CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1145 |
-0.0040 |
-0.4% |
1.1032 |
| High |
1.1209 |
1.1145 |
-0.0064 |
-0.6% |
1.1230 |
| Low |
1.1097 |
1.1107 |
0.0011 |
0.1% |
1.0994 |
| Close |
1.1141 |
1.1109 |
-0.0032 |
-0.3% |
1.1141 |
| Range |
0.0113 |
0.0038 |
-0.0075 |
-66.2% |
0.0236 |
| ATR |
0.0102 |
0.0098 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
640 |
273 |
-367 |
-57.3% |
3,199 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1209 |
1.1129 |
|
| R3 |
1.1196 |
1.1171 |
1.1119 |
|
| R2 |
1.1158 |
1.1158 |
1.1115 |
|
| R1 |
1.1133 |
1.1133 |
1.1112 |
1.1127 |
| PP |
1.1120 |
1.1120 |
1.1120 |
1.1117 |
| S1 |
1.1095 |
1.1095 |
1.1105 |
1.1089 |
| S2 |
1.1082 |
1.1082 |
1.1102 |
|
| S3 |
1.1044 |
1.1057 |
1.1098 |
|
| S4 |
1.1006 |
1.1019 |
1.1088 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1720 |
1.1270 |
|
| R3 |
1.1592 |
1.1484 |
1.1205 |
|
| R2 |
1.1357 |
1.1357 |
1.1184 |
|
| R1 |
1.1249 |
1.1249 |
1.1162 |
1.1303 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1148 |
| S1 |
1.1013 |
1.1013 |
1.1119 |
1.1067 |
| S2 |
1.0886 |
1.0886 |
1.1097 |
|
| S3 |
1.0650 |
1.0778 |
1.1076 |
|
| S4 |
1.0415 |
1.0542 |
1.1011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1026 |
0.0204 |
1.8% |
0.0091 |
0.8% |
41% |
False |
False |
541 |
| 10 |
1.1230 |
1.0961 |
0.0269 |
2.4% |
0.0106 |
1.0% |
55% |
False |
False |
957 |
| 20 |
1.1478 |
1.0917 |
0.0561 |
5.1% |
0.0106 |
1.0% |
34% |
False |
False |
1,016 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0078 |
0.7% |
29% |
False |
False |
571 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0066 |
0.6% |
29% |
False |
False |
408 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0059 |
0.5% |
29% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1307 |
|
2.618 |
1.1244 |
|
1.618 |
1.1206 |
|
1.000 |
1.1183 |
|
0.618 |
1.1168 |
|
HIGH |
1.1145 |
|
0.618 |
1.1130 |
|
0.500 |
1.1126 |
|
0.382 |
1.1122 |
|
LOW |
1.1107 |
|
0.618 |
1.1084 |
|
1.000 |
1.1069 |
|
1.618 |
1.1046 |
|
2.618 |
1.1008 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1126 |
1.1163 |
| PP |
1.1120 |
1.1145 |
| S1 |
1.1114 |
1.1127 |
|