CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1119 |
1.1188 |
0.0069 |
0.6% |
1.1085 |
| High |
1.1202 |
1.1216 |
0.0014 |
0.1% |
1.1105 |
| Low |
1.1118 |
1.1090 |
-0.0028 |
-0.2% |
1.0994 |
| Close |
1.1193 |
1.1099 |
-0.0094 |
-0.8% |
1.1020 |
| Range |
0.0085 |
0.0126 |
0.0041 |
48.5% |
0.0111 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.9% |
0.0000 |
| Volume |
189,434 |
240,195 |
50,761 |
26.8% |
711,997 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1431 |
1.1168 |
|
| R3 |
1.1386 |
1.1305 |
1.1134 |
|
| R2 |
1.1260 |
1.1260 |
1.1122 |
|
| R1 |
1.1180 |
1.1180 |
1.1111 |
1.1157 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1124 |
| S1 |
1.1054 |
1.1054 |
1.1087 |
1.1032 |
| S2 |
1.1009 |
1.1009 |
1.1076 |
|
| S3 |
1.0884 |
1.0929 |
1.1064 |
|
| S4 |
1.0758 |
1.0803 |
1.1030 |
|
|
| 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 |
1.1216 |
1.0977 |
0.0239 |
2.1% |
0.0099 |
0.9% |
51% |
True |
False |
203,597 |
| 10 |
1.1216 |
1.0977 |
0.0239 |
2.1% |
0.0089 |
0.8% |
51% |
True |
False |
175,678 |
| 20 |
1.1216 |
1.0846 |
0.0370 |
3.3% |
0.0111 |
1.0% |
69% |
True |
False |
190,583 |
| 40 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0100 |
0.9% |
37% |
False |
False |
97,847 |
| 60 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0089 |
0.8% |
37% |
False |
False |
65,429 |
| 80 |
1.1538 |
1.0846 |
0.0692 |
6.2% |
0.0082 |
0.7% |
37% |
False |
False |
49,176 |
| 100 |
1.1661 |
1.0846 |
0.0816 |
7.3% |
0.0077 |
0.7% |
31% |
False |
False |
39,369 |
| 120 |
1.1750 |
1.0846 |
0.0905 |
8.1% |
0.0069 |
0.6% |
28% |
False |
False |
32,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1544 |
|
1.618 |
1.1419 |
|
1.000 |
1.1341 |
|
0.618 |
1.1293 |
|
HIGH |
1.1216 |
|
0.618 |
1.1168 |
|
0.500 |
1.1153 |
|
0.382 |
1.1138 |
|
LOW |
1.1090 |
|
0.618 |
1.1012 |
|
1.000 |
1.0965 |
|
1.618 |
1.0887 |
|
2.618 |
1.0761 |
|
4.250 |
1.0557 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1109 |
| PP |
1.1135 |
1.1106 |
| S1 |
1.1117 |
1.1102 |
|