CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1160 |
-0.0002 |
0.0% |
1.1355 |
| High |
1.1183 |
1.1160 |
-0.0023 |
-0.2% |
1.1430 |
| Low |
1.1099 |
1.1071 |
-0.0028 |
-0.2% |
1.1147 |
| Close |
1.1163 |
1.1097 |
-0.0067 |
-0.6% |
1.1305 |
| Range |
0.0085 |
0.0089 |
0.0005 |
5.3% |
0.0283 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
17,115 |
16,897 |
-218 |
-1.3% |
21,418 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1325 |
1.1145 |
|
| R3 |
1.1287 |
1.1236 |
1.1121 |
|
| R2 |
1.1198 |
1.1198 |
1.1113 |
|
| R1 |
1.1147 |
1.1147 |
1.1105 |
1.1128 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1100 |
| S1 |
1.1058 |
1.1058 |
1.1088 |
1.1039 |
| S2 |
1.1020 |
1.1020 |
1.1080 |
|
| S3 |
1.0931 |
1.0969 |
1.1072 |
|
| S4 |
1.0842 |
1.0880 |
1.1048 |
|
|
| 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 |
1.1315 |
1.1071 |
0.0244 |
2.2% |
0.0105 |
0.9% |
10% |
False |
True |
12,581 |
| 10 |
1.1430 |
1.1071 |
0.0359 |
3.2% |
0.0100 |
0.9% |
7% |
False |
True |
8,195 |
| 20 |
1.1538 |
1.1071 |
0.0467 |
4.2% |
0.0089 |
0.8% |
5% |
False |
True |
5,110 |
| 40 |
1.1538 |
1.1071 |
0.0467 |
4.2% |
0.0078 |
0.7% |
5% |
False |
True |
2,852 |
| 60 |
1.1538 |
1.1071 |
0.0467 |
4.2% |
0.0072 |
0.7% |
5% |
False |
True |
2,040 |
| 80 |
1.1661 |
1.1071 |
0.0590 |
5.3% |
0.0068 |
0.6% |
4% |
False |
True |
1,565 |
| 100 |
1.1750 |
1.1071 |
0.0679 |
6.1% |
0.0060 |
0.5% |
4% |
False |
True |
1,268 |
| 120 |
1.1910 |
1.1071 |
0.0839 |
7.6% |
0.0056 |
0.5% |
3% |
False |
True |
1,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1393 |
|
1.618 |
1.1304 |
|
1.000 |
1.1249 |
|
0.618 |
1.1215 |
|
HIGH |
1.1160 |
|
0.618 |
1.1126 |
|
0.500 |
1.1116 |
|
0.382 |
1.1105 |
|
LOW |
1.1071 |
|
0.618 |
1.1016 |
|
1.000 |
1.0982 |
|
1.618 |
1.0927 |
|
2.618 |
1.0838 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1171 |
| PP |
1.1109 |
1.1146 |
| S1 |
1.1103 |
1.1121 |
|