CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.1064 |
0.0014 |
0.1% |
1.0957 |
| High |
1.1080 |
1.1078 |
-0.0002 |
0.0% |
1.1173 |
| Low |
1.0994 |
1.0997 |
0.0003 |
0.0% |
1.0937 |
| Close |
1.1056 |
1.1042 |
-0.0014 |
-0.1% |
1.1084 |
| Range |
0.0086 |
0.0082 |
-0.0004 |
-4.7% |
0.0236 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
164,995 |
144,803 |
-20,192 |
-12.2% |
947,374 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1283 |
1.1244 |
1.1087 |
|
| R3 |
1.1202 |
1.1163 |
1.1064 |
|
| R2 |
1.1120 |
1.1120 |
1.1057 |
|
| R1 |
1.1081 |
1.1081 |
1.1049 |
1.1060 |
| PP |
1.1039 |
1.1039 |
1.1039 |
1.1028 |
| S1 |
1.1000 |
1.1000 |
1.1035 |
1.0979 |
| S2 |
1.0957 |
1.0957 |
1.1027 |
|
| S3 |
1.0876 |
1.0918 |
1.1020 |
|
| S4 |
1.0794 |
1.0837 |
1.0997 |
|
|
| 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 |
1.0994 |
0.0179 |
1.6% |
0.0095 |
0.9% |
27% |
False |
False |
155,061 |
| 10 |
1.1173 |
1.0937 |
0.0236 |
2.1% |
0.0105 |
0.9% |
45% |
False |
False |
201,728 |
| 20 |
1.1345 |
1.0846 |
0.0500 |
4.5% |
0.0119 |
1.1% |
39% |
False |
False |
135,597 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0097 |
0.9% |
28% |
False |
False |
68,799 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0086 |
0.8% |
28% |
False |
False |
45,975 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0079 |
0.7% |
28% |
False |
False |
34,586 |
| 100 |
1.1714 |
1.0846 |
0.0869 |
7.9% |
0.0074 |
0.7% |
23% |
False |
False |
27,688 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0065 |
0.6% |
22% |
False |
False |
23,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1424 |
|
2.618 |
1.1291 |
|
1.618 |
1.1210 |
|
1.000 |
1.1160 |
|
0.618 |
1.1128 |
|
HIGH |
1.1078 |
|
0.618 |
1.1047 |
|
0.500 |
1.1037 |
|
0.382 |
1.1028 |
|
LOW |
1.0997 |
|
0.618 |
1.0946 |
|
1.000 |
1.0915 |
|
1.618 |
1.0865 |
|
2.618 |
1.0783 |
|
4.250 |
1.0650 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1049 |
| PP |
1.1039 |
1.1047 |
| S1 |
1.1037 |
1.1044 |
|