CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1324 |
-0.0044 |
-0.4% |
1.1352 |
| High |
1.1383 |
1.1397 |
0.0014 |
0.1% |
1.1402 |
| Low |
1.1319 |
1.1293 |
-0.0026 |
-0.2% |
1.1288 |
| Close |
1.1338 |
1.1340 |
0.0003 |
0.0% |
1.1338 |
| Range |
0.0064 |
0.0104 |
0.0040 |
61.7% |
0.0115 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.5% |
0.0000 |
| Volume |
131,424 |
292,834 |
161,410 |
122.8% |
791,538 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1654 |
1.1600 |
1.1397 |
|
| R3 |
1.1550 |
1.1497 |
1.1368 |
|
| R2 |
1.1447 |
1.1447 |
1.1359 |
|
| R1 |
1.1393 |
1.1393 |
1.1349 |
1.1420 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1357 |
| S1 |
1.1290 |
1.1290 |
1.1331 |
1.1317 |
| S2 |
1.1240 |
1.1240 |
1.1321 |
|
| S3 |
1.1136 |
1.1186 |
1.1312 |
|
| S4 |
1.1033 |
1.1083 |
1.1283 |
|
|
| 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 |
1.1293 |
0.0109 |
1.0% |
0.0069 |
0.6% |
43% |
False |
True |
177,489 |
| 10 |
1.1504 |
1.1288 |
0.0216 |
1.9% |
0.0076 |
0.7% |
24% |
False |
False |
182,177 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0080 |
0.7% |
56% |
False |
False |
192,016 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.7% |
56% |
False |
False |
171,784 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0074 |
0.7% |
56% |
False |
False |
155,908 |
| 80 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0073 |
0.6% |
35% |
False |
False |
117,345 |
| 100 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0067 |
0.6% |
35% |
False |
False |
93,981 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0064 |
0.6% |
25% |
False |
False |
78,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1836 |
|
2.618 |
1.1667 |
|
1.618 |
1.1564 |
|
1.000 |
1.1500 |
|
0.618 |
1.1460 |
|
HIGH |
1.1397 |
|
0.618 |
1.1357 |
|
0.500 |
1.1345 |
|
0.382 |
1.1333 |
|
LOW |
1.1293 |
|
0.618 |
1.1229 |
|
1.000 |
1.1190 |
|
1.618 |
1.1126 |
|
2.618 |
1.1022 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1345 |
| PP |
1.1343 |
1.1343 |
| S1 |
1.1342 |
1.1342 |
|