CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1154 |
0.0149 |
1.3% |
1.1238 |
| High |
1.1178 |
1.1200 |
0.0023 |
0.2% |
1.1320 |
| Low |
1.1006 |
1.1078 |
0.0073 |
0.7% |
1.0979 |
| Close |
1.1170 |
1.1078 |
-0.0092 |
-0.8% |
1.1004 |
| Range |
0.0172 |
0.0122 |
-0.0050 |
-29.1% |
0.0341 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,194 |
2,432 |
1,238 |
103.7% |
6,208 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1403 |
1.1145 |
|
| R3 |
1.1363 |
1.1281 |
1.1112 |
|
| R2 |
1.1241 |
1.1241 |
1.1100 |
|
| R1 |
1.1159 |
1.1159 |
1.1089 |
1.1139 |
| PP |
1.1119 |
1.1119 |
1.1119 |
1.1109 |
| S1 |
1.1037 |
1.1037 |
1.1067 |
1.1017 |
| S2 |
1.0997 |
1.0997 |
1.1056 |
|
| S3 |
1.0875 |
1.0915 |
1.1044 |
|
| S4 |
1.0753 |
1.0793 |
1.1011 |
|
|
| 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 |
1.1200 |
1.0917 |
0.0283 |
2.6% |
0.0132 |
1.2% |
57% |
True |
False |
2,012 |
| 10 |
1.1364 |
1.0917 |
0.0447 |
4.0% |
0.0116 |
1.0% |
36% |
False |
False |
1,376 |
| 20 |
1.1547 |
1.0917 |
0.0630 |
5.7% |
0.0092 |
0.8% |
26% |
False |
False |
848 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0069 |
0.6% |
25% |
False |
False |
487 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0060 |
0.5% |
25% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1719 |
|
2.618 |
1.1519 |
|
1.618 |
1.1397 |
|
1.000 |
1.1322 |
|
0.618 |
1.1275 |
|
HIGH |
1.1200 |
|
0.618 |
1.1153 |
|
0.500 |
1.1139 |
|
0.382 |
1.1125 |
|
LOW |
1.1078 |
|
0.618 |
1.1003 |
|
1.000 |
1.0956 |
|
1.618 |
1.0881 |
|
2.618 |
1.0759 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1081 |
| PP |
1.1119 |
1.1080 |
| S1 |
1.1098 |
1.1079 |
|