CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1202 |
0.0133 |
1.2% |
1.1145 |
| High |
1.1229 |
1.1261 |
0.0033 |
0.3% |
1.1145 |
| Low |
1.1068 |
1.1202 |
0.0134 |
1.2% |
1.1057 |
| Close |
1.1183 |
1.1254 |
0.0071 |
0.6% |
1.1083 |
| Range |
0.0161 |
0.0059 |
-0.0102 |
-63.2% |
0.0088 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,019 |
1,000 |
-19 |
-1.9% |
4,227 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1394 |
1.1286 |
|
| R3 |
1.1357 |
1.1335 |
1.1270 |
|
| R2 |
1.1298 |
1.1298 |
1.1265 |
|
| R1 |
1.1276 |
1.1276 |
1.1259 |
1.1287 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1245 |
| S1 |
1.1217 |
1.1217 |
1.1249 |
1.1228 |
| S2 |
1.1180 |
1.1180 |
1.1243 |
|
| S3 |
1.1121 |
1.1158 |
1.1238 |
|
| S4 |
1.1062 |
1.1099 |
1.1222 |
|
|
| 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 |
1.1261 |
1.1045 |
0.0217 |
1.9% |
0.0072 |
0.6% |
97% |
True |
False |
900 |
| 10 |
1.1261 |
1.1045 |
0.0217 |
1.9% |
0.0080 |
0.7% |
97% |
True |
False |
789 |
| 20 |
1.1261 |
1.0917 |
0.0344 |
3.1% |
0.0097 |
0.9% |
98% |
True |
False |
1,075 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0084 |
0.7% |
52% |
False |
False |
719 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0069 |
0.6% |
52% |
False |
False |
514 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0062 |
0.6% |
52% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1415 |
|
1.618 |
1.1356 |
|
1.000 |
1.1320 |
|
0.618 |
1.1297 |
|
HIGH |
1.1261 |
|
0.618 |
1.1238 |
|
0.500 |
1.1232 |
|
0.382 |
1.1225 |
|
LOW |
1.1202 |
|
0.618 |
1.1166 |
|
1.000 |
1.1143 |
|
1.618 |
1.1107 |
|
2.618 |
1.1048 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1220 |
| PP |
1.1239 |
1.1187 |
| S1 |
1.1232 |
1.1153 |
|