CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1041 |
1.1034 |
-0.0007 |
-0.1% |
1.1085 |
| High |
1.1047 |
1.1071 |
0.0024 |
0.2% |
1.1105 |
| Low |
1.0998 |
1.1010 |
0.0012 |
0.1% |
1.0994 |
| Close |
1.1032 |
1.1020 |
-0.0012 |
-0.1% |
1.1020 |
| Range |
0.0049 |
0.0061 |
0.0012 |
24.5% |
0.0111 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
150,455 |
140,472 |
-9,983 |
-6.6% |
711,997 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1179 |
1.1054 |
|
| R3 |
1.1156 |
1.1118 |
1.1037 |
|
| R2 |
1.1095 |
1.1095 |
1.1031 |
|
| R1 |
1.1057 |
1.1057 |
1.1026 |
1.1046 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1028 |
| S1 |
1.0996 |
1.0996 |
1.1014 |
1.0985 |
| S2 |
1.0973 |
1.0973 |
1.1009 |
|
| S3 |
1.0912 |
1.0935 |
1.1003 |
|
| S4 |
1.0851 |
1.0874 |
1.0986 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1306 |
1.1081 |
|
| R3 |
1.1261 |
1.1196 |
1.1050 |
|
| R2 |
1.1150 |
1.1150 |
1.1040 |
|
| R1 |
1.1085 |
1.1085 |
1.1030 |
1.1062 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1028 |
| S1 |
1.0975 |
1.0975 |
1.1010 |
1.0952 |
| S2 |
1.0929 |
1.0929 |
1.1000 |
|
| S3 |
1.0819 |
1.0864 |
1.0990 |
|
| S4 |
1.0708 |
1.0754 |
1.0959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1105 |
1.0994 |
0.0111 |
1.0% |
0.0068 |
0.6% |
24% |
False |
False |
142,399 |
| 10 |
1.1173 |
1.0937 |
0.0236 |
2.1% |
0.0087 |
0.8% |
35% |
False |
False |
165,937 |
| 20 |
1.1291 |
1.0846 |
0.0445 |
4.0% |
0.0110 |
1.0% |
39% |
False |
False |
149,536 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0095 |
0.9% |
25% |
False |
False |
76,035 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0086 |
0.8% |
25% |
False |
False |
50,820 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.3% |
0.0079 |
0.7% |
25% |
False |
False |
38,218 |
| 100 |
1.1671 |
1.0846 |
0.0826 |
7.5% |
0.0074 |
0.7% |
21% |
False |
False |
30,596 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.2% |
0.0066 |
0.6% |
19% |
False |
False |
25,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1231 |
|
1.618 |
1.1170 |
|
1.000 |
1.1132 |
|
0.618 |
1.1109 |
|
HIGH |
1.1071 |
|
0.618 |
1.1048 |
|
0.500 |
1.1041 |
|
0.382 |
1.1033 |
|
LOW |
1.1010 |
|
0.618 |
1.0972 |
|
1.000 |
1.0949 |
|
1.618 |
1.0911 |
|
2.618 |
1.0850 |
|
4.250 |
1.0751 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1037 |
| PP |
1.1034 |
1.1032 |
| S1 |
1.1027 |
1.1026 |
|