CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1296 |
0.0017 |
0.1% |
1.1193 |
| High |
1.1330 |
1.1296 |
-0.0034 |
-0.3% |
1.1202 |
| Low |
1.1280 |
1.1230 |
-0.0050 |
-0.4% |
1.1131 |
| Close |
1.1324 |
1.1230 |
-0.0095 |
-0.8% |
1.1153 |
| Range |
0.0050 |
0.0067 |
0.0017 |
33.0% |
0.0072 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
262 |
60 |
-202 |
-77.1% |
1,073 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1407 |
1.1266 |
|
| R3 |
1.1385 |
1.1340 |
1.1248 |
|
| R2 |
1.1318 |
1.1318 |
1.1242 |
|
| R1 |
1.1274 |
1.1274 |
1.1236 |
1.1263 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1246 |
| S1 |
1.1207 |
1.1207 |
1.1223 |
1.1196 |
| S2 |
1.1185 |
1.1185 |
1.1217 |
|
| S3 |
1.1119 |
1.1141 |
1.1211 |
|
| S4 |
1.1052 |
1.1074 |
1.1193 |
|
|
| 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% |
0.0074 |
0.7% |
53% |
False |
False |
243 |
| 10 |
1.1330 |
1.1117 |
0.0213 |
1.9% |
0.0062 |
0.6% |
53% |
False |
False |
203 |
| 20 |
1.1330 |
1.0954 |
0.0376 |
3.3% |
0.0082 |
0.7% |
73% |
False |
False |
383 |
| 40 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0070 |
0.6% |
42% |
False |
False |
287 |
| 60 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0056 |
0.5% |
42% |
False |
False |
223 |
| 80 |
1.1611 |
1.0954 |
0.0657 |
5.8% |
0.0049 |
0.4% |
42% |
False |
False |
169 |
| 100 |
1.1713 |
1.0954 |
0.0759 |
6.8% |
0.0045 |
0.4% |
36% |
False |
False |
149 |
| 120 |
1.1809 |
1.0954 |
0.0855 |
7.6% |
0.0040 |
0.4% |
32% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1470 |
|
1.618 |
1.1404 |
|
1.000 |
1.1363 |
|
0.618 |
1.1337 |
|
HIGH |
1.1296 |
|
0.618 |
1.1271 |
|
0.500 |
1.1263 |
|
0.382 |
1.1255 |
|
LOW |
1.1230 |
|
0.618 |
1.1188 |
|
1.000 |
1.1163 |
|
1.618 |
1.1122 |
|
2.618 |
1.1055 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1235 |
| PP |
1.1252 |
1.1233 |
| S1 |
1.1241 |
1.1231 |
|