CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1126 |
0.0061 |
0.6% |
1.0957 |
| High |
1.1173 |
1.1153 |
-0.0020 |
-0.2% |
1.1173 |
| Low |
1.1042 |
1.1037 |
-0.0005 |
0.0% |
1.0937 |
| Close |
1.1136 |
1.1084 |
-0.0052 |
-0.5% |
1.1084 |
| Range |
0.0131 |
0.0116 |
-0.0015 |
-11.1% |
0.0236 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
186,963 |
167,276 |
-19,687 |
-10.5% |
947,374 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1377 |
1.1147 |
|
| R3 |
1.1323 |
1.1261 |
1.1115 |
|
| R2 |
1.1207 |
1.1207 |
1.1105 |
|
| R1 |
1.1145 |
1.1145 |
1.1094 |
1.1118 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1078 |
| S1 |
1.1029 |
1.1029 |
1.1073 |
1.1002 |
| S2 |
1.0975 |
1.0975 |
1.1062 |
|
| S3 |
1.0859 |
1.0913 |
1.1052 |
|
| S4 |
1.0743 |
1.0797 |
1.1020 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1664 |
1.1213 |
|
| R3 |
1.1536 |
1.1428 |
1.1148 |
|
| R2 |
1.1300 |
1.1300 |
1.1127 |
|
| R1 |
1.1192 |
1.1192 |
1.1105 |
1.1246 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1091 |
| S1 |
1.0956 |
1.0956 |
1.1062 |
1.1010 |
| S2 |
1.0828 |
1.0828 |
1.1040 |
|
| S3 |
1.0592 |
1.0720 |
1.1019 |
|
| S4 |
1.0356 |
1.0484 |
1.0954 |
|
|
| 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% |
0.0106 |
1.0% |
62% |
False |
False |
189,474 |
| 10 |
1.1173 |
1.0846 |
0.0327 |
3.0% |
0.0126 |
1.1% |
73% |
False |
False |
218,777 |
| 20 |
1.1430 |
1.0846 |
0.0585 |
5.3% |
0.0119 |
1.1% |
41% |
False |
False |
115,104 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0096 |
0.9% |
34% |
False |
False |
58,311 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0085 |
0.8% |
34% |
False |
False |
38,963 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0078 |
0.7% |
34% |
False |
False |
29,325 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0073 |
0.7% |
26% |
False |
False |
23,482 |
| 120 |
1.1757 |
1.0846 |
0.0912 |
8.2% |
0.0065 |
0.6% |
26% |
False |
False |
19,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1457 |
|
1.618 |
1.1341 |
|
1.000 |
1.1269 |
|
0.618 |
1.1225 |
|
HIGH |
1.1153 |
|
0.618 |
1.1109 |
|
0.500 |
1.1095 |
|
0.382 |
1.1081 |
|
LOW |
1.1037 |
|
0.618 |
1.0965 |
|
1.000 |
1.0921 |
|
1.618 |
1.0849 |
|
2.618 |
1.0733 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1095 |
1.1082 |
| PP |
1.1091 |
1.1081 |
| S1 |
1.1087 |
1.1080 |
|