CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1354 |
0.0034 |
0.3% |
1.1510 |
| High |
1.1376 |
1.1354 |
-0.0022 |
-0.2% |
1.1510 |
| Low |
1.1321 |
1.1234 |
-0.0087 |
-0.8% |
1.1256 |
| Close |
1.1373 |
1.1259 |
-0.0114 |
-1.0% |
1.1413 |
| Range |
0.0055 |
0.0120 |
0.0065 |
118.2% |
0.0254 |
| ATR |
0.0070 |
0.0075 |
0.0005 |
7.0% |
0.0000 |
| Volume |
516 |
201 |
-315 |
-61.0% |
1,751 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1642 |
1.1571 |
1.1325 |
|
| R3 |
1.1522 |
1.1451 |
1.1292 |
|
| R2 |
1.1402 |
1.1402 |
1.1281 |
|
| R1 |
1.1331 |
1.1331 |
1.1270 |
1.1307 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1270 |
| S1 |
1.1211 |
1.1211 |
1.1248 |
1.1187 |
| S2 |
1.1162 |
1.1162 |
1.1237 |
|
| S3 |
1.1042 |
1.1091 |
1.1226 |
|
| S4 |
1.0922 |
1.0971 |
1.1193 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2155 |
1.2038 |
1.1553 |
|
| R3 |
1.1901 |
1.1784 |
1.1483 |
|
| R2 |
1.1647 |
1.1647 |
1.1460 |
|
| R1 |
1.1530 |
1.1530 |
1.1436 |
1.1461 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1358 |
| S1 |
1.1276 |
1.1276 |
1.1390 |
1.1207 |
| S2 |
1.1139 |
1.1139 |
1.1366 |
|
| S3 |
1.0885 |
1.1022 |
1.1343 |
|
| S4 |
1.0631 |
1.0768 |
1.1273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1502 |
1.1234 |
0.0268 |
2.4% |
0.0105 |
0.9% |
9% |
False |
True |
466 |
| 10 |
1.1540 |
1.1234 |
0.0306 |
2.7% |
0.0073 |
0.6% |
8% |
False |
True |
289 |
| 20 |
1.1611 |
1.1234 |
0.0377 |
3.3% |
0.0054 |
0.5% |
7% |
False |
True |
168 |
| 40 |
1.1611 |
1.1234 |
0.0377 |
3.3% |
0.0042 |
0.4% |
7% |
False |
True |
129 |
| 60 |
1.1611 |
1.1234 |
0.0377 |
3.3% |
0.0037 |
0.3% |
7% |
False |
True |
88 |
| 80 |
1.1713 |
1.1234 |
0.0479 |
4.2% |
0.0035 |
0.3% |
5% |
False |
True |
84 |
| 100 |
1.1809 |
1.1234 |
0.0575 |
5.1% |
0.0031 |
0.3% |
4% |
False |
True |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1864 |
|
2.618 |
1.1668 |
|
1.618 |
1.1548 |
|
1.000 |
1.1474 |
|
0.618 |
1.1428 |
|
HIGH |
1.1354 |
|
0.618 |
1.1308 |
|
0.500 |
1.1294 |
|
0.382 |
1.1280 |
|
LOW |
1.1234 |
|
0.618 |
1.1160 |
|
1.000 |
1.1114 |
|
1.618 |
1.1040 |
|
2.618 |
1.0920 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1327 |
| PP |
1.1282 |
1.1304 |
| S1 |
1.1271 |
1.1282 |
|