CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0981 |
0.0024 |
0.2% |
1.0963 |
| High |
1.1032 |
1.1057 |
0.0025 |
0.2% |
1.1160 |
| Low |
1.0937 |
1.0964 |
0.0027 |
0.2% |
1.0846 |
| Close |
1.0996 |
1.0978 |
-0.0018 |
-0.2% |
1.0944 |
| Range |
0.0095 |
0.0093 |
-0.0002 |
-2.1% |
0.0314 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
177,716 |
183,794 |
6,078 |
3.4% |
1,240,401 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1221 |
1.1029 |
|
| R3 |
1.1185 |
1.1128 |
1.1004 |
|
| R2 |
1.1092 |
1.1092 |
1.0995 |
|
| R1 |
1.1035 |
1.1035 |
1.0987 |
1.1017 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0990 |
| S1 |
1.0942 |
1.0942 |
1.0969 |
1.0924 |
| S2 |
1.0906 |
1.0906 |
1.0961 |
|
| S3 |
1.0813 |
1.0849 |
1.0952 |
|
| S4 |
1.0720 |
1.0756 |
1.0927 |
|
|
| 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 |
1.0929 |
0.0231 |
2.1% |
0.0136 |
1.2% |
21% |
False |
False |
277,019 |
| 10 |
1.1183 |
1.0846 |
0.0338 |
3.1% |
0.0127 |
1.2% |
39% |
False |
False |
167,031 |
| 20 |
1.1438 |
1.0846 |
0.0592 |
5.4% |
0.0111 |
1.0% |
22% |
False |
False |
86,170 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0092 |
0.8% |
19% |
False |
False |
43,696 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0083 |
0.8% |
19% |
False |
False |
29,218 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0077 |
0.7% |
19% |
False |
False |
22,006 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0070 |
0.6% |
15% |
False |
False |
17,624 |
| 120 |
1.1813 |
1.0846 |
0.0968 |
8.8% |
0.0062 |
0.6% |
14% |
False |
False |
14,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1300 |
|
1.618 |
1.1207 |
|
1.000 |
1.1150 |
|
0.618 |
1.1114 |
|
HIGH |
1.1057 |
|
0.618 |
1.1021 |
|
0.500 |
1.1010 |
|
0.382 |
1.0999 |
|
LOW |
1.0964 |
|
0.618 |
1.0906 |
|
1.000 |
1.0871 |
|
1.618 |
1.0813 |
|
2.618 |
1.0720 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1009 |
| PP |
1.0999 |
1.0999 |
| S1 |
1.0989 |
1.0988 |
|