CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.1053 |
0.0023 |
0.2% |
1.1011 |
| High |
1.1110 |
1.1137 |
0.0027 |
0.2% |
1.1200 |
| Low |
1.1026 |
1.1050 |
0.0024 |
0.2% |
1.0917 |
| Close |
1.1034 |
1.1098 |
0.0064 |
0.6% |
1.0998 |
| Range |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0283 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
535 |
791 |
256 |
47.9% |
8,210 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1314 |
1.1146 |
|
| R3 |
1.1269 |
1.1227 |
1.1122 |
|
| R2 |
1.1182 |
1.1182 |
1.1114 |
|
| R1 |
1.1140 |
1.1140 |
1.1106 |
1.1161 |
| PP |
1.1095 |
1.1095 |
1.1095 |
1.1106 |
| S1 |
1.1053 |
1.1053 |
1.1090 |
1.1074 |
| S2 |
1.1008 |
1.1008 |
1.1082 |
|
| S3 |
1.0921 |
1.0966 |
1.1074 |
|
| S4 |
1.0834 |
1.0879 |
1.1050 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1726 |
1.1154 |
|
| R3 |
1.1604 |
1.1443 |
1.1076 |
|
| R2 |
1.1321 |
1.1321 |
1.1050 |
|
| R1 |
1.1160 |
1.1160 |
1.1024 |
1.1099 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1008 |
| S1 |
1.0877 |
1.0877 |
1.0972 |
1.0816 |
| S2 |
1.0755 |
1.0755 |
1.0946 |
|
| S3 |
1.0472 |
1.0594 |
1.0920 |
|
| S4 |
1.0189 |
1.0311 |
1.0842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0994 |
0.0206 |
1.9% |
0.0102 |
0.9% |
50% |
False |
False |
1,119 |
| 10 |
1.1222 |
1.0917 |
0.0305 |
2.7% |
0.0114 |
1.0% |
59% |
False |
False |
1,360 |
| 20 |
1.1487 |
1.0917 |
0.0570 |
5.1% |
0.0099 |
0.9% |
32% |
False |
False |
967 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0072 |
0.7% |
28% |
False |
False |
548 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0063 |
0.6% |
28% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1365 |
|
1.618 |
1.1278 |
|
1.000 |
1.1224 |
|
0.618 |
1.1191 |
|
HIGH |
1.1137 |
|
0.618 |
1.1104 |
|
0.500 |
1.1094 |
|
0.382 |
1.1083 |
|
LOW |
1.1050 |
|
0.618 |
1.0996 |
|
1.000 |
1.0963 |
|
1.618 |
1.0909 |
|
2.618 |
1.0822 |
|
4.250 |
1.0680 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1097 |
1.1087 |
| PP |
1.1095 |
1.1076 |
| S1 |
1.1094 |
1.1066 |
|