CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1095 |
-0.0050 |
-0.4% |
1.1032 |
| High |
1.1145 |
1.1140 |
-0.0005 |
0.0% |
1.1230 |
| Low |
1.1107 |
1.1057 |
-0.0050 |
-0.5% |
1.0994 |
| Close |
1.1109 |
1.1117 |
0.0008 |
0.1% |
1.1141 |
| Range |
0.0038 |
0.0083 |
0.0045 |
118.4% |
0.0236 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
273 |
1,414 |
1,141 |
417.9% |
3,199 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1354 |
1.1318 |
1.1162 |
|
| R3 |
1.1271 |
1.1235 |
1.1139 |
|
| R2 |
1.1188 |
1.1188 |
1.1132 |
|
| R1 |
1.1152 |
1.1152 |
1.1124 |
1.1170 |
| PP |
1.1105 |
1.1105 |
1.1105 |
1.1113 |
| S1 |
1.1069 |
1.1069 |
1.1109 |
1.1087 |
| S2 |
1.1022 |
1.1022 |
1.1101 |
|
| S3 |
1.0939 |
1.0986 |
1.1094 |
|
| S4 |
1.0856 |
1.0903 |
1.1071 |
|
|
| 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 |
1.1050 |
0.0180 |
1.6% |
0.0090 |
0.8% |
37% |
False |
False |
717 |
| 10 |
1.1230 |
1.0994 |
0.0236 |
2.1% |
0.0105 |
0.9% |
52% |
False |
False |
958 |
| 20 |
1.1420 |
1.0917 |
0.0503 |
4.5% |
0.0106 |
1.0% |
40% |
False |
False |
1,053 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0079 |
0.7% |
31% |
False |
False |
602 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0067 |
0.6% |
31% |
False |
False |
431 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0059 |
0.5% |
31% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1493 |
|
2.618 |
1.1357 |
|
1.618 |
1.1274 |
|
1.000 |
1.1223 |
|
0.618 |
1.1191 |
|
HIGH |
1.1140 |
|
0.618 |
1.1108 |
|
0.500 |
1.1099 |
|
0.382 |
1.1089 |
|
LOW |
1.1057 |
|
0.618 |
1.1006 |
|
1.000 |
1.0974 |
|
1.618 |
1.0923 |
|
2.618 |
1.0840 |
|
4.250 |
1.0704 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1133 |
| PP |
1.1105 |
1.1128 |
| S1 |
1.1099 |
1.1122 |
|