CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1244 |
-0.0110 |
-1.0% |
1.1510 |
| High |
1.1354 |
1.1270 |
-0.0085 |
-0.7% |
1.1510 |
| Low |
1.1234 |
1.1214 |
-0.0020 |
-0.2% |
1.1256 |
| Close |
1.1259 |
1.1270 |
0.0011 |
0.1% |
1.1413 |
| Range |
0.0120 |
0.0056 |
-0.0065 |
-53.8% |
0.0254 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
201 |
457 |
256 |
127.4% |
1,751 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1418 |
1.1399 |
1.1300 |
|
| R3 |
1.1362 |
1.1344 |
1.1285 |
|
| R2 |
1.1307 |
1.1307 |
1.1280 |
|
| R1 |
1.1288 |
1.1288 |
1.1275 |
1.1297 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1256 |
| S1 |
1.1233 |
1.1233 |
1.1264 |
1.1242 |
| S2 |
1.1196 |
1.1196 |
1.1259 |
|
| S3 |
1.1140 |
1.1177 |
1.1254 |
|
| S4 |
1.1085 |
1.1122 |
1.1239 |
|
|
| 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 |
1.1455 |
1.1214 |
0.0241 |
2.1% |
0.0107 |
0.9% |
23% |
False |
True |
514 |
| 10 |
1.1540 |
1.1214 |
0.0326 |
2.9% |
0.0078 |
0.7% |
17% |
False |
True |
333 |
| 20 |
1.1611 |
1.1214 |
0.0397 |
3.5% |
0.0056 |
0.5% |
14% |
False |
True |
188 |
| 40 |
1.1611 |
1.1214 |
0.0397 |
3.5% |
0.0043 |
0.4% |
14% |
False |
True |
141 |
| 60 |
1.1611 |
1.1214 |
0.0397 |
3.5% |
0.0037 |
0.3% |
14% |
False |
True |
96 |
| 80 |
1.1713 |
1.1214 |
0.0499 |
4.4% |
0.0036 |
0.3% |
11% |
False |
True |
89 |
| 100 |
1.1809 |
1.1214 |
0.0595 |
5.3% |
0.0031 |
0.3% |
9% |
False |
True |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1415 |
|
1.618 |
1.1359 |
|
1.000 |
1.1325 |
|
0.618 |
1.1304 |
|
HIGH |
1.1270 |
|
0.618 |
1.1248 |
|
0.500 |
1.1242 |
|
0.382 |
1.1235 |
|
LOW |
1.1214 |
|
0.618 |
1.1180 |
|
1.000 |
1.1159 |
|
1.618 |
1.1124 |
|
2.618 |
1.1069 |
|
4.250 |
1.0978 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1295 |
| PP |
1.1251 |
1.1286 |
| S1 |
1.1242 |
1.1278 |
|