CME Euro FX (E) Future September 2022
Trading Metrics calculated at close of trading on 07-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
1.1128 |
1.1011 |
-0.0117 |
-1.1% |
1.1238 |
High |
1.1154 |
1.1014 |
-0.0140 |
-1.3% |
1.1320 |
Low |
1.0979 |
1.0917 |
-0.0062 |
-0.6% |
1.0979 |
Close |
1.1004 |
1.0940 |
-0.0064 |
-0.6% |
1.1004 |
Range |
0.0175 |
0.0097 |
-0.0078 |
-44.7% |
0.0341 |
ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
Volume |
2,923 |
2,106 |
-817 |
-28.0% |
6,208 |
|
Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1246 |
1.1190 |
1.0993 |
|
R3 |
1.1150 |
1.1093 |
1.0967 |
|
R2 |
1.1053 |
1.1053 |
1.0958 |
|
R1 |
1.0997 |
1.0997 |
1.0949 |
1.0977 |
PP |
1.0957 |
1.0957 |
1.0957 |
1.0947 |
S1 |
1.0900 |
1.0900 |
1.0931 |
1.0880 |
S2 |
1.0860 |
1.0860 |
1.0922 |
|
S3 |
1.0764 |
1.0804 |
1.0913 |
|
S4 |
1.0667 |
1.0707 |
1.0887 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2124 |
1.1905 |
1.1191 |
|
R3 |
1.1783 |
1.1564 |
1.1097 |
|
R2 |
1.1442 |
1.1442 |
1.1066 |
|
R1 |
1.1223 |
1.1223 |
1.1035 |
1.1162 |
PP |
1.1101 |
1.1101 |
1.1101 |
1.1070 |
S1 |
1.0882 |
1.0882 |
1.0972 |
1.0821 |
S2 |
1.0760 |
1.0760 |
1.0941 |
|
S3 |
1.0419 |
1.0541 |
1.0910 |
|
S4 |
1.0078 |
1.0200 |
1.0816 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1320 |
1.0917 |
0.0403 |
3.7% |
0.0116 |
1.1% |
6% |
False |
True |
1,573 |
10 |
1.1478 |
1.0917 |
0.0561 |
5.1% |
0.0107 |
1.0% |
4% |
False |
True |
1,076 |
20 |
1.1547 |
1.0917 |
0.0630 |
5.8% |
0.0076 |
0.7% |
4% |
False |
True |
607 |
40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0063 |
0.6% |
4% |
False |
True |
367 |
60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0054 |
0.5% |
4% |
False |
True |
251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1424 |
2.618 |
1.1266 |
1.618 |
1.1170 |
1.000 |
1.1110 |
0.618 |
1.1073 |
HIGH |
1.1014 |
0.618 |
1.0977 |
0.500 |
1.0965 |
0.382 |
1.0954 |
LOW |
1.0917 |
0.618 |
1.0857 |
1.000 |
1.0821 |
1.618 |
1.0761 |
2.618 |
1.0664 |
4.250 |
1.0507 |
|
|
Fisher Pivots for day following 07-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
1.0965 |
1.1069 |
PP |
1.0957 |
1.1026 |
S1 |
1.0948 |
1.0983 |
|