CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1269 |
0.0067 |
0.6% |
1.1134 |
| High |
1.1255 |
1.1269 |
0.0015 |
0.1% |
1.1269 |
| Low |
1.1194 |
1.1160 |
-0.0034 |
-0.3% |
1.1079 |
| Close |
1.1255 |
1.1203 |
-0.0052 |
-0.5% |
1.1203 |
| Range |
0.0061 |
0.0109 |
0.0048 |
78.7% |
0.0190 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.2% |
0.0000 |
| Volume |
80 |
28 |
-52 |
-65.0% |
339 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1479 |
1.1263 |
|
| R3 |
1.1429 |
1.1370 |
1.1233 |
|
| R2 |
1.1320 |
1.1320 |
1.1223 |
|
| R1 |
1.1261 |
1.1261 |
1.1213 |
1.1236 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1198 |
| S1 |
1.1152 |
1.1152 |
1.1193 |
1.1127 |
| S2 |
1.1102 |
1.1102 |
1.1183 |
|
| S3 |
1.0993 |
1.1043 |
1.1173 |
|
| S4 |
1.0884 |
1.0934 |
1.1143 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1668 |
1.1308 |
|
| R3 |
1.1564 |
1.1478 |
1.1255 |
|
| R2 |
1.1374 |
1.1374 |
1.1238 |
|
| R1 |
1.1288 |
1.1288 |
1.1220 |
1.1331 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1205 |
| S1 |
1.1098 |
1.1098 |
1.1186 |
1.1141 |
| S2 |
1.0994 |
1.0994 |
1.1168 |
|
| S3 |
1.0804 |
1.0908 |
1.1151 |
|
| S4 |
1.0614 |
1.0718 |
1.1099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1269 |
1.1079 |
0.0190 |
1.7% |
0.0075 |
0.7% |
65% |
True |
False |
67 |
| 10 |
1.1269 |
1.0954 |
0.0315 |
2.8% |
0.0094 |
0.8% |
79% |
True |
False |
286 |
| 20 |
1.1524 |
1.0954 |
0.0570 |
5.1% |
0.0094 |
0.8% |
44% |
False |
False |
437 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0064 |
0.6% |
38% |
False |
False |
259 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0051 |
0.5% |
38% |
False |
False |
190 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0045 |
0.4% |
38% |
False |
False |
151 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0041 |
0.4% |
29% |
False |
False |
134 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0037 |
0.3% |
29% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1554 |
|
1.618 |
1.1445 |
|
1.000 |
1.1378 |
|
0.618 |
1.1336 |
|
HIGH |
1.1269 |
|
0.618 |
1.1227 |
|
0.500 |
1.1215 |
|
0.382 |
1.1202 |
|
LOW |
1.1160 |
|
0.618 |
1.1093 |
|
1.000 |
1.1051 |
|
1.618 |
1.0984 |
|
2.618 |
1.0875 |
|
4.250 |
1.0697 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1198 |
| PP |
1.1211 |
1.1194 |
| S1 |
1.1207 |
1.1189 |
|