CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.0957 |
-0.0069 |
-0.6% |
1.0963 |
| High |
1.1082 |
1.1032 |
-0.0050 |
-0.5% |
1.1160 |
| Low |
1.0939 |
1.0937 |
-0.0003 |
0.0% |
1.0846 |
| Close |
1.0944 |
1.0996 |
0.0052 |
0.5% |
1.0944 |
| Range |
0.0143 |
0.0095 |
-0.0048 |
-33.3% |
0.0314 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
326,503 |
177,716 |
-148,787 |
-45.6% |
1,240,401 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1273 |
1.1229 |
1.1048 |
|
| R3 |
1.1178 |
1.1134 |
1.1022 |
|
| R2 |
1.1083 |
1.1083 |
1.1013 |
|
| R1 |
1.1039 |
1.1039 |
1.1004 |
1.1061 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0999 |
| S1 |
1.0944 |
1.0944 |
1.0987 |
1.0966 |
| S2 |
1.0893 |
1.0893 |
1.0978 |
|
| S3 |
1.0798 |
1.0849 |
1.0969 |
|
| S4 |
1.0703 |
1.0754 |
1.0943 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1925 |
1.1749 |
1.1117 |
|
| R3 |
1.1611 |
1.1435 |
1.1030 |
|
| R2 |
1.1297 |
1.1297 |
1.1002 |
|
| R1 |
1.1121 |
1.1121 |
1.0973 |
1.1052 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0949 |
| S1 |
1.0807 |
1.0807 |
1.0915 |
1.0738 |
| S2 |
1.0669 |
1.0669 |
1.0886 |
|
| S3 |
1.0355 |
1.0493 |
1.0858 |
|
| S4 |
1.0041 |
1.0179 |
1.0771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.0889 |
0.0271 |
2.5% |
0.0139 |
1.3% |
39% |
False |
False |
266,832 |
| 10 |
1.1270 |
1.0846 |
0.0425 |
3.9% |
0.0131 |
1.2% |
35% |
False |
False |
149,441 |
| 20 |
1.1438 |
1.0846 |
0.0592 |
5.4% |
0.0110 |
1.0% |
25% |
False |
False |
77,050 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0092 |
0.8% |
22% |
False |
False |
39,111 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0082 |
0.7% |
22% |
False |
False |
26,159 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0076 |
0.7% |
22% |
False |
False |
19,711 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0069 |
0.6% |
17% |
False |
False |
15,786 |
| 120 |
1.1818 |
1.0846 |
0.0973 |
8.8% |
0.0062 |
0.6% |
15% |
False |
False |
13,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1280 |
|
1.618 |
1.1185 |
|
1.000 |
1.1127 |
|
0.618 |
1.1090 |
|
HIGH |
1.1032 |
|
0.618 |
1.0995 |
|
0.500 |
1.0984 |
|
0.382 |
1.0973 |
|
LOW |
1.0937 |
|
0.618 |
1.0878 |
|
1.000 |
1.0842 |
|
1.618 |
1.0783 |
|
2.618 |
1.0688 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.1048 |
| PP |
1.0988 |
1.1031 |
| S1 |
1.0984 |
1.1013 |
|