CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0637 |
-0.0085 |
-0.8% |
1.0892 |
| High |
1.0736 |
1.0643 |
-0.0093 |
-0.9% |
1.1020 |
| Low |
1.0602 |
1.0558 |
-0.0044 |
-0.4% |
1.0850 |
| Close |
1.0647 |
1.0590 |
-0.0057 |
-0.5% |
1.0875 |
| Range |
0.0134 |
0.0085 |
-0.0050 |
-36.9% |
0.0170 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,876 |
986 |
-890 |
-47.4% |
4,643 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0850 |
1.0805 |
1.0636 |
|
| R3 |
1.0766 |
1.0720 |
1.0613 |
|
| R2 |
1.0681 |
1.0681 |
1.0605 |
|
| R1 |
1.0636 |
1.0636 |
1.0598 |
1.0616 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0587 |
| S1 |
1.0551 |
1.0551 |
1.0582 |
1.0532 |
| S2 |
1.0512 |
1.0512 |
1.0575 |
|
| S3 |
1.0428 |
1.0467 |
1.0567 |
|
| S4 |
1.0343 |
1.0382 |
1.0544 |
|
|
| 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 |
1.0939 |
1.0558 |
0.0381 |
3.6% |
0.0100 |
0.9% |
8% |
False |
True |
1,509 |
| 10 |
1.1020 |
1.0558 |
0.0462 |
4.4% |
0.0094 |
0.9% |
7% |
False |
True |
1,177 |
| 20 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0082 |
0.8% |
4% |
False |
True |
910 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.8% |
0.0089 |
0.8% |
4% |
False |
True |
992 |
| 60 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0083 |
0.8% |
3% |
False |
True |
783 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0072 |
0.7% |
3% |
False |
True |
613 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0066 |
0.6% |
3% |
False |
True |
494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0864 |
|
1.618 |
1.0779 |
|
1.000 |
1.0727 |
|
0.618 |
1.0695 |
|
HIGH |
1.0643 |
|
0.618 |
1.0610 |
|
0.500 |
1.0600 |
|
0.382 |
1.0590 |
|
LOW |
1.0558 |
|
0.618 |
1.0506 |
|
1.000 |
1.0474 |
|
1.618 |
1.0421 |
|
2.618 |
1.0337 |
|
4.250 |
1.0199 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0690 |
| PP |
1.0597 |
1.0657 |
| S1 |
1.0593 |
1.0623 |
|