CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1363 |
1.1380 |
0.0018 |
0.2% |
1.1464 |
| High |
1.1402 |
1.1392 |
-0.0010 |
-0.1% |
1.1504 |
| Low |
1.1352 |
1.1329 |
-0.0023 |
-0.2% |
1.1336 |
| Close |
1.1396 |
1.1369 |
-0.0027 |
-0.2% |
1.1343 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.7% |
0.0168 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
133,192 |
165,653 |
32,461 |
24.4% |
918,956 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1525 |
1.1404 |
|
| R3 |
1.1490 |
1.1461 |
1.1386 |
|
| R2 |
1.1427 |
1.1427 |
1.1381 |
|
| R1 |
1.1398 |
1.1398 |
1.1375 |
1.1381 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1355 |
| S1 |
1.1334 |
1.1334 |
1.1363 |
1.1317 |
| S2 |
1.1300 |
1.1300 |
1.1357 |
|
| S3 |
1.1236 |
1.1271 |
1.1352 |
|
| S4 |
1.1173 |
1.1207 |
1.1334 |
|
|
| 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 |
1.1437 |
1.1288 |
0.0150 |
1.3% |
0.0074 |
0.6% |
55% |
False |
False |
174,663 |
| 10 |
1.1504 |
1.1288 |
0.0216 |
1.9% |
0.0071 |
0.6% |
38% |
False |
False |
181,940 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0078 |
0.7% |
64% |
False |
False |
186,002 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.6% |
64% |
False |
False |
167,124 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
64% |
False |
False |
148,959 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0072 |
0.6% |
40% |
False |
False |
112,052 |
| 100 |
1.1746 |
1.1131 |
0.0616 |
5.4% |
0.0067 |
0.6% |
39% |
False |
False |
89,754 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0063 |
0.6% |
29% |
False |
False |
74,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1662 |
|
2.618 |
1.1558 |
|
1.618 |
1.1495 |
|
1.000 |
1.1456 |
|
0.618 |
1.1431 |
|
HIGH |
1.1392 |
|
0.618 |
1.1368 |
|
0.500 |
1.1360 |
|
0.382 |
1.1353 |
|
LOW |
1.1329 |
|
0.618 |
1.1289 |
|
1.000 |
1.1265 |
|
1.618 |
1.1226 |
|
2.618 |
1.1162 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1366 |
1.1365 |
| PP |
1.1363 |
1.1360 |
| S1 |
1.1360 |
1.1356 |
|