CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1195 |
-0.0125 |
-1.1% |
1.1449 |
| High |
1.1320 |
1.1224 |
-0.0096 |
-0.8% |
1.1478 |
| Low |
1.1180 |
1.1145 |
-0.0036 |
-0.3% |
1.1200 |
| Close |
1.1210 |
1.1215 |
0.0005 |
0.0% |
1.1358 |
| Range |
0.0140 |
0.0080 |
-0.0061 |
-43.2% |
0.0278 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
686 |
1,766 |
1,080 |
157.4% |
2,446 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1403 |
1.1258 |
|
| R3 |
1.1353 |
1.1324 |
1.1236 |
|
| R2 |
1.1274 |
1.1274 |
1.1229 |
|
| R1 |
1.1244 |
1.1244 |
1.1222 |
1.1259 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1202 |
| S1 |
1.1165 |
1.1165 |
1.1207 |
1.1180 |
| S2 |
1.1115 |
1.1115 |
1.1200 |
|
| S3 |
1.1035 |
1.1085 |
1.1193 |
|
| S4 |
1.0956 |
1.1006 |
1.1171 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2046 |
1.1510 |
|
| R3 |
1.1901 |
1.1768 |
1.1434 |
|
| R2 |
1.1623 |
1.1623 |
1.1408 |
|
| R1 |
1.1490 |
1.1490 |
1.1383 |
1.1418 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1309 |
| S1 |
1.1212 |
1.1212 |
1.1332 |
1.1140 |
| S2 |
1.1067 |
1.1067 |
1.1307 |
|
| S3 |
1.0789 |
1.0934 |
1.1281 |
|
| S4 |
1.0511 |
1.0656 |
1.1205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1390 |
1.1145 |
0.0246 |
2.2% |
0.0120 |
1.1% |
29% |
False |
True |
877 |
| 10 |
1.1487 |
1.1145 |
0.0343 |
3.1% |
0.0085 |
0.8% |
20% |
False |
True |
574 |
| 20 |
1.1567 |
1.1145 |
0.0423 |
3.8% |
0.0071 |
0.6% |
17% |
False |
True |
364 |
| 40 |
1.1567 |
1.1145 |
0.0423 |
3.8% |
0.0056 |
0.5% |
17% |
False |
True |
234 |
| 60 |
1.1567 |
1.1145 |
0.0423 |
3.8% |
0.0051 |
0.5% |
17% |
False |
True |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1432 |
|
1.618 |
1.1353 |
|
1.000 |
1.1304 |
|
0.618 |
1.1273 |
|
HIGH |
1.1224 |
|
0.618 |
1.1194 |
|
0.500 |
1.1184 |
|
0.382 |
1.1175 |
|
LOW |
1.1145 |
|
0.618 |
1.1095 |
|
1.000 |
1.1065 |
|
1.618 |
1.1016 |
|
2.618 |
1.0936 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1204 |
1.1232 |
| PP |
1.1194 |
1.1226 |
| S1 |
1.1184 |
1.1220 |
|