CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1014 |
1.1040 |
0.0026 |
0.2% |
1.1321 |
| High |
1.1071 |
1.1070 |
-0.0001 |
0.0% |
1.1376 |
| Low |
1.0954 |
1.1023 |
0.0069 |
0.6% |
1.1034 |
| Close |
1.0997 |
1.1058 |
0.0062 |
0.6% |
1.1058 |
| Range |
0.0117 |
0.0048 |
-0.0070 |
-59.4% |
0.0342 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
438 |
725 |
287 |
65.5% |
4,096 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1193 |
1.1173 |
1.1084 |
|
| R3 |
1.1145 |
1.1125 |
1.1071 |
|
| R2 |
1.1098 |
1.1098 |
1.1067 |
|
| R1 |
1.1078 |
1.1078 |
1.1062 |
1.1088 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1055 |
| S1 |
1.1030 |
1.1030 |
1.1054 |
1.1040 |
| S2 |
1.1003 |
1.1003 |
1.1049 |
|
| S3 |
1.0955 |
1.0983 |
1.1045 |
|
| S4 |
1.0908 |
1.0935 |
1.1032 |
|
|
| 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 |
1.1270 |
1.0954 |
0.0316 |
2.9% |
0.0087 |
0.8% |
33% |
False |
False |
908 |
| 10 |
1.1502 |
1.0954 |
0.0548 |
5.0% |
0.0096 |
0.9% |
19% |
False |
False |
687 |
| 20 |
1.1601 |
1.0954 |
0.0647 |
5.8% |
0.0068 |
0.6% |
16% |
False |
False |
379 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0051 |
0.5% |
16% |
False |
False |
243 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0042 |
0.4% |
16% |
False |
False |
162 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0039 |
0.4% |
16% |
False |
False |
139 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0035 |
0.3% |
12% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1194 |
|
1.618 |
1.1147 |
|
1.000 |
1.1118 |
|
0.618 |
1.1099 |
|
HIGH |
1.1070 |
|
0.618 |
1.1052 |
|
0.500 |
1.1046 |
|
0.382 |
1.1041 |
|
LOW |
1.1023 |
|
0.618 |
1.0993 |
|
1.000 |
1.0975 |
|
1.618 |
1.0946 |
|
2.618 |
1.0898 |
|
4.250 |
1.0821 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1054 |
1.1080 |
| PP |
1.1050 |
1.1073 |
| S1 |
1.1046 |
1.1065 |
|