CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1068 |
1.0928 |
-0.0140 |
-1.3% |
1.1164 |
| High |
1.1070 |
1.0934 |
-0.0136 |
-1.2% |
1.1252 |
| Low |
1.0888 |
1.0807 |
-0.0081 |
-0.7% |
1.0888 |
| Close |
1.0913 |
1.0849 |
-0.0065 |
-0.6% |
1.0913 |
| Range |
0.0182 |
0.0128 |
-0.0055 |
-29.9% |
0.0365 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.0% |
0.0000 |
| Volume |
297,263 |
358,901 |
61,638 |
20.7% |
1,280,778 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1175 |
1.0919 |
|
| R3 |
1.1118 |
1.1047 |
1.0884 |
|
| R2 |
1.0991 |
1.0991 |
1.0872 |
|
| R1 |
1.0920 |
1.0920 |
1.0860 |
1.0891 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0849 |
| S1 |
1.0792 |
1.0792 |
1.0837 |
1.0764 |
| S2 |
1.0736 |
1.0736 |
1.0825 |
|
| S3 |
1.0608 |
1.0665 |
1.0813 |
|
| S4 |
1.0481 |
1.0537 |
1.0778 |
|
|
| 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 |
1.1237 |
1.0807 |
0.0430 |
4.0% |
0.0126 |
1.2% |
10% |
False |
True |
274,566 |
| 10 |
1.1397 |
1.0807 |
0.0590 |
5.4% |
0.0121 |
1.1% |
7% |
False |
True |
267,822 |
| 20 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0095 |
0.9% |
6% |
False |
True |
219,435 |
| 40 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0087 |
0.8% |
6% |
False |
True |
201,694 |
| 60 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0081 |
0.7% |
6% |
False |
True |
185,553 |
| 80 |
1.1628 |
1.0807 |
0.0822 |
7.6% |
0.0079 |
0.7% |
5% |
False |
True |
147,053 |
| 100 |
1.1732 |
1.0807 |
0.0925 |
8.5% |
0.0074 |
0.7% |
5% |
False |
True |
117,791 |
| 120 |
1.1878 |
1.0807 |
0.1072 |
9.9% |
0.0070 |
0.6% |
4% |
False |
True |
98,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1268 |
|
1.618 |
1.1140 |
|
1.000 |
1.1062 |
|
0.618 |
1.1013 |
|
HIGH |
1.0934 |
|
0.618 |
1.0885 |
|
0.500 |
1.0870 |
|
0.382 |
1.0855 |
|
LOW |
1.0807 |
|
0.618 |
1.0728 |
|
1.000 |
1.0679 |
|
1.618 |
1.0600 |
|
2.618 |
1.0473 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0966 |
| PP |
1.0863 |
1.0927 |
| S1 |
1.0856 |
1.0888 |
|