CME Euro FX (E) Future June 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 |
1.0890 |
1.0944 |
0.0055 |
0.5% |
1.1204 |
| High |
1.0998 |
1.1133 |
0.0136 |
1.2% |
1.1291 |
| Low |
1.0889 |
1.0929 |
0.0040 |
0.4% |
1.0926 |
| Close |
1.0946 |
1.1116 |
0.0170 |
1.6% |
1.0951 |
| Range |
0.0109 |
0.0205 |
0.0096 |
88.5% |
0.0365 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
7.5% |
0.0000 |
| Volume |
132,858 |
374,753 |
241,895 |
182.1% |
90,962 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1673 |
1.1599 |
1.1228 |
|
| R3 |
1.1468 |
1.1394 |
1.1172 |
|
| R2 |
1.1264 |
1.1264 |
1.1153 |
|
| R1 |
1.1190 |
1.1190 |
1.1134 |
1.1227 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1078 |
| S1 |
1.0985 |
1.0985 |
1.1097 |
1.1022 |
| S2 |
1.0855 |
1.0855 |
1.1078 |
|
| S3 |
1.0650 |
1.0781 |
1.1059 |
|
| S4 |
1.0446 |
1.0576 |
1.1003 |
|
|
| 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 |
1.1160 |
1.0846 |
0.0315 |
2.8% |
0.0142 |
1.3% |
86% |
False |
False |
128,570 |
| 10 |
1.1345 |
1.0846 |
0.0500 |
4.5% |
0.0134 |
1.2% |
54% |
False |
False |
69,467 |
| 20 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0103 |
0.9% |
39% |
False |
False |
36,165 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0087 |
0.8% |
39% |
False |
False |
18,475 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0079 |
0.7% |
39% |
False |
False |
12,399 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0073 |
0.7% |
39% |
False |
False |
9,385 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.1% |
0.0065 |
0.6% |
30% |
False |
False |
7,524 |
| 120 |
1.1853 |
1.0846 |
0.1008 |
9.1% |
0.0060 |
0.5% |
27% |
False |
False |
6,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2002 |
|
2.618 |
1.1668 |
|
1.618 |
1.1464 |
|
1.000 |
1.1338 |
|
0.618 |
1.1259 |
|
HIGH |
1.1133 |
|
0.618 |
1.1055 |
|
0.500 |
1.1031 |
|
0.382 |
1.1007 |
|
LOW |
1.0929 |
|
0.618 |
1.0802 |
|
1.000 |
1.0724 |
|
1.618 |
1.0598 |
|
2.618 |
1.0393 |
|
4.250 |
1.0059 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1073 |
| PP |
1.1059 |
1.1031 |
| S1 |
1.1031 |
1.0989 |
|