CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 19-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2022 |
19-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0961 |
0.0006 |
0.1% |
1.1044 |
| High |
1.0955 |
1.0966 |
0.0011 |
0.1% |
1.1076 |
| Low |
1.0943 |
1.0944 |
0.0002 |
0.0% |
1.0918 |
| Close |
1.0943 |
1.0951 |
0.0009 |
0.1% |
1.0987 |
| Range |
0.0013 |
0.0022 |
0.0009 |
72.0% |
0.0159 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
3 |
213 |
210 |
7,000.0% |
1,112 |
|
| Daily Pivots for day following 19-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.1006 |
1.0963 |
|
| R3 |
1.0997 |
1.0985 |
1.0957 |
|
| R2 |
1.0975 |
1.0975 |
1.0955 |
|
| R1 |
1.0963 |
1.0963 |
1.0953 |
1.0958 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0951 |
| S1 |
1.0942 |
1.0942 |
1.0949 |
1.0937 |
| S2 |
1.0932 |
1.0932 |
1.0947 |
|
| S3 |
1.0911 |
1.0920 |
1.0945 |
|
| S4 |
1.0889 |
1.0899 |
1.0939 |
|
|
| Weekly Pivots for week ending 15-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 |
1.1032 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0975 |
| S1 |
1.0911 |
1.0911 |
1.0972 |
1.0873 |
| S2 |
1.0835 |
1.0835 |
1.0958 |
|
| S3 |
1.0677 |
1.0753 |
1.0943 |
|
| S4 |
1.0518 |
1.0594 |
1.0900 |
|
|
| 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% |
0.0040 |
0.4% |
21% |
False |
False |
171 |
| 10 |
1.1116 |
1.0918 |
0.0199 |
1.8% |
0.0038 |
0.3% |
17% |
False |
False |
207 |
| 20 |
1.1330 |
1.0918 |
0.0412 |
3.8% |
0.0048 |
0.4% |
8% |
False |
False |
219 |
| 40 |
1.1510 |
1.0918 |
0.0592 |
5.4% |
0.0070 |
0.6% |
6% |
False |
False |
327 |
| 60 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0059 |
0.5% |
5% |
False |
False |
246 |
| 80 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0050 |
0.5% |
5% |
False |
False |
198 |
| 100 |
1.1611 |
1.0918 |
0.0693 |
6.3% |
0.0046 |
0.4% |
5% |
False |
False |
163 |
| 120 |
1.1809 |
1.0918 |
0.0891 |
8.1% |
0.0043 |
0.4% |
4% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.1022 |
|
1.618 |
1.1000 |
|
1.000 |
1.0987 |
|
0.618 |
1.0979 |
|
HIGH |
1.0966 |
|
0.618 |
1.0957 |
|
0.500 |
1.0955 |
|
0.382 |
1.0952 |
|
LOW |
1.0944 |
|
0.618 |
1.0931 |
|
1.000 |
1.0923 |
|
1.618 |
1.0909 |
|
2.618 |
1.0888 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 19-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0955 |
1.0997 |
| PP |
1.0954 |
1.0982 |
| S1 |
1.0952 |
1.0966 |
|