CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1041 |
-0.0024 |
-0.2% |
1.0957 |
| High |
1.1078 |
1.1047 |
-0.0031 |
-0.3% |
1.1173 |
| Low |
1.0997 |
1.0998 |
0.0002 |
0.0% |
1.0937 |
| Close |
1.1042 |
1.1032 |
-0.0010 |
-0.1% |
1.1084 |
| Range |
0.0082 |
0.0049 |
-0.0033 |
-39.9% |
0.0236 |
| ATR |
0.0104 |
0.0101 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
144,803 |
150,455 |
5,652 |
3.9% |
947,374 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1151 |
1.1059 |
|
| R3 |
1.1124 |
1.1102 |
1.1045 |
|
| R2 |
1.1075 |
1.1075 |
1.1041 |
|
| R1 |
1.1053 |
1.1053 |
1.1036 |
1.1040 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1019 |
| S1 |
1.1004 |
1.1004 |
1.1028 |
1.0991 |
| S2 |
1.0977 |
1.0977 |
1.1023 |
|
| S3 |
1.0928 |
1.0955 |
1.1019 |
|
| S4 |
1.0879 |
1.0906 |
1.1005 |
|
|
| 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 |
1.1153 |
1.0994 |
0.0159 |
1.4% |
0.0079 |
0.7% |
24% |
False |
False |
147,760 |
| 10 |
1.1173 |
1.0937 |
0.0236 |
2.1% |
0.0095 |
0.9% |
40% |
False |
False |
184,540 |
| 20 |
1.1315 |
1.0846 |
0.0470 |
4.3% |
0.0112 |
1.0% |
40% |
False |
False |
142,829 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0097 |
0.9% |
27% |
False |
False |
72,549 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0086 |
0.8% |
27% |
False |
False |
48,481 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0080 |
0.7% |
27% |
False |
False |
36,466 |
| 100 |
1.1671 |
1.0846 |
0.0826 |
7.5% |
0.0073 |
0.7% |
23% |
False |
False |
29,193 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0066 |
0.6% |
21% |
False |
False |
24,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1175 |
|
1.618 |
1.1126 |
|
1.000 |
1.1096 |
|
0.618 |
1.1077 |
|
HIGH |
1.1047 |
|
0.618 |
1.1028 |
|
0.500 |
1.1023 |
|
0.382 |
1.1017 |
|
LOW |
1.0998 |
|
0.618 |
1.0968 |
|
1.000 |
1.0949 |
|
1.618 |
1.0919 |
|
2.618 |
1.0870 |
|
4.250 |
1.0790 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1037 |
| PP |
1.1026 |
1.1035 |
| S1 |
1.1023 |
1.1034 |
|