CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1121 |
1.1134 |
0.0014 |
0.1% |
1.1014 |
| High |
1.1170 |
1.1140 |
-0.0030 |
-0.3% |
1.1260 |
| Low |
1.1054 |
1.1105 |
0.0051 |
0.5% |
1.0954 |
| Close |
1.1054 |
1.1110 |
0.0056 |
0.5% |
1.1054 |
| Range |
0.0116 |
0.0035 |
-0.0081 |
-69.8% |
0.0306 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
61 |
53 |
-8 |
-13.1% |
2,526 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1223 |
1.1201 |
1.1129 |
|
| R3 |
1.1188 |
1.1166 |
1.1119 |
|
| R2 |
1.1153 |
1.1153 |
1.1116 |
|
| R1 |
1.1131 |
1.1131 |
1.1113 |
1.1125 |
| PP |
1.1118 |
1.1118 |
1.1118 |
1.1115 |
| S1 |
1.1096 |
1.1096 |
1.1106 |
1.1090 |
| S2 |
1.1083 |
1.1083 |
1.1103 |
|
| S3 |
1.1048 |
1.1061 |
1.1100 |
|
| S4 |
1.1013 |
1.1026 |
1.1090 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1837 |
1.1222 |
|
| R3 |
1.1701 |
1.1531 |
1.1138 |
|
| R2 |
1.1395 |
1.1395 |
1.1110 |
|
| R1 |
1.1225 |
1.1225 |
1.1082 |
1.1310 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1132 |
| S1 |
1.0919 |
1.0919 |
1.1026 |
1.1004 |
| S2 |
1.0783 |
1.0783 |
1.0998 |
|
| S3 |
1.0477 |
1.0613 |
1.0970 |
|
| S4 |
1.0171 |
1.0307 |
1.0886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.1023 |
0.0238 |
2.1% |
0.0097 |
0.9% |
37% |
False |
False |
428 |
| 10 |
1.1354 |
1.0954 |
0.0400 |
3.6% |
0.0099 |
0.9% |
39% |
False |
False |
615 |
| 20 |
1.1540 |
1.0954 |
0.0586 |
5.3% |
0.0081 |
0.7% |
27% |
False |
False |
444 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0059 |
0.5% |
24% |
False |
False |
262 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0047 |
0.4% |
24% |
False |
False |
186 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0042 |
0.4% |
24% |
False |
False |
150 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0038 |
0.3% |
18% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1289 |
|
2.618 |
1.1232 |
|
1.618 |
1.1197 |
|
1.000 |
1.1175 |
|
0.618 |
1.1162 |
|
HIGH |
1.1140 |
|
0.618 |
1.1127 |
|
0.500 |
1.1123 |
|
0.382 |
1.1118 |
|
LOW |
1.1105 |
|
0.618 |
1.1083 |
|
1.000 |
1.1070 |
|
1.618 |
1.1048 |
|
2.618 |
1.1013 |
|
4.250 |
1.0956 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1157 |
| PP |
1.1118 |
1.1141 |
| S1 |
1.1114 |
1.1125 |
|