CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1017 |
1.1021 |
0.0004 |
0.0% |
1.1085 |
| High |
1.1033 |
1.1170 |
0.0137 |
1.2% |
1.1105 |
| Low |
1.0977 |
1.1002 |
0.0025 |
0.2% |
1.0994 |
| Close |
1.1023 |
1.1121 |
0.0098 |
0.9% |
1.1020 |
| Range |
0.0056 |
0.0168 |
0.0112 |
200.0% |
0.0111 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
5.5% |
0.0000 |
| Volume |
168,114 |
279,770 |
111,656 |
66.4% |
711,997 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1529 |
1.1213 |
|
| R3 |
1.1434 |
1.1361 |
1.1167 |
|
| R2 |
1.1266 |
1.1266 |
1.1152 |
|
| R1 |
1.1193 |
1.1193 |
1.1136 |
1.1230 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1116 |
| S1 |
1.1025 |
1.1025 |
1.1106 |
1.1062 |
| S2 |
1.0930 |
1.0930 |
1.1090 |
|
| S3 |
1.0762 |
1.0857 |
1.1075 |
|
| S4 |
1.0594 |
1.0689 |
1.1029 |
|
|
| 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 |
1.1170 |
1.0977 |
0.0193 |
1.7% |
0.0083 |
0.7% |
75% |
True |
False |
176,722 |
| 10 |
1.1173 |
1.0977 |
0.0196 |
1.8% |
0.0091 |
0.8% |
74% |
False |
False |
174,574 |
| 20 |
1.1183 |
1.0846 |
0.0338 |
3.0% |
0.0109 |
1.0% |
82% |
False |
False |
170,802 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0097 |
0.9% |
40% |
False |
False |
87,133 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0087 |
0.8% |
40% |
False |
False |
58,276 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0080 |
0.7% |
40% |
False |
False |
43,807 |
| 100 |
1.1661 |
1.0846 |
0.0816 |
7.3% |
0.0075 |
0.7% |
34% |
False |
False |
35,075 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.1% |
0.0067 |
0.6% |
30% |
False |
False |
29,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1884 |
|
2.618 |
1.1610 |
|
1.618 |
1.1442 |
|
1.000 |
1.1338 |
|
0.618 |
1.1274 |
|
HIGH |
1.1170 |
|
0.618 |
1.1106 |
|
0.500 |
1.1086 |
|
0.382 |
1.1066 |
|
LOW |
1.1002 |
|
0.618 |
1.0898 |
|
1.000 |
1.0834 |
|
1.618 |
1.0730 |
|
2.618 |
1.0562 |
|
4.250 |
1.0288 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1105 |
| PP |
1.1098 |
1.1089 |
| S1 |
1.1086 |
1.1074 |
|