CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1122 |
-0.0003 |
0.0% |
1.1324 |
| High |
1.1146 |
1.1125 |
-0.0021 |
-0.2% |
1.1397 |
| Low |
1.1060 |
1.1035 |
-0.0025 |
-0.2% |
1.1111 |
| Close |
1.1126 |
1.1060 |
-0.0066 |
-0.6% |
1.1268 |
| Range |
0.0086 |
0.0090 |
0.0004 |
4.7% |
0.0286 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
270,057 |
192,381 |
-77,676 |
-28.8% |
1,038,543 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1292 |
1.1110 |
|
| R3 |
1.1253 |
1.1202 |
1.1085 |
|
| R2 |
1.1163 |
1.1163 |
1.1077 |
|
| R1 |
1.1112 |
1.1112 |
1.1068 |
1.1093 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1064 |
| S1 |
1.1022 |
1.1022 |
1.1052 |
1.1003 |
| S2 |
1.0983 |
1.0983 |
1.1044 |
|
| S3 |
1.0893 |
1.0932 |
1.1035 |
|
| S4 |
1.0803 |
1.0842 |
1.1011 |
|
|
| 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 |
1.1279 |
1.1035 |
0.0244 |
2.2% |
0.0106 |
1.0% |
10% |
False |
True |
244,102 |
| 10 |
1.1397 |
1.1035 |
0.0362 |
3.3% |
0.0102 |
0.9% |
7% |
False |
True |
231,913 |
| 20 |
1.1504 |
1.1035 |
0.0469 |
4.2% |
0.0092 |
0.8% |
5% |
False |
True |
212,784 |
| 40 |
1.1504 |
1.1035 |
0.0469 |
4.2% |
0.0082 |
0.7% |
5% |
False |
True |
192,442 |
| 60 |
1.1504 |
1.1035 |
0.0469 |
4.2% |
0.0078 |
0.7% |
5% |
False |
True |
181,511 |
| 80 |
1.1645 |
1.1035 |
0.0610 |
5.5% |
0.0076 |
0.7% |
4% |
False |
True |
138,871 |
| 100 |
1.1732 |
1.1035 |
0.0697 |
6.3% |
0.0072 |
0.7% |
4% |
False |
True |
111,236 |
| 120 |
1.1892 |
1.1035 |
0.0857 |
7.7% |
0.0068 |
0.6% |
3% |
False |
True |
92,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1361 |
|
1.618 |
1.1271 |
|
1.000 |
1.1215 |
|
0.618 |
1.1181 |
|
HIGH |
1.1125 |
|
0.618 |
1.1091 |
|
0.500 |
1.1080 |
|
0.382 |
1.1069 |
|
LOW |
1.1035 |
|
0.618 |
1.0979 |
|
1.000 |
1.0945 |
|
1.618 |
1.0889 |
|
2.618 |
1.0799 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1136 |
| PP |
1.1073 |
1.1111 |
| S1 |
1.1067 |
1.1085 |
|