CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1310 |
1.1200 |
-0.0110 |
-1.0% |
1.1324 |
| High |
1.1313 |
1.1279 |
-0.0035 |
-0.3% |
1.1397 |
| Low |
1.1111 |
1.1170 |
0.0060 |
0.5% |
1.1111 |
| Close |
1.1191 |
1.1268 |
0.0077 |
0.7% |
1.1268 |
| Range |
0.0203 |
0.0109 |
-0.0094 |
-46.4% |
0.0286 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
1.8% |
0.0000 |
| Volume |
375,205 |
236,997 |
-138,208 |
-36.8% |
1,038,543 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1524 |
1.1327 |
|
| R3 |
1.1456 |
1.1416 |
1.1297 |
|
| R2 |
1.1347 |
1.1347 |
1.1287 |
|
| R1 |
1.1307 |
1.1307 |
1.1277 |
1.1327 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1249 |
| S1 |
1.1199 |
1.1199 |
1.1258 |
1.1219 |
| S2 |
1.1130 |
1.1130 |
1.1248 |
|
| S3 |
1.1022 |
1.1090 |
1.1238 |
|
| S4 |
1.0913 |
1.0982 |
1.1208 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.1978 |
1.1425 |
|
| R3 |
1.1830 |
1.1692 |
1.1346 |
|
| R2 |
1.1544 |
1.1544 |
1.1320 |
|
| R1 |
1.1406 |
1.1406 |
1.1294 |
1.1332 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1221 |
| S1 |
1.1120 |
1.1120 |
1.1241 |
1.1046 |
| S2 |
1.0972 |
1.0972 |
1.1215 |
|
| S3 |
1.0686 |
1.0834 |
1.1189 |
|
| S4 |
1.0400 |
1.0548 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1397 |
1.1111 |
0.0286 |
2.5% |
0.0107 |
1.0% |
55% |
False |
False |
233,993 |
| 10 |
1.1437 |
1.1111 |
0.0327 |
2.9% |
0.0091 |
0.8% |
48% |
False |
False |
204,328 |
| 20 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0086 |
0.8% |
40% |
False |
False |
200,296 |
| 40 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0079 |
0.7% |
40% |
False |
False |
181,664 |
| 60 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0075 |
0.7% |
40% |
False |
False |
167,952 |
| 80 |
1.1652 |
1.1111 |
0.0541 |
4.8% |
0.0074 |
0.7% |
29% |
False |
False |
126,621 |
| 100 |
1.1732 |
1.1111 |
0.0621 |
5.5% |
0.0069 |
0.6% |
25% |
False |
False |
101,415 |
| 120 |
1.1931 |
1.1111 |
0.0820 |
7.3% |
0.0066 |
0.6% |
19% |
False |
False |
84,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1740 |
|
2.618 |
1.1563 |
|
1.618 |
1.1454 |
|
1.000 |
1.1387 |
|
0.618 |
1.1346 |
|
HIGH |
1.1279 |
|
0.618 |
1.1237 |
|
0.500 |
1.1224 |
|
0.382 |
1.1211 |
|
LOW |
1.1170 |
|
0.618 |
1.1103 |
|
1.000 |
1.1062 |
|
1.618 |
1.0994 |
|
2.618 |
1.0886 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1257 |
| PP |
1.1239 |
1.1247 |
| S1 |
1.1224 |
1.1237 |
|