CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.0990 |
-0.0081 |
-0.7% |
1.0928 |
| High |
1.1123 |
1.1044 |
-0.0079 |
-0.7% |
1.1123 |
| Low |
1.0977 |
1.0902 |
-0.0076 |
-0.7% |
1.0807 |
| Close |
1.0987 |
1.0907 |
-0.0080 |
-0.7% |
1.0907 |
| Range |
0.0146 |
0.0142 |
-0.0004 |
-2.4% |
0.0316 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.9% |
0.0000 |
| Volume |
461,359 |
149,314 |
-312,045 |
-67.6% |
1,981,346 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1284 |
1.0985 |
|
| R3 |
1.1235 |
1.1142 |
1.0946 |
|
| R2 |
1.1093 |
1.1093 |
1.0933 |
|
| R1 |
1.1000 |
1.1000 |
1.0920 |
1.0975 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0938 |
| S1 |
1.0858 |
1.0858 |
1.0894 |
1.0833 |
| S2 |
1.0809 |
1.0809 |
1.0881 |
|
| S3 |
1.0667 |
1.0716 |
1.0868 |
|
| S4 |
1.0525 |
1.0574 |
1.0829 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1893 |
1.1716 |
1.1081 |
|
| R3 |
1.1577 |
1.1400 |
1.0994 |
|
| R2 |
1.1261 |
1.1261 |
1.0965 |
|
| R1 |
1.1084 |
1.1084 |
1.0936 |
1.1015 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0911 |
| S1 |
1.0768 |
1.0768 |
1.0878 |
1.0699 |
| S2 |
1.0629 |
1.0629 |
1.0849 |
|
| S3 |
1.0313 |
1.0452 |
1.0820 |
|
| S4 |
0.9997 |
1.0136 |
1.0733 |
|
|
| 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% |
0.0146 |
1.3% |
32% |
False |
False |
396,269 |
| 10 |
1.1252 |
1.0807 |
0.0446 |
4.1% |
0.0134 |
1.2% |
23% |
False |
False |
326,212 |
| 20 |
1.1437 |
1.0807 |
0.0631 |
5.8% |
0.0112 |
1.0% |
16% |
False |
False |
265,270 |
| 40 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0094 |
0.9% |
14% |
False |
False |
226,410 |
| 60 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0087 |
0.8% |
14% |
False |
False |
197,160 |
| 80 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0083 |
0.8% |
14% |
False |
False |
167,251 |
| 100 |
1.1732 |
1.0807 |
0.0925 |
8.5% |
0.0079 |
0.7% |
11% |
False |
False |
133,993 |
| 120 |
1.1800 |
1.0807 |
0.0994 |
9.1% |
0.0073 |
0.7% |
10% |
False |
False |
111,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1415 |
|
1.618 |
1.1273 |
|
1.000 |
1.1186 |
|
0.618 |
1.1131 |
|
HIGH |
1.1044 |
|
0.618 |
1.0989 |
|
0.500 |
1.0973 |
|
0.382 |
1.0956 |
|
LOW |
1.0902 |
|
0.618 |
1.0814 |
|
1.000 |
1.0760 |
|
1.618 |
1.0672 |
|
2.618 |
1.0530 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0973 |
1.1006 |
| PP |
1.0951 |
1.0973 |
| S1 |
1.0929 |
1.0940 |
|