CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0928 |
1.0854 |
-0.0074 |
-0.7% |
1.1164 |
| High |
1.0934 |
1.0959 |
0.0025 |
0.2% |
1.1252 |
| Low |
1.0807 |
1.0850 |
0.0044 |
0.4% |
1.0888 |
| Close |
1.0849 |
1.0908 |
0.0059 |
0.5% |
1.0913 |
| Range |
0.0128 |
0.0109 |
-0.0019 |
-14.5% |
0.0365 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.6% |
0.0000 |
| Volume |
358,901 |
417,350 |
58,449 |
16.3% |
1,280,778 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1179 |
1.0967 |
|
| R3 |
1.1124 |
1.1070 |
1.0937 |
|
| R2 |
1.1015 |
1.1015 |
1.0927 |
|
| R1 |
1.0961 |
1.0961 |
1.0917 |
1.0988 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0919 |
| S1 |
1.0852 |
1.0852 |
1.0898 |
1.0879 |
| S2 |
1.0797 |
1.0797 |
1.0888 |
|
| S3 |
1.0688 |
1.0743 |
1.0878 |
|
| S4 |
1.0579 |
1.0634 |
1.0848 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2111 |
1.1877 |
1.1113 |
|
| R3 |
1.1747 |
1.1512 |
1.1013 |
|
| R2 |
1.1382 |
1.1382 |
1.0980 |
|
| R1 |
1.1148 |
1.1148 |
1.0946 |
1.1083 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.0985 |
| S1 |
1.0783 |
1.0783 |
1.0880 |
1.0718 |
| S2 |
1.0653 |
1.0653 |
1.0846 |
|
| S3 |
1.0289 |
1.0419 |
1.0813 |
|
| S4 |
0.9924 |
1.0054 |
1.0713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1146 |
1.0807 |
0.0340 |
3.1% |
0.0119 |
1.1% |
30% |
False |
False |
307,190 |
| 10 |
1.1364 |
1.0807 |
0.0558 |
5.1% |
0.0121 |
1.1% |
18% |
False |
False |
280,273 |
| 20 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0098 |
0.9% |
14% |
False |
False |
231,225 |
| 40 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0088 |
0.8% |
14% |
False |
False |
208,437 |
| 60 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0082 |
0.7% |
14% |
False |
False |
185,520 |
| 80 |
1.1519 |
1.0807 |
0.0713 |
6.5% |
0.0079 |
0.7% |
14% |
False |
False |
152,252 |
| 100 |
1.1732 |
1.0807 |
0.0925 |
8.5% |
0.0075 |
0.7% |
11% |
False |
False |
121,960 |
| 120 |
1.1866 |
1.0807 |
0.1059 |
9.7% |
0.0071 |
0.6% |
10% |
False |
False |
101,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1244 |
|
1.618 |
1.1135 |
|
1.000 |
1.1068 |
|
0.618 |
1.1026 |
|
HIGH |
1.0959 |
|
0.618 |
1.0917 |
|
0.500 |
1.0905 |
|
0.382 |
1.0892 |
|
LOW |
1.0850 |
|
0.618 |
1.0783 |
|
1.000 |
1.0741 |
|
1.618 |
1.0674 |
|
2.618 |
1.0565 |
|
4.250 |
1.0387 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0938 |
| PP |
1.0906 |
1.0928 |
| S1 |
1.0905 |
1.0918 |
|