CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1107 |
1.1026 |
-0.0082 |
-0.7% |
1.0963 |
| High |
1.1160 |
1.1082 |
-0.0078 |
-0.7% |
1.1160 |
| Low |
1.1014 |
1.0939 |
-0.0075 |
-0.7% |
1.0846 |
| Close |
1.1024 |
1.0944 |
-0.0080 |
-0.7% |
1.0944 |
| Range |
0.0146 |
0.0143 |
-0.0004 |
-2.4% |
0.0314 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
322,333 |
326,503 |
4,170 |
1.3% |
1,240,401 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1322 |
1.1022 |
|
| R3 |
1.1273 |
1.1180 |
1.0983 |
|
| R2 |
1.1131 |
1.1131 |
1.0970 |
|
| R1 |
1.1037 |
1.1037 |
1.0957 |
1.1013 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0976 |
| S1 |
1.0895 |
1.0895 |
1.0931 |
1.0870 |
| S2 |
1.0846 |
1.0846 |
1.0918 |
|
| S3 |
1.0703 |
1.0752 |
1.0905 |
|
| S4 |
1.0561 |
1.0610 |
1.0866 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1925 |
1.1749 |
1.1117 |
|
| R3 |
1.1611 |
1.1435 |
1.1030 |
|
| R2 |
1.1297 |
1.1297 |
1.1002 |
|
| R1 |
1.1121 |
1.1121 |
1.0973 |
1.1052 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0949 |
| S1 |
1.0807 |
1.0807 |
1.0915 |
1.0738 |
| S2 |
1.0669 |
1.0669 |
1.0886 |
|
| S3 |
1.0355 |
1.0493 |
1.0858 |
|
| S4 |
1.0041 |
1.0179 |
1.0771 |
|
|
| 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 |
2.9% |
0.0146 |
1.3% |
31% |
False |
False |
248,080 |
| 10 |
1.1291 |
1.0846 |
0.0445 |
4.1% |
0.0132 |
1.2% |
22% |
False |
False |
133,136 |
| 20 |
1.1462 |
1.0846 |
0.0617 |
5.6% |
0.0110 |
1.0% |
16% |
False |
False |
68,269 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0091 |
0.8% |
14% |
False |
False |
34,680 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0081 |
0.7% |
14% |
False |
False |
23,204 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0076 |
0.7% |
14% |
False |
False |
17,494 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.3% |
0.0068 |
0.6% |
11% |
False |
False |
14,009 |
| 120 |
1.1818 |
1.0846 |
0.0973 |
8.9% |
0.0062 |
0.6% |
10% |
False |
False |
11,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1455 |
|
1.618 |
1.1312 |
|
1.000 |
1.1224 |
|
0.618 |
1.1170 |
|
HIGH |
1.1082 |
|
0.618 |
1.1027 |
|
0.500 |
1.1010 |
|
0.382 |
1.0993 |
|
LOW |
1.0939 |
|
0.618 |
1.0851 |
|
1.000 |
1.0797 |
|
1.618 |
1.0708 |
|
2.618 |
1.0566 |
|
4.250 |
1.0333 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1044 |
| PP |
1.0988 |
1.1011 |
| S1 |
1.0966 |
1.0977 |
|