CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1310 |
-0.0022 |
-0.2% |
1.1352 |
| High |
1.1364 |
1.1313 |
-0.0051 |
-0.4% |
1.1402 |
| Low |
1.1306 |
1.1111 |
-0.0195 |
-1.7% |
1.1288 |
| Close |
1.1313 |
1.1191 |
-0.0122 |
-1.1% |
1.1338 |
| Range |
0.0059 |
0.0203 |
0.0144 |
246.2% |
0.0115 |
| ATR |
0.0077 |
0.0086 |
0.0009 |
11.5% |
0.0000 |
| Volume |
133,507 |
375,205 |
241,698 |
181.0% |
791,538 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1812 |
1.1704 |
1.1302 |
|
| R3 |
1.1610 |
1.1502 |
1.1247 |
|
| R2 |
1.1407 |
1.1407 |
1.1228 |
|
| R1 |
1.1299 |
1.1299 |
1.1210 |
1.1252 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1181 |
| S1 |
1.1097 |
1.1097 |
1.1172 |
1.1050 |
| S2 |
1.1002 |
1.1002 |
1.1154 |
|
| S3 |
1.0800 |
1.0894 |
1.1135 |
|
| S4 |
1.0597 |
1.0692 |
1.1080 |
|
|
| 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 |
1.1397 |
1.1111 |
0.0286 |
2.6% |
0.0098 |
0.9% |
28% |
False |
True |
219,724 |
| 10 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0092 |
0.8% |
20% |
False |
True |
207,017 |
| 20 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0086 |
0.8% |
20% |
False |
True |
201,742 |
| 40 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0079 |
0.7% |
20% |
False |
True |
180,395 |
| 60 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0076 |
0.7% |
20% |
False |
True |
164,219 |
| 80 |
1.1652 |
1.1111 |
0.0541 |
4.8% |
0.0073 |
0.7% |
15% |
False |
True |
123,665 |
| 100 |
1.1732 |
1.1111 |
0.0621 |
5.5% |
0.0069 |
0.6% |
13% |
False |
True |
99,050 |
| 120 |
1.1956 |
1.1111 |
0.0846 |
7.6% |
0.0065 |
0.6% |
10% |
False |
True |
82,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.1843 |
|
1.618 |
1.1641 |
|
1.000 |
1.1516 |
|
0.618 |
1.1438 |
|
HIGH |
1.1313 |
|
0.618 |
1.1236 |
|
0.500 |
1.1212 |
|
0.382 |
1.1188 |
|
LOW |
1.1111 |
|
0.618 |
1.0985 |
|
1.000 |
1.0908 |
|
1.618 |
1.0783 |
|
2.618 |
1.0580 |
|
4.250 |
1.0250 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1254 |
| PP |
1.1205 |
1.1233 |
| S1 |
1.1198 |
1.1212 |
|