CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0969 |
1.1006 |
0.0037 |
0.3% |
1.1238 |
| High |
1.1054 |
1.1178 |
0.0124 |
1.1% |
1.1320 |
| Low |
1.0961 |
1.1006 |
0.0045 |
0.4% |
1.0979 |
| Close |
1.0999 |
1.1170 |
0.0171 |
1.6% |
1.1004 |
| Range |
0.0093 |
0.0172 |
0.0079 |
84.9% |
0.0341 |
| ATR |
0.0091 |
0.0097 |
0.0006 |
6.9% |
0.0000 |
| Volume |
1,406 |
1,194 |
-212 |
-15.1% |
6,208 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1574 |
1.1264 |
|
| R3 |
1.1462 |
1.1402 |
1.1217 |
|
| R2 |
1.1290 |
1.1290 |
1.1201 |
|
| R1 |
1.1230 |
1.1230 |
1.1185 |
1.1260 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1133 |
| S1 |
1.1058 |
1.1058 |
1.1154 |
1.1088 |
| S2 |
1.0946 |
1.0946 |
1.1138 |
|
| S3 |
1.0774 |
1.0886 |
1.1122 |
|
| S4 |
1.0602 |
1.0714 |
1.1075 |
|
|
| 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 |
1.1222 |
1.0917 |
0.0305 |
2.7% |
0.0125 |
1.1% |
83% |
False |
False |
1,602 |
| 10 |
1.1390 |
1.0917 |
0.0473 |
4.2% |
0.0123 |
1.1% |
53% |
False |
False |
1,239 |
| 20 |
1.1547 |
1.0917 |
0.0630 |
5.6% |
0.0086 |
0.8% |
40% |
False |
False |
728 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0067 |
0.6% |
39% |
False |
False |
427 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0058 |
0.5% |
39% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1909 |
|
2.618 |
1.1628 |
|
1.618 |
1.1456 |
|
1.000 |
1.1350 |
|
0.618 |
1.1284 |
|
HIGH |
1.1178 |
|
0.618 |
1.1112 |
|
0.500 |
1.1092 |
|
0.382 |
1.1071 |
|
LOW |
1.1006 |
|
0.618 |
1.0899 |
|
1.000 |
1.0834 |
|
1.618 |
1.0727 |
|
2.618 |
1.0555 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1144 |
1.1129 |
| PP |
1.1118 |
1.1088 |
| S1 |
1.1092 |
1.1047 |
|