CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1269 |
1.1193 |
-0.0076 |
-0.7% |
1.1134 |
| High |
1.1269 |
1.1202 |
-0.0067 |
-0.6% |
1.1269 |
| Low |
1.1160 |
1.1174 |
0.0014 |
0.1% |
1.1079 |
| Close |
1.1203 |
1.1174 |
-0.0029 |
-0.3% |
1.1203 |
| Range |
0.0109 |
0.0028 |
-0.0081 |
-74.3% |
0.0190 |
| ATR |
0.0095 |
0.0090 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
28 |
17 |
-11 |
-39.3% |
339 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1267 |
1.1249 |
1.1189 |
|
| R3 |
1.1239 |
1.1221 |
1.1182 |
|
| R2 |
1.1211 |
1.1211 |
1.1179 |
|
| R1 |
1.1193 |
1.1193 |
1.1177 |
1.1188 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1181 |
| S1 |
1.1165 |
1.1165 |
1.1171 |
1.1160 |
| S2 |
1.1155 |
1.1155 |
1.1169 |
|
| S3 |
1.1127 |
1.1137 |
1.1166 |
|
| S4 |
1.1099 |
1.1109 |
1.1159 |
|
|
| 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% |
0.0074 |
0.7% |
50% |
False |
False |
60 |
| 10 |
1.1269 |
1.1023 |
0.0247 |
2.2% |
0.0085 |
0.8% |
61% |
False |
False |
244 |
| 20 |
1.1510 |
1.0954 |
0.0556 |
5.0% |
0.0092 |
0.8% |
40% |
False |
False |
436 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0064 |
0.6% |
34% |
False |
False |
260 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0051 |
0.5% |
34% |
False |
False |
190 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0045 |
0.4% |
34% |
False |
False |
149 |
| 100 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0042 |
0.4% |
26% |
False |
False |
133 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0038 |
0.3% |
26% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1275 |
|
1.618 |
1.1247 |
|
1.000 |
1.1230 |
|
0.618 |
1.1219 |
|
HIGH |
1.1202 |
|
0.618 |
1.1191 |
|
0.500 |
1.1188 |
|
0.382 |
1.1185 |
|
LOW |
1.1174 |
|
0.618 |
1.1157 |
|
1.000 |
1.1146 |
|
1.618 |
1.1129 |
|
2.618 |
1.1101 |
|
4.250 |
1.1055 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1215 |
| PP |
1.1183 |
1.1201 |
| S1 |
1.1179 |
1.1188 |
|