CME Euro FX (E) Future June 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 |
1.1204 |
1.1263 |
0.0059 |
0.5% |
1.1355 |
| High |
1.1291 |
1.1270 |
-0.0021 |
-0.2% |
1.1430 |
| Low |
1.1187 |
1.1133 |
-0.0055 |
-0.5% |
1.1147 |
| Close |
1.1266 |
1.1164 |
-0.0102 |
-0.9% |
1.1305 |
| Range |
0.0104 |
0.0138 |
0.0034 |
32.9% |
0.0283 |
| ATR |
0.0087 |
0.0091 |
0.0004 |
4.1% |
0.0000 |
| Volume |
14,661 |
7,898 |
-6,763 |
-46.1% |
21,418 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1520 |
1.1240 |
|
| R3 |
1.1464 |
1.1383 |
1.1202 |
|
| R2 |
1.1326 |
1.1326 |
1.1189 |
|
| R1 |
1.1245 |
1.1245 |
1.1177 |
1.1217 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1175 |
| S1 |
1.1108 |
1.1108 |
1.1151 |
1.1080 |
| S2 |
1.1051 |
1.1051 |
1.1139 |
|
| S3 |
1.0914 |
1.0970 |
1.1126 |
|
| S4 |
1.0776 |
1.0833 |
1.1088 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.2007 |
1.1460 |
|
| R3 |
1.1860 |
1.1724 |
1.1382 |
|
| R2 |
1.1577 |
1.1577 |
1.1356 |
|
| R1 |
1.1441 |
1.1441 |
1.1330 |
1.1367 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1257 |
| S1 |
1.1158 |
1.1158 |
1.1279 |
1.1084 |
| S2 |
1.1011 |
1.1011 |
1.1253 |
|
| S3 |
1.0728 |
1.0875 |
1.1227 |
|
| S4 |
1.0445 |
1.0592 |
1.1149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1400 |
1.1133 |
0.0268 |
2.4% |
0.0121 |
1.1% |
12% |
False |
True |
7,232 |
| 10 |
1.1438 |
1.1133 |
0.0305 |
2.7% |
0.0094 |
0.8% |
10% |
False |
True |
5,309 |
| 20 |
1.1538 |
1.1133 |
0.0405 |
3.6% |
0.0086 |
0.8% |
8% |
False |
True |
3,464 |
| 40 |
1.1538 |
1.1133 |
0.0405 |
3.6% |
0.0077 |
0.7% |
8% |
False |
True |
2,013 |
| 60 |
1.1538 |
1.1133 |
0.0405 |
3.6% |
0.0071 |
0.6% |
8% |
False |
True |
1,476 |
| 80 |
1.1661 |
1.1133 |
0.0529 |
4.7% |
0.0067 |
0.6% |
6% |
False |
True |
1,143 |
| 100 |
1.1750 |
1.1133 |
0.0618 |
5.5% |
0.0059 |
0.5% |
5% |
False |
True |
928 |
| 120 |
1.1918 |
1.1133 |
0.0786 |
7.0% |
0.0055 |
0.5% |
4% |
False |
True |
780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1854 |
|
2.618 |
1.1630 |
|
1.618 |
1.1492 |
|
1.000 |
1.1408 |
|
0.618 |
1.1355 |
|
HIGH |
1.1270 |
|
0.618 |
1.1217 |
|
0.500 |
1.1201 |
|
0.382 |
1.1185 |
|
LOW |
1.1133 |
|
0.618 |
1.1048 |
|
1.000 |
1.0995 |
|
1.618 |
1.0910 |
|
2.618 |
1.0773 |
|
4.250 |
1.0548 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1201 |
1.1224 |
| PP |
1.1189 |
1.1204 |
| S1 |
1.1176 |
1.1184 |
|