CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.0989 |
0.0009 |
0.1% |
1.0963 |
| High |
1.1057 |
1.1084 |
0.0027 |
0.2% |
1.1160 |
| Low |
1.0964 |
1.0987 |
0.0023 |
0.2% |
1.0846 |
| Close |
1.0978 |
1.1040 |
0.0062 |
0.6% |
1.0944 |
| Range |
0.0093 |
0.0097 |
0.0004 |
4.3% |
0.0314 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
183,794 |
231,625 |
47,831 |
26.0% |
1,240,401 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1281 |
1.1093 |
|
| R3 |
1.1231 |
1.1184 |
1.1067 |
|
| R2 |
1.1134 |
1.1134 |
1.1058 |
|
| R1 |
1.1087 |
1.1087 |
1.1049 |
1.1110 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1048 |
| S1 |
1.0990 |
1.0990 |
1.1031 |
1.1013 |
| S2 |
1.0940 |
1.0940 |
1.1022 |
|
| S3 |
1.0843 |
1.0893 |
1.1013 |
|
| S4 |
1.0746 |
1.0796 |
1.0987 |
|
|
| 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 |
1.0937 |
0.0223 |
2.0% |
0.0115 |
1.0% |
46% |
False |
False |
248,394 |
| 10 |
1.1160 |
1.0846 |
0.0315 |
2.8% |
0.0128 |
1.2% |
62% |
False |
False |
188,482 |
| 20 |
1.1438 |
1.0846 |
0.0592 |
5.4% |
0.0112 |
1.0% |
33% |
False |
False |
97,641 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0092 |
0.8% |
28% |
False |
False |
49,467 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0082 |
0.7% |
28% |
False |
False |
33,074 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0077 |
0.7% |
28% |
False |
False |
24,900 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0071 |
0.6% |
22% |
False |
False |
19,940 |
| 120 |
1.1794 |
1.0846 |
0.0949 |
8.6% |
0.0063 |
0.6% |
21% |
False |
False |
16,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1496 |
|
2.618 |
1.1337 |
|
1.618 |
1.1240 |
|
1.000 |
1.1181 |
|
0.618 |
1.1143 |
|
HIGH |
1.1084 |
|
0.618 |
1.1046 |
|
0.500 |
1.1035 |
|
0.382 |
1.1024 |
|
LOW |
1.0987 |
|
0.618 |
1.0927 |
|
1.000 |
1.0890 |
|
1.618 |
1.0830 |
|
2.618 |
1.0733 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1038 |
1.1030 |
| PP |
1.1037 |
1.1020 |
| S1 |
1.1035 |
1.1010 |
|