CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1139 |
-0.0018 |
-0.2% |
1.1134 |
| High |
1.1169 |
1.1170 |
0.0001 |
0.0% |
1.1269 |
| Low |
1.1131 |
1.1139 |
0.0009 |
0.1% |
1.1079 |
| Close |
1.1169 |
1.1161 |
-0.0008 |
-0.1% |
1.1203 |
| Range |
0.0039 |
0.0031 |
-0.0008 |
-19.5% |
0.0190 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
459 |
165 |
-294 |
-64.1% |
339 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1236 |
1.1178 |
|
| R3 |
1.1219 |
1.1205 |
1.1170 |
|
| R2 |
1.1188 |
1.1188 |
1.1167 |
|
| R1 |
1.1174 |
1.1174 |
1.1164 |
1.1181 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1160 |
| S1 |
1.1143 |
1.1143 |
1.1158 |
1.1150 |
| S2 |
1.1126 |
1.1126 |
1.1155 |
|
| S3 |
1.1095 |
1.1112 |
1.1152 |
|
| S4 |
1.1064 |
1.1081 |
1.1144 |
|
|
| 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% |
0.0051 |
0.5% |
22% |
False |
False |
163 |
| 10 |
1.1269 |
1.1054 |
0.0215 |
1.9% |
0.0064 |
0.6% |
50% |
False |
False |
118 |
| 20 |
1.1420 |
1.0954 |
0.0466 |
4.2% |
0.0082 |
0.7% |
44% |
False |
False |
404 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0065 |
0.6% |
32% |
False |
False |
276 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0052 |
0.5% |
32% |
False |
False |
203 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0046 |
0.4% |
32% |
False |
False |
158 |
| 100 |
1.1733 |
1.0954 |
0.0779 |
7.0% |
0.0042 |
0.4% |
27% |
False |
False |
138 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0037 |
0.3% |
24% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1251 |
|
1.618 |
1.1220 |
|
1.000 |
1.1201 |
|
0.618 |
1.1189 |
|
HIGH |
1.1170 |
|
0.618 |
1.1158 |
|
0.500 |
1.1155 |
|
0.382 |
1.1151 |
|
LOW |
1.1139 |
|
0.618 |
1.1120 |
|
1.000 |
1.1108 |
|
1.618 |
1.1089 |
|
2.618 |
1.1058 |
|
4.250 |
1.1007 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1166 |
| PP |
1.1157 |
1.1164 |
| S1 |
1.1155 |
1.1163 |
|