CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0890 |
-0.0074 |
-0.7% |
1.1204 |
| High |
1.0972 |
1.0998 |
0.0026 |
0.2% |
1.1291 |
| Low |
1.0846 |
1.0889 |
0.0044 |
0.4% |
1.0926 |
| Close |
1.0887 |
1.0946 |
0.0059 |
0.5% |
1.0951 |
| Range |
0.0127 |
0.0109 |
-0.0018 |
-14.2% |
0.0365 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.8% |
0.0000 |
| Volume |
83,954 |
132,858 |
48,904 |
58.3% |
90,962 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1216 |
1.1005 |
|
| R3 |
1.1161 |
1.1108 |
1.0975 |
|
| R2 |
1.1053 |
1.1053 |
1.0965 |
|
| R1 |
1.0999 |
1.0999 |
1.0955 |
1.1026 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0957 |
| S1 |
1.0891 |
1.0891 |
1.0936 |
1.0917 |
| S2 |
1.0836 |
1.0836 |
1.0926 |
|
| S3 |
1.0727 |
1.0782 |
1.0916 |
|
| S4 |
1.0619 |
1.0674 |
1.0886 |
|
|
| 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 |
1.1183 |
1.0846 |
0.0338 |
3.1% |
0.0118 |
1.1% |
30% |
False |
False |
57,043 |
| 10 |
1.1400 |
1.0846 |
0.0555 |
5.1% |
0.0119 |
1.1% |
18% |
False |
False |
32,137 |
| 20 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0095 |
0.9% |
14% |
False |
False |
17,468 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0084 |
0.8% |
14% |
False |
False |
9,112 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0076 |
0.7% |
14% |
False |
False |
6,165 |
| 80 |
1.1541 |
1.0846 |
0.0696 |
6.4% |
0.0071 |
0.7% |
14% |
False |
False |
4,703 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0064 |
0.6% |
11% |
False |
False |
3,779 |
| 120 |
1.1880 |
1.0846 |
0.1035 |
9.5% |
0.0059 |
0.5% |
10% |
False |
False |
3,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1282 |
|
1.618 |
1.1173 |
|
1.000 |
1.1106 |
|
0.618 |
1.1065 |
|
HIGH |
1.0998 |
|
0.618 |
1.0956 |
|
0.500 |
1.0943 |
|
0.382 |
1.0930 |
|
LOW |
1.0889 |
|
0.618 |
1.0822 |
|
1.000 |
1.0781 |
|
1.618 |
1.0713 |
|
2.618 |
1.0605 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0976 |
| PP |
1.0944 |
1.0966 |
| S1 |
1.0943 |
1.0956 |
|