CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1105 |
1.0963 |
-0.0142 |
-1.3% |
1.1204 |
| High |
1.1106 |
1.0972 |
-0.0134 |
-1.2% |
1.1291 |
| Low |
1.0926 |
1.0846 |
-0.0080 |
-0.7% |
1.0926 |
| Close |
1.0951 |
1.0887 |
-0.0064 |
-0.6% |
1.0951 |
| Range |
0.0180 |
0.0127 |
-0.0054 |
-29.7% |
0.0365 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.2% |
0.0000 |
| Volume |
34,391 |
83,954 |
49,563 |
144.1% |
90,962 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1211 |
1.0957 |
|
| R3 |
1.1155 |
1.1084 |
1.0922 |
|
| R2 |
1.1028 |
1.1028 |
1.0910 |
|
| R1 |
1.0958 |
1.0958 |
1.0899 |
1.0930 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0888 |
| S1 |
1.0831 |
1.0831 |
1.0875 |
1.0803 |
| S2 |
1.0775 |
1.0775 |
1.0864 |
|
| S3 |
1.0649 |
1.0705 |
1.0852 |
|
| S4 |
1.0522 |
1.0578 |
1.0817 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2151 |
1.1916 |
1.1152 |
|
| R3 |
1.1786 |
1.1551 |
1.1051 |
|
| R2 |
1.1421 |
1.1421 |
1.1018 |
|
| R1 |
1.1186 |
1.1186 |
1.0984 |
1.1121 |
| PP |
1.1056 |
1.1056 |
1.1056 |
1.1023 |
| S1 |
1.0821 |
1.0821 |
1.0918 |
1.0756 |
| S2 |
1.0691 |
1.0691 |
1.0884 |
|
| S3 |
1.0326 |
1.0456 |
1.0851 |
|
| S4 |
0.9961 |
1.0091 |
1.0750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1270 |
1.0846 |
0.0425 |
3.9% |
0.0124 |
1.1% |
10% |
False |
True |
32,051 |
| 10 |
1.1430 |
1.0846 |
0.0585 |
5.4% |
0.0119 |
1.1% |
7% |
False |
True |
19,633 |
| 20 |
1.1538 |
1.0846 |
0.0692 |
6.4% |
0.0092 |
0.8% |
6% |
False |
True |
10,850 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.4% |
0.0083 |
0.8% |
6% |
False |
True |
5,796 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.4% |
0.0075 |
0.7% |
6% |
False |
True |
4,006 |
| 80 |
1.1635 |
1.0846 |
0.0790 |
7.3% |
0.0071 |
0.7% |
5% |
False |
True |
3,044 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0063 |
0.6% |
5% |
False |
True |
2,451 |
| 120 |
1.1893 |
1.0846 |
0.1048 |
9.6% |
0.0058 |
0.5% |
4% |
False |
True |
2,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1510 |
|
2.618 |
1.1303 |
|
1.618 |
1.1177 |
|
1.000 |
1.1099 |
|
0.618 |
1.1050 |
|
HIGH |
1.0972 |
|
0.618 |
1.0924 |
|
0.500 |
1.0909 |
|
0.382 |
1.0894 |
|
LOW |
1.0846 |
|
0.618 |
1.0767 |
|
1.000 |
1.0719 |
|
1.618 |
1.0641 |
|
2.618 |
1.0514 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.1003 |
| PP |
1.0902 |
1.0964 |
| S1 |
1.0894 |
1.0926 |
|