CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1051 |
-0.0034 |
-0.3% |
1.0957 |
| High |
1.1105 |
1.1080 |
-0.0025 |
-0.2% |
1.1173 |
| Low |
1.1044 |
1.0994 |
-0.0050 |
-0.5% |
1.0937 |
| Close |
1.1049 |
1.1056 |
0.0007 |
0.1% |
1.1084 |
| Range |
0.0061 |
0.0086 |
0.0025 |
41.3% |
0.0236 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
111,272 |
164,995 |
53,723 |
48.3% |
947,374 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1263 |
1.1103 |
|
| R3 |
1.1214 |
1.1178 |
1.1079 |
|
| R2 |
1.1129 |
1.1129 |
1.1071 |
|
| R1 |
1.1092 |
1.1092 |
1.1063 |
1.1110 |
| PP |
1.1043 |
1.1043 |
1.1043 |
1.1052 |
| S1 |
1.1007 |
1.1007 |
1.1048 |
1.1025 |
| S2 |
1.0958 |
1.0958 |
1.1040 |
|
| S3 |
1.0872 |
1.0921 |
1.1032 |
|
| S4 |
1.0787 |
1.0836 |
1.1008 |
|
|
| 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 |
1.0987 |
0.0186 |
1.7% |
0.0098 |
0.9% |
37% |
False |
False |
172,426 |
| 10 |
1.1173 |
1.0929 |
0.0244 |
2.2% |
0.0117 |
1.1% |
52% |
False |
False |
224,723 |
| 20 |
1.1400 |
1.0846 |
0.0555 |
5.0% |
0.0118 |
1.1% |
38% |
False |
False |
128,430 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0097 |
0.9% |
30% |
False |
False |
65,190 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0085 |
0.8% |
30% |
False |
False |
43,563 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0080 |
0.7% |
30% |
False |
False |
32,777 |
| 100 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0074 |
0.7% |
23% |
False |
False |
26,242 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0065 |
0.6% |
23% |
False |
False |
21,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1443 |
|
2.618 |
1.1303 |
|
1.618 |
1.1218 |
|
1.000 |
1.1165 |
|
0.618 |
1.1132 |
|
HIGH |
1.1080 |
|
0.618 |
1.1047 |
|
0.500 |
1.1037 |
|
0.382 |
1.1027 |
|
LOW |
1.0994 |
|
0.618 |
1.0941 |
|
1.000 |
1.0909 |
|
1.618 |
1.0856 |
|
2.618 |
1.0770 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1049 |
1.1074 |
| PP |
1.1043 |
1.1068 |
| S1 |
1.1037 |
1.1062 |
|