CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1109 |
1.1203 |
0.0094 |
0.8% |
1.1014 |
| High |
1.1196 |
1.1255 |
0.0059 |
0.5% |
1.1260 |
| Low |
1.1109 |
1.1194 |
0.0085 |
0.8% |
1.0954 |
| Close |
1.1160 |
1.1255 |
0.0095 |
0.9% |
1.1054 |
| Range |
0.0088 |
0.0061 |
-0.0027 |
-30.3% |
0.0306 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.1% |
0.0000 |
| Volume |
133 |
80 |
-53 |
-39.8% |
2,526 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1397 |
1.1288 |
|
| R3 |
1.1356 |
1.1336 |
1.1271 |
|
| R2 |
1.1295 |
1.1295 |
1.1266 |
|
| R1 |
1.1275 |
1.1275 |
1.1260 |
1.1285 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1239 |
| S1 |
1.1214 |
1.1214 |
1.1249 |
1.1224 |
| S2 |
1.1173 |
1.1173 |
1.1243 |
|
| S3 |
1.1112 |
1.1153 |
1.1238 |
|
| S4 |
1.1051 |
1.1092 |
1.1221 |
|
|
| 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 |
1.1255 |
1.1054 |
0.0201 |
1.8% |
0.0077 |
0.7% |
100% |
True |
False |
74 |
| 10 |
1.1260 |
1.0954 |
0.0306 |
2.7% |
0.0101 |
0.9% |
98% |
False |
False |
563 |
| 20 |
1.1524 |
1.0954 |
0.0570 |
5.1% |
0.0090 |
0.8% |
53% |
False |
False |
438 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0062 |
0.6% |
46% |
False |
False |
259 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0049 |
0.4% |
46% |
False |
False |
190 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0044 |
0.4% |
46% |
False |
False |
152 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0040 |
0.4% |
35% |
False |
False |
134 |
| 120 |
1.1817 |
1.0954 |
0.0863 |
7.7% |
0.0037 |
0.3% |
35% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1514 |
|
2.618 |
1.1414 |
|
1.618 |
1.1353 |
|
1.000 |
1.1316 |
|
0.618 |
1.1292 |
|
HIGH |
1.1255 |
|
0.618 |
1.1231 |
|
0.500 |
1.1224 |
|
0.382 |
1.1217 |
|
LOW |
1.1194 |
|
0.618 |
1.1156 |
|
1.000 |
1.1133 |
|
1.618 |
1.1095 |
|
2.618 |
1.1034 |
|
4.250 |
1.0934 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1225 |
| PP |
1.1234 |
1.1196 |
| S1 |
1.1224 |
1.1167 |
|