CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0901 |
0.0047 |
0.4% |
1.1164 |
| High |
1.0959 |
1.1097 |
0.0138 |
1.3% |
1.1252 |
| Low |
1.0850 |
1.0890 |
0.0040 |
0.4% |
1.0888 |
| Close |
1.0908 |
1.1079 |
0.0172 |
1.6% |
1.0913 |
| Range |
0.0109 |
0.0207 |
0.0098 |
89.4% |
0.0365 |
| ATR |
0.0102 |
0.0110 |
0.0007 |
7.3% |
0.0000 |
| Volume |
417,350 |
594,422 |
177,072 |
42.4% |
1,280,778 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1567 |
1.1193 |
|
| R3 |
1.1435 |
1.1360 |
1.1136 |
|
| R2 |
1.1228 |
1.1228 |
1.1117 |
|
| R1 |
1.1154 |
1.1154 |
1.1098 |
1.1191 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1041 |
| S1 |
1.0947 |
1.0947 |
1.1060 |
1.0985 |
| S2 |
1.0815 |
1.0815 |
1.1041 |
|
| S3 |
1.0609 |
1.0741 |
1.1022 |
|
| S4 |
1.0402 |
1.0534 |
1.0965 |
|
|
| 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 |
1.1125 |
1.0807 |
0.0319 |
2.9% |
0.0143 |
1.3% |
86% |
False |
False |
372,063 |
| 10 |
1.1313 |
1.0807 |
0.0507 |
4.6% |
0.0136 |
1.2% |
54% |
False |
False |
326,365 |
| 20 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0106 |
1.0% |
39% |
False |
False |
254,321 |
| 40 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0091 |
0.8% |
39% |
False |
False |
219,732 |
| 60 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0084 |
0.8% |
39% |
False |
False |
191,733 |
| 80 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0081 |
0.7% |
39% |
False |
False |
159,667 |
| 100 |
1.1732 |
1.0807 |
0.0925 |
8.3% |
0.0076 |
0.7% |
29% |
False |
False |
127,900 |
| 120 |
1.1835 |
1.0807 |
0.1028 |
9.3% |
0.0072 |
0.6% |
27% |
False |
False |
106,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1974 |
|
2.618 |
1.1637 |
|
1.618 |
1.1431 |
|
1.000 |
1.1303 |
|
0.618 |
1.1224 |
|
HIGH |
1.1097 |
|
0.618 |
1.1018 |
|
0.500 |
1.0993 |
|
0.382 |
1.0969 |
|
LOW |
1.0890 |
|
0.618 |
1.0762 |
|
1.000 |
1.0684 |
|
1.618 |
1.0556 |
|
2.618 |
1.0349 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1037 |
| PP |
1.1022 |
1.0994 |
| S1 |
1.0993 |
1.0952 |
|