CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1017 |
-0.0017 |
-0.1% |
1.1085 |
| High |
1.1071 |
1.1033 |
-0.0038 |
-0.3% |
1.1105 |
| Low |
1.1010 |
1.0977 |
-0.0033 |
-0.3% |
1.0994 |
| Close |
1.1020 |
1.1023 |
0.0003 |
0.0% |
1.1020 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-8.2% |
0.0111 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
140,472 |
168,114 |
27,642 |
19.7% |
711,997 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1157 |
1.1054 |
|
| R3 |
1.1123 |
1.1101 |
1.1038 |
|
| R2 |
1.1067 |
1.1067 |
1.1033 |
|
| R1 |
1.1045 |
1.1045 |
1.1028 |
1.1056 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1017 |
| S1 |
1.0989 |
1.0989 |
1.1018 |
1.1000 |
| S2 |
1.0955 |
1.0955 |
1.1013 |
|
| S3 |
1.0899 |
1.0933 |
1.1008 |
|
| S4 |
1.0843 |
1.0877 |
1.0992 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1306 |
1.1081 |
|
| R3 |
1.1261 |
1.1196 |
1.1050 |
|
| R2 |
1.1150 |
1.1150 |
1.1040 |
|
| R1 |
1.1085 |
1.1085 |
1.1030 |
1.1062 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1028 |
| S1 |
1.0975 |
1.0975 |
1.1010 |
1.0952 |
| S2 |
1.0929 |
1.0929 |
1.1000 |
|
| S3 |
1.0819 |
1.0864 |
1.0990 |
|
| S4 |
1.0708 |
1.0754 |
1.0959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1080 |
1.0977 |
0.0103 |
0.9% |
0.0067 |
0.6% |
45% |
False |
True |
153,767 |
| 10 |
1.1173 |
1.0964 |
0.0209 |
1.9% |
0.0083 |
0.8% |
28% |
False |
False |
164,976 |
| 20 |
1.1270 |
1.0846 |
0.0425 |
3.9% |
0.0107 |
1.0% |
42% |
False |
False |
157,209 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0096 |
0.9% |
26% |
False |
False |
80,166 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0086 |
0.8% |
26% |
False |
False |
53,619 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0079 |
0.7% |
26% |
False |
False |
40,318 |
| 100 |
1.1671 |
1.0846 |
0.0826 |
7.5% |
0.0074 |
0.7% |
22% |
False |
False |
32,277 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0066 |
0.6% |
20% |
False |
False |
26,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1180 |
|
1.618 |
1.1124 |
|
1.000 |
1.1089 |
|
0.618 |
1.1068 |
|
HIGH |
1.1033 |
|
0.618 |
1.1012 |
|
0.500 |
1.1005 |
|
0.382 |
1.0998 |
|
LOW |
1.0977 |
|
0.618 |
1.0942 |
|
1.000 |
1.0921 |
|
1.618 |
1.0886 |
|
2.618 |
1.0830 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1024 |
| PP |
1.1011 |
1.1024 |
| S1 |
1.1005 |
1.1023 |
|