CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.1071 |
0.0170 |
1.6% |
1.1164 |
| High |
1.1097 |
1.1123 |
0.0026 |
0.2% |
1.1252 |
| Low |
1.0890 |
1.0977 |
0.0087 |
0.8% |
1.0888 |
| Close |
1.1079 |
1.0987 |
-0.0093 |
-0.8% |
1.0913 |
| Range |
0.0207 |
0.0146 |
-0.0061 |
-29.5% |
0.0365 |
| ATR |
0.0110 |
0.0112 |
0.0003 |
2.3% |
0.0000 |
| Volume |
594,422 |
461,359 |
-133,063 |
-22.4% |
1,280,778 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1371 |
1.1067 |
|
| R3 |
1.1320 |
1.1226 |
1.1027 |
|
| R2 |
1.1174 |
1.1174 |
1.1013 |
|
| R1 |
1.1080 |
1.1080 |
1.1000 |
1.1055 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1016 |
| S1 |
1.0935 |
1.0935 |
1.0973 |
1.0909 |
| S2 |
1.0883 |
1.0883 |
1.0960 |
|
| S3 |
1.0738 |
1.0789 |
1.0946 |
|
| S4 |
1.0592 |
1.0644 |
1.0906 |
|
|
| 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 |
1.1123 |
1.0807 |
0.0316 |
2.9% |
0.0154 |
1.4% |
57% |
True |
False |
425,859 |
| 10 |
1.1279 |
1.0807 |
0.0472 |
4.3% |
0.0130 |
1.2% |
38% |
False |
False |
334,980 |
| 20 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0111 |
1.0% |
26% |
False |
False |
270,999 |
| 40 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0093 |
0.8% |
26% |
False |
False |
227,676 |
| 60 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0085 |
0.8% |
26% |
False |
False |
196,889 |
| 80 |
1.1504 |
1.0807 |
0.0697 |
6.3% |
0.0082 |
0.7% |
26% |
False |
False |
165,414 |
| 100 |
1.1732 |
1.0807 |
0.0925 |
8.4% |
0.0078 |
0.7% |
19% |
False |
False |
132,506 |
| 120 |
1.1800 |
1.0807 |
0.0994 |
9.0% |
0.0072 |
0.7% |
18% |
False |
False |
110,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1503 |
|
1.618 |
1.1358 |
|
1.000 |
1.1268 |
|
0.618 |
1.1212 |
|
HIGH |
1.1123 |
|
0.618 |
1.1067 |
|
0.500 |
1.1050 |
|
0.382 |
1.1033 |
|
LOW |
1.0977 |
|
0.618 |
1.0887 |
|
1.000 |
1.0832 |
|
1.618 |
1.0742 |
|
2.618 |
1.0596 |
|
4.250 |
1.0359 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.0986 |
| PP |
1.1029 |
1.0986 |
| S1 |
1.1008 |
1.0986 |
|