CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1125 |
-0.0099 |
-0.9% |
1.1324 |
| High |
1.1237 |
1.1146 |
-0.0091 |
-0.8% |
1.1397 |
| Low |
1.1094 |
1.1060 |
-0.0034 |
-0.3% |
1.1111 |
| Close |
1.1127 |
1.1126 |
-0.0001 |
0.0% |
1.1268 |
| Range |
0.0143 |
0.0086 |
-0.0057 |
-39.9% |
0.0286 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
254,228 |
270,057 |
15,829 |
6.2% |
1,038,543 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1369 |
1.1333 |
1.1173 |
|
| R3 |
1.1283 |
1.1247 |
1.1150 |
|
| R2 |
1.1197 |
1.1197 |
1.1142 |
|
| R1 |
1.1161 |
1.1161 |
1.1134 |
1.1179 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1120 |
| S1 |
1.1075 |
1.1075 |
1.1118 |
1.1093 |
| S2 |
1.1025 |
1.1025 |
1.1110 |
|
| S3 |
1.0939 |
1.0989 |
1.1102 |
|
| S4 |
1.0853 |
1.0903 |
1.1079 |
|
|
| 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 |
1.1313 |
1.1060 |
0.0253 |
2.3% |
0.0129 |
1.2% |
26% |
False |
True |
280,667 |
| 10 |
1.1402 |
1.1060 |
0.0342 |
3.1% |
0.0098 |
0.9% |
19% |
False |
True |
225,994 |
| 20 |
1.1504 |
1.1060 |
0.0444 |
4.0% |
0.0091 |
0.8% |
15% |
False |
True |
211,900 |
| 40 |
1.1504 |
1.1060 |
0.0444 |
4.0% |
0.0081 |
0.7% |
15% |
False |
True |
191,486 |
| 60 |
1.1504 |
1.1060 |
0.0444 |
4.0% |
0.0078 |
0.7% |
15% |
False |
True |
179,920 |
| 80 |
1.1645 |
1.1060 |
0.0585 |
5.3% |
0.0076 |
0.7% |
11% |
False |
True |
136,474 |
| 100 |
1.1732 |
1.1060 |
0.0672 |
6.0% |
0.0071 |
0.6% |
10% |
False |
True |
109,316 |
| 120 |
1.1897 |
1.1060 |
0.0837 |
7.5% |
0.0068 |
0.6% |
8% |
False |
True |
91,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1371 |
|
1.618 |
1.1285 |
|
1.000 |
1.1232 |
|
0.618 |
1.1199 |
|
HIGH |
1.1146 |
|
0.618 |
1.1113 |
|
0.500 |
1.1103 |
|
0.382 |
1.1093 |
|
LOW |
1.1060 |
|
0.618 |
1.1007 |
|
1.000 |
1.0974 |
|
1.618 |
1.0921 |
|
2.618 |
1.0835 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1156 |
| PP |
1.1111 |
1.1146 |
| S1 |
1.1103 |
1.1136 |
|