CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 30-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1159 |
1.1280 |
0.0121 |
1.1% |
1.1193 |
| High |
1.1300 |
1.1330 |
0.0030 |
0.3% |
1.1202 |
| Low |
1.1141 |
1.1280 |
0.0139 |
1.2% |
1.1131 |
| Close |
1.1253 |
1.1324 |
0.0072 |
0.6% |
1.1153 |
| Range |
0.0159 |
0.0050 |
-0.0109 |
-68.6% |
0.0072 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
410 |
262 |
-148 |
-36.1% |
1,073 |
|
| Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1443 |
1.1352 |
|
| R3 |
1.1411 |
1.1393 |
1.1338 |
|
| R2 |
1.1361 |
1.1361 |
1.1333 |
|
| R1 |
1.1343 |
1.1343 |
1.1329 |
1.1352 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1316 |
| S1 |
1.1293 |
1.1293 |
1.1319 |
1.1302 |
| S2 |
1.1261 |
1.1261 |
1.1315 |
|
| S3 |
1.1211 |
1.1243 |
1.1310 |
|
| S4 |
1.1161 |
1.1193 |
1.1297 |
|
|
| 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 |
1.1330 |
1.1117 |
0.0213 |
1.9% |
0.0067 |
0.6% |
97% |
True |
False |
264 |
| 10 |
1.1330 |
1.1117 |
0.0213 |
1.9% |
0.0062 |
0.5% |
97% |
True |
False |
205 |
| 20 |
1.1330 |
1.0954 |
0.0376 |
3.3% |
0.0080 |
0.7% |
99% |
True |
False |
386 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0068 |
0.6% |
56% |
False |
False |
287 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0055 |
0.5% |
56% |
False |
False |
222 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0048 |
0.4% |
56% |
False |
False |
168 |
| 100 |
1.1713 |
1.0954 |
0.0759 |
6.7% |
0.0045 |
0.4% |
49% |
False |
False |
149 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.5% |
0.0039 |
0.3% |
43% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1460 |
|
1.618 |
1.1410 |
|
1.000 |
1.1380 |
|
0.618 |
1.1360 |
|
HIGH |
1.1330 |
|
0.618 |
1.1310 |
|
0.500 |
1.1305 |
|
0.382 |
1.1299 |
|
LOW |
1.1280 |
|
0.618 |
1.1249 |
|
1.000 |
1.1230 |
|
1.618 |
1.1199 |
|
2.618 |
1.1149 |
|
4.250 |
1.1067 |
|
|
| Fisher Pivots for day following 30-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1290 |
| PP |
1.1311 |
1.1257 |
| S1 |
1.1305 |
1.1223 |
|