CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1122 |
1.1068 |
-0.0054 |
-0.5% |
1.1164 |
| High |
1.1125 |
1.1070 |
-0.0056 |
-0.5% |
1.1252 |
| Low |
1.1035 |
1.0888 |
-0.0148 |
-1.3% |
1.0888 |
| Close |
1.1060 |
1.0913 |
-0.0147 |
-1.3% |
1.0913 |
| Range |
0.0090 |
0.0182 |
0.0092 |
102.2% |
0.0365 |
| ATR |
0.0093 |
0.0100 |
0.0006 |
6.8% |
0.0000 |
| Volume |
192,381 |
297,263 |
104,882 |
54.5% |
1,280,778 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1390 |
1.1013 |
|
| R3 |
1.1321 |
1.1208 |
1.0963 |
|
| R2 |
1.1139 |
1.1139 |
1.0946 |
|
| R1 |
1.1026 |
1.1026 |
1.0930 |
1.0991 |
| PP |
1.0957 |
1.0957 |
1.0957 |
1.0939 |
| S1 |
1.0844 |
1.0844 |
1.0896 |
1.0809 |
| S2 |
1.0775 |
1.0775 |
1.0880 |
|
| S3 |
1.0593 |
1.0662 |
1.0863 |
|
| S4 |
1.0411 |
1.0480 |
1.0813 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2111 |
1.1877 |
1.1113 |
|
| R3 |
1.1747 |
1.1512 |
1.1013 |
|
| R2 |
1.1382 |
1.1382 |
1.0980 |
|
| R1 |
1.1148 |
1.1148 |
1.0946 |
1.1083 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.0985 |
| S1 |
1.0783 |
1.0783 |
1.0880 |
1.0718 |
| S2 |
1.0653 |
1.0653 |
1.0846 |
|
| S3 |
1.0289 |
1.0419 |
1.0813 |
|
| S4 |
0.9924 |
1.0054 |
1.0713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1252 |
1.0888 |
0.0365 |
3.3% |
0.0121 |
1.1% |
7% |
False |
True |
256,155 |
| 10 |
1.1397 |
1.0888 |
0.0509 |
4.7% |
0.0114 |
1.0% |
5% |
False |
True |
245,074 |
| 20 |
1.1504 |
1.0888 |
0.0616 |
5.6% |
0.0092 |
0.8% |
4% |
False |
True |
213,507 |
| 40 |
1.1504 |
1.0888 |
0.0616 |
5.6% |
0.0085 |
0.8% |
4% |
False |
True |
196,145 |
| 60 |
1.1504 |
1.0888 |
0.0616 |
5.6% |
0.0080 |
0.7% |
4% |
False |
True |
183,885 |
| 80 |
1.1645 |
1.0888 |
0.0757 |
6.9% |
0.0078 |
0.7% |
3% |
False |
True |
142,575 |
| 100 |
1.1732 |
1.0888 |
0.0844 |
7.7% |
0.0073 |
0.7% |
3% |
False |
True |
114,206 |
| 120 |
1.1892 |
1.0888 |
0.1005 |
9.2% |
0.0069 |
0.6% |
3% |
False |
True |
95,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1843 |
|
2.618 |
1.1546 |
|
1.618 |
1.1364 |
|
1.000 |
1.1252 |
|
0.618 |
1.1182 |
|
HIGH |
1.1070 |
|
0.618 |
1.1000 |
|
0.500 |
1.0979 |
|
0.382 |
1.0957 |
|
LOW |
1.0888 |
|
0.618 |
1.0775 |
|
1.000 |
1.0706 |
|
1.618 |
1.0593 |
|
2.618 |
1.0411 |
|
4.250 |
1.0114 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.1017 |
| PP |
1.0957 |
1.0982 |
| S1 |
1.0935 |
1.0948 |
|