CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1085 |
-0.0042 |
-0.4% |
1.0957 |
| High |
1.1153 |
1.1105 |
-0.0049 |
-0.4% |
1.1173 |
| Low |
1.1037 |
1.1044 |
0.0007 |
0.1% |
1.0937 |
| Close |
1.1084 |
1.1049 |
-0.0035 |
-0.3% |
1.1084 |
| Range |
0.0116 |
0.0061 |
-0.0056 |
-47.8% |
0.0236 |
| ATR |
0.0111 |
0.0108 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
167,276 |
111,272 |
-56,004 |
-33.5% |
947,374 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1209 |
1.1082 |
|
| R3 |
1.1187 |
1.1148 |
1.1066 |
|
| R2 |
1.1126 |
1.1126 |
1.1060 |
|
| R1 |
1.1088 |
1.1088 |
1.1055 |
1.1077 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1060 |
| S1 |
1.1027 |
1.1027 |
1.1043 |
1.1016 |
| S2 |
1.1005 |
1.1005 |
1.1038 |
|
| S3 |
1.0945 |
1.0967 |
1.1032 |
|
| S4 |
1.0884 |
1.0906 |
1.1016 |
|
|
| 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 |
1.0964 |
0.0209 |
1.9% |
0.0099 |
0.9% |
41% |
False |
False |
176,186 |
| 10 |
1.1173 |
1.0889 |
0.0284 |
2.6% |
0.0119 |
1.1% |
56% |
False |
False |
221,509 |
| 20 |
1.1430 |
1.0846 |
0.0585 |
5.3% |
0.0119 |
1.1% |
35% |
False |
False |
120,571 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0096 |
0.9% |
29% |
False |
False |
61,084 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0085 |
0.8% |
29% |
False |
False |
40,815 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0079 |
0.7% |
29% |
False |
False |
30,715 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0073 |
0.7% |
22% |
False |
False |
24,594 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0065 |
0.6% |
22% |
False |
False |
20,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1362 |
|
2.618 |
1.1263 |
|
1.618 |
1.1202 |
|
1.000 |
1.1165 |
|
0.618 |
1.1142 |
|
HIGH |
1.1105 |
|
0.618 |
1.1081 |
|
0.500 |
1.1074 |
|
0.382 |
1.1067 |
|
LOW |
1.1044 |
|
0.618 |
1.1007 |
|
1.000 |
1.0984 |
|
1.618 |
1.0946 |
|
2.618 |
1.0886 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1105 |
| PP |
1.1066 |
1.1086 |
| S1 |
1.1057 |
1.1068 |
|