CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1437 |
1.1352 |
-0.0086 |
-0.7% |
1.1464 |
| High |
1.1437 |
1.1377 |
-0.0061 |
-0.5% |
1.1504 |
| Low |
1.1336 |
1.1288 |
-0.0049 |
-0.4% |
1.1336 |
| Close |
1.1343 |
1.1303 |
-0.0041 |
-0.4% |
1.1343 |
| Range |
0.0101 |
0.0089 |
-0.0012 |
-11.9% |
0.0168 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.7% |
0.0000 |
| Volume |
213,205 |
196,923 |
-16,282 |
-7.6% |
918,956 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1535 |
1.1351 |
|
| R3 |
1.1500 |
1.1446 |
1.1327 |
|
| R2 |
1.1411 |
1.1411 |
1.1319 |
|
| R1 |
1.1357 |
1.1357 |
1.1311 |
1.1340 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1314 |
| S1 |
1.1268 |
1.1268 |
1.1294 |
1.1251 |
| S2 |
1.1233 |
1.1233 |
1.1286 |
|
| S3 |
1.1144 |
1.1179 |
1.1278 |
|
| S4 |
1.1055 |
1.1090 |
1.1254 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1787 |
1.1435 |
|
| R3 |
1.1729 |
1.1620 |
1.1389 |
|
| R2 |
1.1562 |
1.1562 |
1.1374 |
|
| R1 |
1.1452 |
1.1452 |
1.1358 |
1.1423 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1380 |
| S1 |
1.1285 |
1.1285 |
1.1328 |
1.1256 |
| S2 |
1.1227 |
1.1227 |
1.1312 |
|
| S3 |
1.1059 |
1.1117 |
1.1297 |
|
| S4 |
1.0892 |
1.0950 |
1.1251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1504 |
1.1288 |
0.0216 |
1.9% |
0.0082 |
0.7% |
7% |
False |
True |
186,865 |
| 10 |
1.1504 |
1.1230 |
0.0274 |
2.4% |
0.0083 |
0.7% |
27% |
False |
False |
199,311 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0080 |
0.7% |
46% |
False |
False |
192,087 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0075 |
0.7% |
46% |
False |
False |
165,125 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.7% |
46% |
False |
False |
141,348 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0071 |
0.6% |
29% |
False |
False |
106,283 |
| 100 |
1.1795 |
1.1131 |
0.0664 |
5.9% |
0.0066 |
0.6% |
26% |
False |
False |
85,134 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0063 |
0.6% |
21% |
False |
False |
71,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1755 |
|
2.618 |
1.1610 |
|
1.618 |
1.1521 |
|
1.000 |
1.1466 |
|
0.618 |
1.1432 |
|
HIGH |
1.1377 |
|
0.618 |
1.1343 |
|
0.500 |
1.1332 |
|
0.382 |
1.1321 |
|
LOW |
1.1288 |
|
0.618 |
1.1232 |
|
1.000 |
1.1199 |
|
1.618 |
1.1143 |
|
2.618 |
1.1054 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1396 |
| PP |
1.1322 |
1.1365 |
| S1 |
1.1312 |
1.1334 |
|