CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1139 |
1.1183 |
0.0044 |
0.4% |
1.1193 |
| High |
1.1170 |
1.1200 |
0.0030 |
0.3% |
1.1202 |
| Low |
1.1139 |
1.1146 |
0.0007 |
0.1% |
1.1131 |
| Close |
1.1161 |
1.1153 |
-0.0008 |
-0.1% |
1.1153 |
| Range |
0.0031 |
0.0054 |
0.0023 |
72.6% |
0.0072 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
165 |
285 |
120 |
72.7% |
1,073 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1327 |
1.1293 |
1.1182 |
|
| R3 |
1.1273 |
1.1240 |
1.1168 |
|
| R2 |
1.1220 |
1.1220 |
1.1163 |
|
| R1 |
1.1186 |
1.1186 |
1.1158 |
1.1176 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1161 |
| S1 |
1.1133 |
1.1133 |
1.1148 |
1.1123 |
| S2 |
1.1113 |
1.1113 |
1.1143 |
|
| S3 |
1.1059 |
1.1079 |
1.1138 |
|
| S4 |
1.1006 |
1.1026 |
1.1124 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1336 |
1.1192 |
|
| R3 |
1.1305 |
1.1265 |
1.1173 |
|
| R2 |
1.1233 |
1.1233 |
1.1166 |
|
| R1 |
1.1193 |
1.1193 |
1.1160 |
1.1178 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1154 |
| S1 |
1.1122 |
1.1122 |
1.1146 |
1.1106 |
| S2 |
1.1090 |
1.1090 |
1.1140 |
|
| S3 |
1.1019 |
1.1050 |
1.1133 |
|
| S4 |
1.0947 |
1.0979 |
1.1114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1131 |
0.0072 |
0.6% |
0.0040 |
0.4% |
31% |
False |
False |
214 |
| 10 |
1.1269 |
1.1079 |
0.0190 |
1.7% |
0.0058 |
0.5% |
39% |
False |
False |
141 |
| 20 |
1.1376 |
1.0954 |
0.0422 |
3.8% |
0.0079 |
0.7% |
47% |
False |
False |
401 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0066 |
0.6% |
30% |
False |
False |
281 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0052 |
0.5% |
30% |
False |
False |
208 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.9% |
0.0046 |
0.4% |
30% |
False |
False |
159 |
| 100 |
1.1733 |
1.0954 |
0.0779 |
7.0% |
0.0043 |
0.4% |
26% |
False |
False |
140 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.7% |
0.0038 |
0.3% |
23% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1427 |
|
2.618 |
1.1340 |
|
1.618 |
1.1286 |
|
1.000 |
1.1253 |
|
0.618 |
1.1233 |
|
HIGH |
1.1200 |
|
0.618 |
1.1179 |
|
0.500 |
1.1173 |
|
0.382 |
1.1166 |
|
LOW |
1.1146 |
|
0.618 |
1.1113 |
|
1.000 |
1.1093 |
|
1.618 |
1.1059 |
|
2.618 |
1.1006 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1173 |
1.1165 |
| PP |
1.1166 |
1.1161 |
| S1 |
1.1160 |
1.1157 |
|