CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1116 |
0.0038 |
0.3% |
1.1145 |
| High |
1.1103 |
1.1132 |
0.0029 |
0.3% |
1.1145 |
| Low |
1.1065 |
1.1077 |
0.0012 |
0.1% |
1.1057 |
| Close |
1.1093 |
1.1083 |
-0.0010 |
-0.1% |
1.1083 |
| Range |
0.0038 |
0.0055 |
0.0017 |
44.7% |
0.0088 |
| ATR |
0.0091 |
0.0089 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
1,659 |
285 |
-1,374 |
-82.8% |
4,227 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1228 |
1.1113 |
|
| R3 |
1.1207 |
1.1173 |
1.1098 |
|
| R2 |
1.1152 |
1.1152 |
1.1093 |
|
| R1 |
1.1118 |
1.1118 |
1.1088 |
1.1108 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1092 |
| S1 |
1.1063 |
1.1063 |
1.1078 |
1.1053 |
| S2 |
1.1042 |
1.1042 |
1.1073 |
|
| S3 |
1.0987 |
1.1008 |
1.1068 |
|
| S4 |
1.0932 |
1.0953 |
1.1053 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1309 |
1.1131 |
|
| R3 |
1.1271 |
1.1221 |
1.1107 |
|
| R2 |
1.1183 |
1.1183 |
1.1099 |
|
| R1 |
1.1133 |
1.1133 |
1.1091 |
1.1114 |
| PP |
1.1095 |
1.1095 |
1.1095 |
1.1086 |
| S1 |
1.1045 |
1.1045 |
1.1075 |
1.1026 |
| S2 |
1.1007 |
1.1007 |
1.1067 |
|
| S3 |
1.0919 |
1.0957 |
1.1059 |
|
| S4 |
1.0831 |
1.0869 |
1.1035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1145 |
1.1057 |
0.0088 |
0.8% |
0.0058 |
0.5% |
30% |
False |
False |
845 |
| 10 |
1.1230 |
1.0994 |
0.0236 |
2.1% |
0.0080 |
0.7% |
38% |
False |
False |
742 |
| 20 |
1.1320 |
1.0917 |
0.0403 |
3.6% |
0.0099 |
0.9% |
41% |
False |
False |
1,092 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0080 |
0.7% |
26% |
False |
False |
659 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0068 |
0.6% |
26% |
False |
False |
473 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0060 |
0.5% |
26% |
False |
False |
358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1276 |
|
1.618 |
1.1221 |
|
1.000 |
1.1187 |
|
0.618 |
1.1166 |
|
HIGH |
1.1132 |
|
0.618 |
1.1111 |
|
0.500 |
1.1105 |
|
0.382 |
1.1098 |
|
LOW |
1.1077 |
|
0.618 |
1.1043 |
|
1.000 |
1.1022 |
|
1.618 |
1.0988 |
|
2.618 |
1.0933 |
|
4.250 |
1.0843 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1095 |
| PP |
1.1097 |
1.1091 |
| S1 |
1.1090 |
1.1087 |
|