CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 29-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2022 |
29-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0582 |
-0.0056 |
-0.5% |
1.0893 |
| High |
1.0643 |
1.0678 |
0.0035 |
0.3% |
1.0896 |
| Low |
1.0558 |
1.0577 |
0.0019 |
0.2% |
1.0558 |
| Close |
1.0590 |
1.0656 |
0.0066 |
0.6% |
1.0656 |
| Range |
0.0085 |
0.0101 |
0.0017 |
19.5% |
0.0338 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.0% |
0.0000 |
| Volume |
986 |
1,162 |
176 |
17.8% |
7,031 |
|
| Daily Pivots for day following 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0899 |
1.0711 |
|
| R3 |
1.0839 |
1.0798 |
1.0683 |
|
| R2 |
1.0738 |
1.0738 |
1.0674 |
|
| R1 |
1.0697 |
1.0697 |
1.0665 |
1.0717 |
| PP |
1.0637 |
1.0637 |
1.0637 |
1.0647 |
| S1 |
1.0596 |
1.0596 |
1.0646 |
1.0616 |
| S2 |
1.0536 |
1.0536 |
1.0637 |
|
| S3 |
1.0435 |
1.0495 |
1.0628 |
|
| S4 |
1.0334 |
1.0394 |
1.0600 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1524 |
1.0841 |
|
| R3 |
1.1379 |
1.1186 |
1.0748 |
|
| R2 |
1.1041 |
1.1041 |
1.0717 |
|
| R1 |
1.0848 |
1.0848 |
1.0686 |
1.0776 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0667 |
| S1 |
1.0510 |
1.0510 |
1.0625 |
1.0438 |
| S2 |
1.0365 |
1.0365 |
1.0594 |
|
| S3 |
1.0027 |
1.0172 |
1.0563 |
|
| S4 |
0.9689 |
0.9834 |
1.0470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0896 |
1.0558 |
0.0338 |
3.2% |
0.0105 |
1.0% |
29% |
False |
False |
1,406 |
| 10 |
1.1020 |
1.0558 |
0.0462 |
4.3% |
0.0088 |
0.8% |
21% |
False |
False |
1,167 |
| 20 |
1.1166 |
1.0558 |
0.0608 |
5.7% |
0.0081 |
0.8% |
16% |
False |
False |
934 |
| 40 |
1.1275 |
1.0558 |
0.0717 |
6.7% |
0.0089 |
0.8% |
14% |
False |
False |
1,012 |
| 60 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0084 |
0.8% |
10% |
False |
False |
797 |
| 80 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0073 |
0.7% |
10% |
False |
False |
628 |
| 100 |
1.1567 |
1.0558 |
0.1009 |
9.5% |
0.0067 |
0.6% |
10% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.0942 |
|
1.618 |
1.0841 |
|
1.000 |
1.0779 |
|
0.618 |
1.0740 |
|
HIGH |
1.0678 |
|
0.618 |
1.0639 |
|
0.500 |
1.0627 |
|
0.382 |
1.0615 |
|
LOW |
1.0577 |
|
0.618 |
1.0514 |
|
1.000 |
1.0476 |
|
1.618 |
1.0413 |
|
2.618 |
1.0312 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 29-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0646 |
1.0653 |
| PP |
1.0637 |
1.0650 |
| S1 |
1.0627 |
1.0647 |
|