CME Euro FX (E) Future June 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 |
1.1160 |
1.1105 |
-0.0055 |
-0.5% |
1.1204 |
| High |
1.1160 |
1.1106 |
-0.0055 |
-0.5% |
1.1291 |
| Low |
1.1071 |
1.0926 |
-0.0146 |
-1.3% |
1.0926 |
| Close |
1.1097 |
1.0951 |
-0.0146 |
-1.3% |
1.0951 |
| Range |
0.0089 |
0.0180 |
0.0091 |
102.2% |
0.0365 |
| ATR |
0.0090 |
0.0097 |
0.0006 |
7.1% |
0.0000 |
| Volume |
16,897 |
34,391 |
17,494 |
103.5% |
90,962 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1423 |
1.1050 |
|
| R3 |
1.1354 |
1.1243 |
1.1001 |
|
| R2 |
1.1174 |
1.1174 |
1.0984 |
|
| R1 |
1.1063 |
1.1063 |
1.0968 |
1.1028 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0977 |
| S1 |
1.0883 |
1.0883 |
1.0935 |
1.0848 |
| S2 |
1.0814 |
1.0814 |
1.0918 |
|
| S3 |
1.0634 |
1.0703 |
1.0902 |
|
| S4 |
1.0454 |
1.0523 |
1.0852 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2151 |
1.1916 |
1.1152 |
|
| R3 |
1.1786 |
1.1551 |
1.1051 |
|
| R2 |
1.1421 |
1.1421 |
1.1018 |
|
| R1 |
1.1186 |
1.1186 |
1.0984 |
1.1121 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1023 |
| S1 |
1.0821 |
1.0821 |
1.0918 |
1.0756 |
| S2 |
1.0691 |
1.0691 |
1.0884 |
|
| S3 |
1.0326 |
1.0456 |
1.0851 |
|
| S4 |
0.9961 |
1.0091 |
1.0750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1291 |
1.0926 |
0.0365 |
3.3% |
0.0119 |
1.1% |
7% |
False |
True |
18,192 |
| 10 |
1.1430 |
1.0926 |
0.0505 |
4.6% |
0.0112 |
1.0% |
5% |
False |
True |
11,431 |
| 20 |
1.1538 |
1.0926 |
0.0612 |
5.6% |
0.0089 |
0.8% |
4% |
False |
True |
6,738 |
| 40 |
1.1538 |
1.0926 |
0.0612 |
5.6% |
0.0081 |
0.7% |
4% |
False |
True |
3,701 |
| 60 |
1.1538 |
1.0926 |
0.0612 |
5.6% |
0.0074 |
0.7% |
4% |
False |
True |
2,612 |
| 80 |
1.1661 |
1.0926 |
0.0736 |
6.7% |
0.0070 |
0.6% |
3% |
False |
True |
1,995 |
| 100 |
1.1750 |
1.0926 |
0.0825 |
7.5% |
0.0062 |
0.6% |
3% |
False |
True |
1,612 |
| 120 |
1.1910 |
1.0926 |
0.0984 |
9.0% |
0.0057 |
0.5% |
3% |
False |
True |
1,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1871 |
|
2.618 |
1.1577 |
|
1.618 |
1.1397 |
|
1.000 |
1.1286 |
|
0.618 |
1.1217 |
|
HIGH |
1.1106 |
|
0.618 |
1.1037 |
|
0.500 |
1.1016 |
|
0.382 |
1.0994 |
|
LOW |
1.0926 |
|
0.618 |
1.0814 |
|
1.000 |
1.0746 |
|
1.618 |
1.0634 |
|
2.618 |
1.0454 |
|
4.250 |
1.0161 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1016 |
1.1054 |
| PP |
1.0994 |
1.1020 |
| S1 |
1.0973 |
1.0985 |
|