CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 01-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1.1238 |
1.1320 |
0.0082 |
0.7% |
1.1449 |
High |
1.1319 |
1.1320 |
0.0001 |
0.0% |
1.1478 |
Low |
1.1234 |
1.1180 |
-0.0054 |
-0.5% |
1.1200 |
Close |
1.1318 |
1.1210 |
-0.0108 |
-0.9% |
1.1358 |
Range |
0.0085 |
0.0140 |
0.0055 |
64.7% |
0.0278 |
ATR |
0.0077 |
0.0082 |
0.0004 |
5.8% |
0.0000 |
Volume |
449 |
686 |
237 |
52.8% |
2,446 |
|
Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1657 |
1.1573 |
1.1287 |
|
R3 |
1.1517 |
1.1433 |
1.1249 |
|
R2 |
1.1377 |
1.1377 |
1.1236 |
|
R1 |
1.1293 |
1.1293 |
1.1223 |
1.1265 |
PP |
1.1237 |
1.1237 |
1.1237 |
1.1223 |
S1 |
1.1153 |
1.1153 |
1.1197 |
1.1125 |
S2 |
1.1097 |
1.1097 |
1.1184 |
|
S3 |
1.0957 |
1.1013 |
1.1172 |
|
S4 |
1.0817 |
1.0873 |
1.1133 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2179 |
1.2046 |
1.1510 |
|
R3 |
1.1901 |
1.1768 |
1.1434 |
|
R2 |
1.1623 |
1.1623 |
1.1408 |
|
R1 |
1.1490 |
1.1490 |
1.1383 |
1.1418 |
PP |
1.1345 |
1.1345 |
1.1345 |
1.1309 |
S1 |
1.1212 |
1.1212 |
1.1332 |
1.1140 |
S2 |
1.1067 |
1.1067 |
1.1307 |
|
S3 |
1.0789 |
1.0934 |
1.1281 |
|
S4 |
1.0511 |
1.0656 |
1.1205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1420 |
1.1180 |
0.0240 |
2.1% |
0.0108 |
1.0% |
13% |
False |
True |
579 |
10 |
1.1487 |
1.1180 |
0.0307 |
2.7% |
0.0079 |
0.7% |
10% |
False |
True |
421 |
20 |
1.1567 |
1.1180 |
0.0387 |
3.5% |
0.0067 |
0.6% |
8% |
False |
True |
276 |
40 |
1.1567 |
1.1180 |
0.0387 |
3.5% |
0.0055 |
0.5% |
8% |
False |
True |
190 |
60 |
1.1567 |
1.1180 |
0.0387 |
3.5% |
0.0050 |
0.4% |
8% |
False |
True |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1915 |
2.618 |
1.1687 |
1.618 |
1.1547 |
1.000 |
1.1460 |
0.618 |
1.1407 |
HIGH |
1.1320 |
0.618 |
1.1267 |
0.500 |
1.1250 |
0.382 |
1.1233 |
LOW |
1.1180 |
0.618 |
1.1093 |
1.000 |
1.1040 |
1.618 |
1.0953 |
2.618 |
1.0813 |
4.250 |
1.0585 |
|
|
Fisher Pivots for day following 01-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1.1250 |
1.1272 |
PP |
1.1237 |
1.1251 |
S1 |
1.1223 |
1.1231 |
|