0.0105 |
1.0% |
11% |
False |
True |
1,553 |
| 10 |
1.1020 |
1.0602 |
0.0419 |
3.9% |
0.0093 |
0.9% |
11% |
False |
True |
1,166 |
| 20 |
1.1275 |
1.0602 |
0.0674 |
6.3% |
0.0080 |
0.8% |
7% |
False |
True |
911 |
| 40 |
1.1275 |
1.0602 |
0.0674 |
6.3% |
0.0089 |
0.8% |
7% |
False |
True |
1,012 |
| 60 |
1.1567 |
1.0602 |
0.0966 |
9.1% |
0.0082 |
0.8% |
5% |
False |
True |
767 |
| 80 |
1.1567 |
1.0602 |
0.0966 |
9.1% |
0.0072 |
0.7% |
5% |
False |
True |
601 |
| 100 |
1.1567 |
1.0602 |
0.0966 |
9.1% |
0.0066 |
0.6% |
5% |
False |
True |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1305 |
|
2.618 |
1.1086 |
|
1.618 |
1.0952 |
|
1.000 |
1.0870 |
|
0.618 |
1.0818 |
|
HIGH |
1.0736 |
|
0.618 |
1.0684 |
|
0.500 |
1.0669 |
|
0.382 |
1.0653 |
|
LOW |
1.0602 |
|
0.618 |
1.0519 |
|
1.000 |
1.0468 |
|
1.618 |
1.0385 |
|
2.618 |
1.0251 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0669 |
1.0749 |
| PP |
1.0661 |
1.0715 |
| S1 |
1.0654 |
1.0681 |
|