CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 18-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1367 |
-0.0013 |
-0.1% |
1.1352 |
| High |
1.1392 |
1.1383 |
-0.0010 |
-0.1% |
1.1402 |
| Low |
1.1329 |
1.1319 |
-0.0010 |
-0.1% |
1.1288 |
| Close |
1.1369 |
1.1338 |
-0.0032 |
-0.3% |
1.1338 |
| Range |
0.0064 |
0.0064 |
0.0001 |
0.8% |
0.0115 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
165,653 |
131,424 |
-34,229 |
-20.7% |
791,538 |
|
| Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1502 |
1.1373 |
|
| R3 |
1.1474 |
1.1438 |
1.1355 |
|
| R2 |
1.1410 |
1.1410 |
1.1349 |
|
| R1 |
1.1374 |
1.1374 |
1.1343 |
1.1360 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1339 |
| S1 |
1.1310 |
1.1310 |
1.1332 |
1.1296 |
| S2 |
1.1282 |
1.1282 |
1.1326 |
|
| S3 |
1.1218 |
1.1246 |
1.1320 |
|
| S4 |
1.1154 |
1.1182 |
1.1302 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1686 |
1.1626 |
1.1400 |
|
| R3 |
1.1571 |
1.1512 |
1.1369 |
|
| R2 |
1.1457 |
1.1457 |
1.1358 |
|
| R1 |
1.1397 |
1.1397 |
1.1348 |
1.1370 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1329 |
| S1 |
1.1283 |
1.1283 |
1.1327 |
1.1255 |
| S2 |
1.1228 |
1.1228 |
1.1317 |
|
| S3 |
1.1113 |
1.1168 |
1.1306 |
|
| S4 |
1.0999 |
1.1054 |
1.1275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1402 |
1.1288 |
0.0115 |
1.0% |
0.0066 |
0.6% |
44% |
False |
False |
158,307 |
| 10 |
1.1504 |
1.1288 |
0.0216 |
1.9% |
0.0070 |
0.6% |
23% |
False |
False |
171,049 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0078 |
0.7% |
55% |
False |
False |
185,594 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
55% |
False |
False |
167,231 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
55% |
False |
False |
151,095 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0072 |
0.6% |
34% |
False |
False |
113,690 |
| 100 |
1.1733 |
1.1131 |
0.0602 |
5.3% |
0.0067 |
0.6% |
34% |
False |
False |
91,060 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0064 |
0.6% |
25% |
False |
False |
75,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1655 |
|
2.618 |
1.1550 |
|
1.618 |
1.1486 |
|
1.000 |
1.1447 |
|
0.618 |
1.1422 |
|
HIGH |
1.1383 |
|
0.618 |
1.1358 |
|
0.500 |
1.1351 |
|
0.382 |
1.1343 |
|
LOW |
1.1319 |
|
0.618 |
1.1279 |
|
1.000 |
1.1255 |
|
1.618 |
1.1215 |
|
2.618 |
1.1151 |
|
4.250 |
1.1047 |
|
|
| Fisher Pivots for day following 18-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1360 |
| PP |
1.1346 |
1.1353 |
| S1 |
1.1342 |
1.1345 |
|