CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1021 |
1.1119 |
0.0099 |
0.9% |
1.1085 |
| High |
1.1170 |
1.1202 |
0.0032 |
0.3% |
1.1105 |
| Low |
1.1002 |
1.1118 |
0.0116 |
1.0% |
1.0994 |
| Close |
1.1121 |
1.1193 |
0.0072 |
0.6% |
1.1020 |
| Range |
0.0168 |
0.0085 |
-0.0084 |
-49.7% |
0.0111 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
279,770 |
189,434 |
-90,336 |
-32.3% |
711,997 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1393 |
1.1239 |
|
| R3 |
1.1340 |
1.1308 |
1.1216 |
|
| R2 |
1.1255 |
1.1255 |
1.1208 |
|
| R1 |
1.1224 |
1.1224 |
1.1200 |
1.1240 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1179 |
| S1 |
1.1139 |
1.1139 |
1.1185 |
1.1155 |
| S2 |
1.1086 |
1.1086 |
1.1177 |
|
| S3 |
1.1002 |
1.1055 |
1.1169 |
|
| S4 |
1.0917 |
1.0970 |
1.1146 |
|
|
| 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 |
1.1202 |
1.0977 |
0.0225 |
2.0% |
0.0084 |
0.7% |
96% |
True |
False |
185,649 |
| 10 |
1.1202 |
1.0977 |
0.0225 |
2.0% |
0.0089 |
0.8% |
96% |
True |
False |
170,355 |
| 20 |
1.1202 |
1.0846 |
0.0357 |
3.2% |
0.0109 |
1.0% |
97% |
True |
False |
179,418 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0098 |
0.9% |
50% |
False |
False |
91,853 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0087 |
0.8% |
50% |
False |
False |
61,432 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0081 |
0.7% |
50% |
False |
False |
46,174 |
| 100 |
1.1661 |
1.0846 |
0.0816 |
7.3% |
0.0076 |
0.7% |
43% |
False |
False |
36,968 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.1% |
0.0068 |
0.6% |
38% |
False |
False |
30,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1423 |
|
1.618 |
1.1339 |
|
1.000 |
1.1287 |
|
0.618 |
1.1254 |
|
HIGH |
1.1202 |
|
0.618 |
1.1170 |
|
0.500 |
1.1160 |
|
0.382 |
1.1150 |
|
LOW |
1.1118 |
|
0.618 |
1.1065 |
|
1.000 |
1.1033 |
|
1.618 |
1.0981 |
|
2.618 |
1.0896 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1182 |
1.1158 |
| PP |
1.1171 |
1.1124 |
| S1 |
1.1160 |
1.1090 |
|