CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1313 |
-0.0039 |
-0.3% |
1.1464 |
| High |
1.1377 |
1.1375 |
-0.0002 |
0.0% |
1.1504 |
| Low |
1.1288 |
1.1310 |
0.0023 |
0.2% |
1.1336 |
| Close |
1.1303 |
1.1366 |
0.0064 |
0.6% |
1.1343 |
| Range |
0.0089 |
0.0065 |
-0.0025 |
-27.5% |
0.0168 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
196,923 |
164,346 |
-32,577 |
-16.5% |
918,956 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1519 |
1.1401 |
|
| R3 |
1.1479 |
1.1455 |
1.1384 |
|
| R2 |
1.1415 |
1.1415 |
1.1378 |
|
| R1 |
1.1390 |
1.1390 |
1.1372 |
1.1403 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1356 |
| S1 |
1.1326 |
1.1326 |
1.1360 |
1.1338 |
| S2 |
1.1286 |
1.1286 |
1.1354 |
|
| S3 |
1.1221 |
1.1261 |
1.1348 |
|
| S4 |
1.1157 |
1.1197 |
1.1331 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1787 |
1.1435 |
|
| R3 |
1.1729 |
1.1620 |
1.1389 |
|
| R2 |
1.1562 |
1.1562 |
1.1374 |
|
| R1 |
1.1452 |
1.1452 |
1.1358 |
1.1423 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1380 |
| S1 |
1.1285 |
1.1285 |
1.1328 |
1.1256 |
| S2 |
1.1227 |
1.1227 |
1.1312 |
|
| S3 |
1.1059 |
1.1117 |
1.1297 |
|
| S4 |
1.0892 |
1.0950 |
1.1251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1504 |
1.1288 |
0.0216 |
1.9% |
0.0084 |
0.7% |
36% |
False |
False |
193,232 |
| 10 |
1.1504 |
1.1275 |
0.0229 |
2.0% |
0.0084 |
0.7% |
40% |
False |
False |
197,805 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0077 |
0.7% |
63% |
False |
False |
185,916 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
63% |
False |
False |
165,740 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.7% |
63% |
False |
False |
144,049 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0072 |
0.6% |
39% |
False |
False |
108,331 |
| 100 |
1.1792 |
1.1131 |
0.0661 |
5.8% |
0.0066 |
0.6% |
36% |
False |
False |
86,772 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0063 |
0.6% |
29% |
False |
False |
72,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1649 |
|
2.618 |
1.1543 |
|
1.618 |
1.1479 |
|
1.000 |
1.1439 |
|
0.618 |
1.1414 |
|
HIGH |
1.1375 |
|
0.618 |
1.1350 |
|
0.500 |
1.1342 |
|
0.382 |
1.1335 |
|
LOW |
1.1310 |
|
0.618 |
1.1270 |
|
1.000 |
1.1246 |
|
1.618 |
1.1206 |
|
2.618 |
1.1141 |
|
4.250 |
1.1036 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1365 |
| PP |
1.1350 |
1.1364 |
| S1 |
1.1342 |
1.1362 |
|