CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1164 |
-0.0037 |
-0.3% |
1.1324 |
| High |
1.1279 |
1.1252 |
-0.0027 |
-0.2% |
1.1397 |
| Low |
1.1170 |
1.1149 |
-0.0022 |
-0.2% |
1.1111 |
| Close |
1.1268 |
1.1227 |
-0.0041 |
-0.4% |
1.1268 |
| Range |
0.0109 |
0.0104 |
-0.0005 |
-4.6% |
0.0286 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.5% |
0.0000 |
| Volume |
236,997 |
266,849 |
29,852 |
12.6% |
1,038,543 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1477 |
1.1283 |
|
| R3 |
1.1416 |
1.1373 |
1.1255 |
|
| R2 |
1.1313 |
1.1313 |
1.1245 |
|
| R1 |
1.1270 |
1.1270 |
1.1236 |
1.1291 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1220 |
| S1 |
1.1166 |
1.1166 |
1.1217 |
1.1188 |
| S2 |
1.1106 |
1.1106 |
1.1208 |
|
| S3 |
1.1002 |
1.1063 |
1.1198 |
|
| S4 |
1.0899 |
1.0959 |
1.1170 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.1978 |
1.1425 |
|
| R3 |
1.1830 |
1.1692 |
1.1346 |
|
| R2 |
1.1544 |
1.1544 |
1.1320 |
|
| R1 |
1.1406 |
1.1406 |
1.1294 |
1.1332 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1221 |
| S1 |
1.1120 |
1.1120 |
1.1241 |
1.1046 |
| S2 |
1.0972 |
1.0972 |
1.1215 |
|
| S3 |
1.0686 |
1.0834 |
1.1189 |
|
| S4 |
1.0400 |
1.0548 |
1.1110 |
|
|
| 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 |
2.5% |
0.0115 |
1.0% |
41% |
False |
False |
261,078 |
| 10 |
1.1402 |
1.1111 |
0.0292 |
2.6% |
0.0091 |
0.8% |
40% |
False |
False |
209,693 |
| 20 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0088 |
0.8% |
30% |
False |
False |
204,391 |
| 40 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0080 |
0.7% |
30% |
False |
False |
185,003 |
| 60 |
1.1504 |
1.1111 |
0.0393 |
3.5% |
0.0076 |
0.7% |
30% |
False |
False |
171,995 |
| 80 |
1.1652 |
1.1111 |
0.0541 |
4.8% |
0.0074 |
0.7% |
21% |
False |
False |
129,952 |
| 100 |
1.1732 |
1.1111 |
0.0621 |
5.5% |
0.0070 |
0.6% |
19% |
False |
False |
104,081 |
| 120 |
1.1898 |
1.1111 |
0.0788 |
7.0% |
0.0066 |
0.6% |
15% |
False |
False |
86,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1523 |
|
1.618 |
1.1419 |
|
1.000 |
1.1356 |
|
0.618 |
1.1316 |
|
HIGH |
1.1252 |
|
0.618 |
1.1212 |
|
0.500 |
1.1200 |
|
0.382 |
1.1188 |
|
LOW |
1.1149 |
|
0.618 |
1.1085 |
|
1.000 |
1.1045 |
|
1.618 |
1.0981 |
|
2.618 |
1.0878 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1222 |
| PP |
1.1209 |
1.1217 |
| S1 |
1.1200 |
1.1212 |
|