CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1164 |
1.1224 |
0.0060 |
0.5% |
1.1324 |
| High |
1.1252 |
1.1237 |
-0.0016 |
-0.1% |
1.1397 |
| Low |
1.1149 |
1.1094 |
-0.0055 |
-0.5% |
1.1111 |
| Close |
1.1227 |
1.1127 |
-0.0100 |
-0.9% |
1.1268 |
| Range |
0.0104 |
0.0143 |
0.0040 |
38.2% |
0.0286 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.2% |
0.0000 |
| Volume |
266,849 |
254,228 |
-12,621 |
-4.7% |
1,038,543 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1497 |
1.1205 |
|
| R3 |
1.1438 |
1.1354 |
1.1166 |
|
| R2 |
1.1295 |
1.1295 |
1.1153 |
|
| R1 |
1.1211 |
1.1211 |
1.1140 |
1.1182 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1138 |
| S1 |
1.1068 |
1.1068 |
1.1113 |
1.1039 |
| S2 |
1.1009 |
1.1009 |
1.1100 |
|
| S3 |
1.0866 |
1.0925 |
1.1087 |
|
| S4 |
1.0723 |
1.0782 |
1.1048 |
|
|
| 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 |
1.1364 |
1.1094 |
0.0271 |
2.4% |
0.0123 |
1.1% |
12% |
False |
True |
253,357 |
| 10 |
1.1402 |
1.1094 |
0.0309 |
2.8% |
0.0096 |
0.9% |
11% |
False |
True |
215,423 |
| 20 |
1.1504 |
1.1094 |
0.0410 |
3.7% |
0.0090 |
0.8% |
8% |
False |
True |
207,367 |
| 40 |
1.1504 |
1.1094 |
0.0410 |
3.7% |
0.0082 |
0.7% |
8% |
False |
True |
188,322 |
| 60 |
1.1504 |
1.1094 |
0.0410 |
3.7% |
0.0077 |
0.7% |
8% |
False |
True |
175,750 |
| 80 |
1.1652 |
1.1094 |
0.0558 |
5.0% |
0.0076 |
0.7% |
6% |
False |
True |
133,114 |
| 100 |
1.1732 |
1.1094 |
0.0638 |
5.7% |
0.0071 |
0.6% |
5% |
False |
True |
106,620 |
| 120 |
1.1897 |
1.1094 |
0.0804 |
7.2% |
0.0067 |
0.6% |
4% |
False |
True |
88,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1611 |
|
1.618 |
1.1468 |
|
1.000 |
1.1380 |
|
0.618 |
1.1325 |
|
HIGH |
1.1237 |
|
0.618 |
1.1182 |
|
0.500 |
1.1165 |
|
0.382 |
1.1148 |
|
LOW |
1.1094 |
|
0.618 |
1.1005 |
|
1.000 |
1.0951 |
|
1.618 |
1.0862 |
|
2.618 |
1.0719 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1186 |
| PP |
1.1152 |
1.1166 |
| S1 |
1.1139 |
1.1146 |
|