CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0944 |
1.1107 |
0.0163 |
1.5% |
1.1204 |
| High |
1.1133 |
1.1160 |
0.0027 |
0.2% |
1.1291 |
| Low |
1.0929 |
1.1014 |
0.0085 |
0.8% |
1.0926 |
| Close |
1.1116 |
1.1024 |
-0.0092 |
-0.8% |
1.0951 |
| Range |
0.0205 |
0.0146 |
-0.0059 |
-28.6% |
0.0365 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.6% |
0.0000 |
| Volume |
374,753 |
322,333 |
-52,420 |
-14.0% |
90,962 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1410 |
1.1104 |
|
| R3 |
1.1358 |
1.1264 |
1.1064 |
|
| R2 |
1.1212 |
1.1212 |
1.1050 |
|
| R1 |
1.1118 |
1.1118 |
1.1037 |
1.1092 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1053 |
| S1 |
1.0972 |
1.0972 |
1.1010 |
1.0946 |
| S2 |
1.0920 |
1.0920 |
1.0997 |
|
| S3 |
1.0774 |
1.0826 |
1.0983 |
|
| S4 |
1.0628 |
1.0680 |
1.0943 |
|
|
| 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 |
1.1160 |
1.0846 |
0.0314 |
2.8% |
0.0153 |
1.4% |
57% |
True |
False |
189,657 |
| 10 |
1.1315 |
1.0846 |
0.0470 |
4.3% |
0.0129 |
1.2% |
38% |
False |
False |
101,119 |
| 20 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0109 |
1.0% |
26% |
False |
False |
52,267 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0089 |
0.8% |
26% |
False |
False |
26,528 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0080 |
0.7% |
26% |
False |
False |
17,767 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0075 |
0.7% |
26% |
False |
False |
13,414 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0067 |
0.6% |
20% |
False |
False |
10,744 |
| 120 |
1.1818 |
1.0846 |
0.0973 |
8.8% |
0.0061 |
0.5% |
18% |
False |
False |
8,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1780 |
|
2.618 |
1.1542 |
|
1.618 |
1.1396 |
|
1.000 |
1.1306 |
|
0.618 |
1.1250 |
|
HIGH |
1.1160 |
|
0.618 |
1.1104 |
|
0.500 |
1.1087 |
|
0.382 |
1.1069 |
|
LOW |
1.1014 |
|
0.618 |
1.0923 |
|
1.000 |
1.0868 |
|
1.618 |
1.0777 |
|
2.618 |
1.0631 |
|
4.250 |
1.0393 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1024 |
| PP |
1.1066 |
1.1024 |
| S1 |
1.1045 |
1.1024 |
|