CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 16-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2022 |
16-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1363 |
0.0050 |
0.4% |
1.1464 |
| High |
1.1375 |
1.1402 |
0.0028 |
0.2% |
1.1504 |
| Low |
1.1310 |
1.1352 |
0.0042 |
0.4% |
1.1336 |
| Close |
1.1366 |
1.1396 |
0.0030 |
0.3% |
1.1343 |
| Range |
0.0065 |
0.0051 |
-0.0014 |
-21.7% |
0.0168 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
164,346 |
133,192 |
-31,154 |
-19.0% |
918,956 |
|
| Daily Pivots for day following 16-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1516 |
1.1424 |
|
| R3 |
1.1484 |
1.1465 |
1.1410 |
|
| R2 |
1.1434 |
1.1434 |
1.1405 |
|
| R1 |
1.1415 |
1.1415 |
1.1401 |
1.1424 |
| PP |
1.1383 |
1.1383 |
1.1383 |
1.1388 |
| S1 |
1.1364 |
1.1364 |
1.1391 |
1.1374 |
| S2 |
1.1333 |
1.1333 |
1.1387 |
|
| S3 |
1.1282 |
1.1314 |
1.1382 |
|
| S4 |
1.1232 |
1.1263 |
1.1368 |
|
|
| 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% |
0.0085 |
0.7% |
50% |
False |
False |
194,310 |
| 10 |
1.1504 |
1.1275 |
0.0229 |
2.0% |
0.0083 |
0.7% |
53% |
False |
False |
193,654 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0078 |
0.7% |
71% |
False |
False |
185,092 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
71% |
False |
False |
166,007 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
71% |
False |
False |
146,239 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0072 |
0.6% |
44% |
False |
False |
109,990 |
| 100 |
1.1768 |
1.1131 |
0.0638 |
5.6% |
0.0066 |
0.6% |
42% |
False |
False |
88,100 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.2% |
0.0063 |
0.6% |
32% |
False |
False |
73,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1617 |
|
2.618 |
1.1534 |
|
1.618 |
1.1484 |
|
1.000 |
1.1453 |
|
0.618 |
1.1433 |
|
HIGH |
1.1402 |
|
0.618 |
1.1383 |
|
0.500 |
1.1377 |
|
0.382 |
1.1371 |
|
LOW |
1.1352 |
|
0.618 |
1.1320 |
|
1.000 |
1.1301 |
|
1.618 |
1.1270 |
|
2.618 |
1.1219 |
|
4.250 |
1.1137 |
|
|
| Fisher Pivots for day following 16-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1390 |
1.1379 |
| PP |
1.1383 |
1.1362 |
| S1 |
1.1377 |
1.1345 |
|