CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.0954 |
-0.0086 |
-0.8% |
1.1186 |
| High |
1.1040 |
1.1076 |
0.0037 |
0.3% |
1.1193 |
| Low |
1.1040 |
1.0918 |
-0.0122 |
-1.1% |
1.1000 |
| Close |
1.1040 |
1.0987 |
-0.0053 |
-0.5% |
1.1046 |
| Range |
0.0000 |
0.0159 |
0.0159 |
|
0.0194 |
| ATR |
0.0066 |
0.0072 |
0.0007 |
10.1% |
0.0000 |
| Volume |
118 |
461 |
343 |
290.7% |
843 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1387 |
1.1074 |
|
| R3 |
1.1311 |
1.1228 |
1.1031 |
|
| R2 |
1.1152 |
1.1152 |
1.1016 |
|
| R1 |
1.1070 |
1.1070 |
1.1002 |
1.1111 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.1014 |
| S1 |
1.0911 |
1.0911 |
1.0972 |
1.0952 |
| S2 |
1.0835 |
1.0835 |
1.0958 |
|
| S3 |
1.0677 |
1.0753 |
1.0943 |
|
| S4 |
1.0518 |
1.0594 |
1.0900 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1546 |
1.1152 |
|
| R3 |
1.1466 |
1.1353 |
1.1099 |
|
| R2 |
1.1273 |
1.1273 |
1.1081 |
|
| R1 |
1.1159 |
1.1159 |
1.1063 |
1.1119 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1059 |
| S1 |
1.0966 |
1.0966 |
1.1028 |
1.0926 |
| S2 |
1.0886 |
1.0886 |
1.1010 |
|
| S3 |
1.0692 |
1.0772 |
1.0992 |
|
| S4 |
1.0499 |
1.0579 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1076 |
1.0918 |
0.0159 |
1.4% |
0.0049 |
0.4% |
44% |
True |
True |
320 |
| 10 |
1.1234 |
1.0918 |
0.0317 |
2.9% |
0.0045 |
0.4% |
22% |
False |
True |
217 |
| 20 |
1.1330 |
1.0918 |
0.0412 |
3.7% |
0.0053 |
0.5% |
17% |
False |
True |
210 |
| 40 |
1.1524 |
1.0918 |
0.0607 |
5.5% |
0.0072 |
0.7% |
11% |
False |
True |
324 |
| 60 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0059 |
0.5% |
10% |
False |
True |
243 |
| 80 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0050 |
0.5% |
10% |
False |
True |
195 |
| 100 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0046 |
0.4% |
10% |
False |
True |
163 |
| 120 |
1.1809 |
1.0918 |
0.0891 |
8.1% |
0.0042 |
0.4% |
8% |
False |
True |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1750 |
|
2.618 |
1.1491 |
|
1.618 |
1.1332 |
|
1.000 |
1.1235 |
|
0.618 |
1.1174 |
|
HIGH |
1.1076 |
|
0.618 |
1.1015 |
|
0.500 |
1.0997 |
|
0.382 |
1.0978 |
|
LOW |
1.0918 |
|
0.618 |
1.0820 |
|
1.000 |
1.0759 |
|
1.618 |
1.0661 |
|
2.618 |
1.0503 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0997 |
| PP |
1.0994 |
1.0994 |
| S1 |
1.0990 |
1.0990 |
|