CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1332 |
0.0008 |
0.1% |
1.1352 |
| High |
1.1397 |
1.1364 |
-0.0033 |
-0.3% |
1.1402 |
| Low |
1.1293 |
1.1306 |
0.0013 |
0.1% |
1.1288 |
| Close |
1.1340 |
1.1313 |
-0.0028 |
-0.2% |
1.1338 |
| Range |
0.0104 |
0.0059 |
-0.0045 |
-43.5% |
0.0115 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
292,834 |
133,507 |
-159,327 |
-54.4% |
791,538 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1466 |
1.1345 |
|
| R3 |
1.1444 |
1.1408 |
1.1329 |
|
| R2 |
1.1386 |
1.1386 |
1.1323 |
|
| R1 |
1.1349 |
1.1349 |
1.1318 |
1.1338 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1322 |
| S1 |
1.1291 |
1.1291 |
1.1307 |
1.1280 |
| S2 |
1.1269 |
1.1269 |
1.1302 |
|
| S3 |
1.1210 |
1.1232 |
1.1296 |
|
| S4 |
1.1152 |
1.1174 |
1.1280 |
|
|
| 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% |
0.0068 |
0.6% |
18% |
False |
False |
171,322 |
| 10 |
1.1504 |
1.1288 |
0.0216 |
1.9% |
0.0076 |
0.7% |
12% |
False |
False |
182,277 |
| 20 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0080 |
0.7% |
49% |
False |
False |
191,146 |
| 40 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0075 |
0.7% |
49% |
False |
False |
173,327 |
| 60 |
1.1504 |
1.1131 |
0.0373 |
3.3% |
0.0073 |
0.6% |
49% |
False |
False |
158,037 |
| 80 |
1.1722 |
1.1131 |
0.0591 |
5.2% |
0.0072 |
0.6% |
31% |
False |
False |
118,995 |
| 100 |
1.1732 |
1.1131 |
0.0601 |
5.3% |
0.0067 |
0.6% |
30% |
False |
False |
95,303 |
| 120 |
1.1956 |
1.1131 |
0.0826 |
7.3% |
0.0064 |
0.6% |
22% |
False |
False |
79,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1613 |
|
2.618 |
1.1517 |
|
1.618 |
1.1459 |
|
1.000 |
1.1423 |
|
0.618 |
1.1400 |
|
HIGH |
1.1364 |
|
0.618 |
1.1342 |
|
0.500 |
1.1335 |
|
0.382 |
1.1328 |
|
LOW |
1.1306 |
|
0.618 |
1.1269 |
|
1.000 |
1.1247 |
|
1.618 |
1.1211 |
|
2.618 |
1.1152 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1335 |
1.1345 |
| PP |
1.1327 |
1.1334 |
| S1 |
1.1320 |
1.1323 |
|