CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.1065 |
0.0076 |
0.7% |
1.0963 |
| High |
1.1084 |
1.1173 |
0.0089 |
0.8% |
1.1160 |
| Low |
1.0987 |
1.1042 |
0.0056 |
0.5% |
1.0846 |
| Close |
1.1040 |
1.1136 |
0.0096 |
0.9% |
1.0944 |
| Range |
0.0097 |
0.0131 |
0.0034 |
34.5% |
0.0314 |
| ATR |
0.0110 |
0.0111 |
0.0002 |
1.5% |
0.0000 |
| Volume |
231,625 |
186,963 |
-44,662 |
-19.3% |
1,240,401 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1452 |
1.1207 |
|
| R3 |
1.1378 |
1.1322 |
1.1171 |
|
| R2 |
1.1247 |
1.1247 |
1.1159 |
|
| R1 |
1.1191 |
1.1191 |
1.1147 |
1.1219 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1131 |
| S1 |
1.1061 |
1.1061 |
1.1124 |
1.1089 |
| S2 |
1.0986 |
1.0986 |
1.1112 |
|
| S3 |
1.0856 |
1.0930 |
1.1100 |
|
| S4 |
1.0725 |
1.0800 |
1.1064 |
|
|
| 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 |
1.1173 |
1.0937 |
0.0236 |
2.1% |
0.0112 |
1.0% |
84% |
True |
False |
221,320 |
| 10 |
1.1173 |
1.0846 |
0.0327 |
2.9% |
0.0132 |
1.2% |
89% |
True |
False |
205,489 |
| 20 |
1.1430 |
1.0846 |
0.0585 |
5.2% |
0.0116 |
1.0% |
50% |
False |
False |
106,842 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0094 |
0.8% |
42% |
False |
False |
54,134 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0083 |
0.7% |
42% |
False |
False |
36,179 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0078 |
0.7% |
42% |
False |
False |
27,236 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.1% |
0.0072 |
0.6% |
32% |
False |
False |
21,809 |
| 120 |
1.1782 |
1.0846 |
0.0937 |
8.4% |
0.0064 |
0.6% |
31% |
False |
False |
18,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1727 |
|
2.618 |
1.1514 |
|
1.618 |
1.1384 |
|
1.000 |
1.1303 |
|
0.618 |
1.1253 |
|
HIGH |
1.1173 |
|
0.618 |
1.1123 |
|
0.500 |
1.1107 |
|
0.382 |
1.1092 |
|
LOW |
1.1042 |
|
0.618 |
1.0961 |
|
1.000 |
1.0912 |
|
1.618 |
1.0831 |
|
2.618 |
1.0700 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1126 |
1.1113 |
| PP |
1.1117 |
1.1091 |
| S1 |
1.1107 |
1.1068 |
|