CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1014 |
-0.0160 |
-1.4% |
1.1321 |
| High |
1.1206 |
1.1071 |
-0.0135 |
-1.2% |
1.1376 |
| Low |
1.1034 |
1.0954 |
-0.0080 |
-0.7% |
1.1034 |
| Close |
1.1058 |
1.0997 |
-0.0062 |
-0.6% |
1.1058 |
| Range |
0.0172 |
0.0117 |
-0.0055 |
-32.0% |
0.0342 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.2% |
0.0000 |
| Volume |
2,800 |
438 |
-2,362 |
-84.4% |
4,096 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1358 |
1.1294 |
1.1061 |
|
| R3 |
1.1241 |
1.1177 |
1.1029 |
|
| R2 |
1.1124 |
1.1124 |
1.1018 |
|
| R1 |
1.1060 |
1.1060 |
1.1007 |
1.1034 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.0994 |
| S1 |
1.0943 |
1.0943 |
1.0986 |
1.0917 |
| S2 |
1.0890 |
1.0890 |
1.0975 |
|
| S3 |
1.0773 |
1.0826 |
1.0964 |
|
| S4 |
1.0656 |
1.0709 |
1.0932 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2180 |
1.1961 |
1.1246 |
|
| R3 |
1.1839 |
1.1619 |
1.1152 |
|
| R2 |
1.1497 |
1.1497 |
1.1121 |
|
| R1 |
1.1278 |
1.1278 |
1.1089 |
1.1217 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1125 |
| S1 |
1.0936 |
1.0936 |
1.1027 |
1.0875 |
| S2 |
1.0814 |
1.0814 |
1.0995 |
|
| S3 |
1.0473 |
1.0595 |
1.0964 |
|
| S4 |
1.0131 |
1.0253 |
1.0870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1354 |
1.0954 |
0.0400 |
3.6% |
0.0102 |
0.9% |
11% |
False |
True |
803 |
| 10 |
1.1510 |
1.0954 |
0.0556 |
5.1% |
0.0099 |
0.9% |
8% |
False |
True |
628 |
| 20 |
1.1601 |
1.0954 |
0.0647 |
5.9% |
0.0067 |
0.6% |
7% |
False |
True |
344 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
6.0% |
0.0050 |
0.5% |
6% |
False |
True |
224 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
6.0% |
0.0041 |
0.4% |
6% |
False |
True |
150 |
| 80 |
1.1693 |
1.0954 |
0.0739 |
6.7% |
0.0039 |
0.4% |
6% |
False |
True |
131 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.8% |
0.0034 |
0.3% |
5% |
False |
True |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1377 |
|
1.618 |
1.1260 |
|
1.000 |
1.1188 |
|
0.618 |
1.1143 |
|
HIGH |
1.1071 |
|
0.618 |
1.1026 |
|
0.500 |
1.1013 |
|
0.382 |
1.0999 |
|
LOW |
1.0954 |
|
0.618 |
1.0882 |
|
1.000 |
1.0837 |
|
1.618 |
1.0765 |
|
2.618 |
1.0648 |
|
4.250 |
1.0457 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1013 |
1.1096 |
| PP |
1.1007 |
1.1063 |
| S1 |
1.1002 |
1.1030 |
|