CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1157 |
-0.0005 |
0.0% |
1.1134 |
| High |
1.1201 |
1.1169 |
-0.0032 |
-0.3% |
1.1269 |
| Low |
1.1152 |
1.1131 |
-0.0021 |
-0.2% |
1.1079 |
| Close |
1.1183 |
1.1169 |
-0.0014 |
-0.1% |
1.1203 |
| Range |
0.0049 |
0.0039 |
-0.0011 |
-21.4% |
0.0190 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
147 |
459 |
312 |
212.2% |
339 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1259 |
1.1190 |
|
| R3 |
1.1233 |
1.1220 |
1.1180 |
|
| R2 |
1.1195 |
1.1195 |
1.1176 |
|
| R1 |
1.1182 |
1.1182 |
1.1173 |
1.1188 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1159 |
| S1 |
1.1143 |
1.1143 |
1.1165 |
1.1150 |
| S2 |
1.1118 |
1.1118 |
1.1162 |
|
| S3 |
1.1079 |
1.1105 |
1.1158 |
|
| S4 |
1.1041 |
1.1066 |
1.1148 |
|
|
| 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 |
1.1131 |
0.0139 |
1.2% |
0.0057 |
0.5% |
28% |
False |
True |
146 |
| 10 |
1.1269 |
1.1054 |
0.0215 |
1.9% |
0.0074 |
0.7% |
53% |
False |
False |
142 |
| 20 |
1.1455 |
1.0954 |
0.0501 |
4.5% |
0.0090 |
0.8% |
43% |
False |
False |
449 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0066 |
0.6% |
33% |
False |
False |
273 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0052 |
0.5% |
33% |
False |
False |
200 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0046 |
0.4% |
33% |
False |
False |
156 |
| 100 |
1.1733 |
1.0954 |
0.0779 |
7.0% |
0.0042 |
0.4% |
28% |
False |
False |
136 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0037 |
0.3% |
25% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1333 |
|
2.618 |
1.1270 |
|
1.618 |
1.1231 |
|
1.000 |
1.1208 |
|
0.618 |
1.1193 |
|
HIGH |
1.1169 |
|
0.618 |
1.1154 |
|
0.500 |
1.1150 |
|
0.382 |
1.1145 |
|
LOW |
1.1131 |
|
0.618 |
1.1107 |
|
1.000 |
1.1092 |
|
1.618 |
1.1068 |
|
2.618 |
1.1030 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1168 |
| PP |
1.1156 |
1.1167 |
| S1 |
1.1150 |
1.1166 |
|