CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1263 |
1.1162 |
-0.0101 |
-0.9% |
1.1355 |
| High |
1.1270 |
1.1183 |
-0.0087 |
-0.8% |
1.1430 |
| Low |
1.1133 |
1.1099 |
-0.0034 |
-0.3% |
1.1147 |
| Close |
1.1164 |
1.1163 |
-0.0001 |
0.0% |
1.1305 |
| Range |
0.0138 |
0.0085 |
-0.0053 |
-38.5% |
0.0283 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
7,898 |
17,115 |
9,217 |
116.7% |
21,418 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1367 |
1.1209 |
|
| R3 |
1.1317 |
1.1282 |
1.1186 |
|
| R2 |
1.1233 |
1.1233 |
1.1178 |
|
| R1 |
1.1198 |
1.1198 |
1.1171 |
1.1215 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1157 |
| S1 |
1.1113 |
1.1113 |
1.1155 |
1.1131 |
| S2 |
1.1064 |
1.1064 |
1.1148 |
|
| S3 |
1.0979 |
1.1029 |
1.1140 |
|
| S4 |
1.0895 |
1.0944 |
1.1117 |
|
|
| 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 |
1.1345 |
1.1099 |
0.0247 |
2.2% |
0.0126 |
1.1% |
26% |
False |
True |
10,364 |
| 10 |
1.1438 |
1.1099 |
0.0339 |
3.0% |
0.0096 |
0.9% |
19% |
False |
True |
6,800 |
| 20 |
1.1538 |
1.1099 |
0.0439 |
3.9% |
0.0087 |
0.8% |
15% |
False |
True |
4,288 |
| 40 |
1.1538 |
1.1099 |
0.0439 |
3.9% |
0.0077 |
0.7% |
15% |
False |
True |
2,439 |
| 60 |
1.1538 |
1.1099 |
0.0439 |
3.9% |
0.0071 |
0.6% |
15% |
False |
True |
1,759 |
| 80 |
1.1661 |
1.1099 |
0.0563 |
5.0% |
0.0068 |
0.6% |
11% |
False |
True |
1,356 |
| 100 |
1.1750 |
1.1099 |
0.0652 |
5.8% |
0.0060 |
0.5% |
10% |
False |
True |
1,099 |
| 120 |
1.1918 |
1.1099 |
0.0820 |
7.3% |
0.0055 |
0.5% |
8% |
False |
True |
919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1404 |
|
1.618 |
1.1320 |
|
1.000 |
1.1268 |
|
0.618 |
1.1235 |
|
HIGH |
1.1183 |
|
0.618 |
1.1151 |
|
0.500 |
1.1141 |
|
0.382 |
1.1131 |
|
LOW |
1.1099 |
|
0.618 |
1.1046 |
|
1.000 |
1.1014 |
|
1.618 |
1.0962 |
|
2.618 |
1.0877 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1195 |
| PP |
1.1148 |
1.1184 |
| S1 |
1.1141 |
1.1174 |
|