CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1202 |
0.0007 |
0.1% |
1.1449 |
| High |
1.1224 |
1.1222 |
-0.0003 |
0.0% |
1.1478 |
| Low |
1.1145 |
1.1132 |
-0.0013 |
-0.1% |
1.1200 |
| Close |
1.1215 |
1.1148 |
-0.0067 |
-0.6% |
1.1358 |
| Range |
0.0080 |
0.0090 |
0.0011 |
13.2% |
0.0278 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,766 |
384 |
-1,382 |
-78.3% |
2,446 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1437 |
1.1382 |
1.1197 |
|
| R3 |
1.1347 |
1.1292 |
1.1172 |
|
| R2 |
1.1257 |
1.1257 |
1.1164 |
|
| R1 |
1.1202 |
1.1202 |
1.1156 |
1.1185 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1158 |
| S1 |
1.1112 |
1.1112 |
1.1139 |
1.1095 |
| S2 |
1.1077 |
1.1077 |
1.1131 |
|
| S3 |
1.0987 |
1.1022 |
1.1123 |
|
| S4 |
1.0897 |
1.0932 |
1.1098 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2046 |
1.1510 |
|
| R3 |
1.1901 |
1.1768 |
1.1434 |
|
| R2 |
1.1623 |
1.1623 |
1.1408 |
|
| R1 |
1.1490 |
1.1490 |
1.1383 |
1.1418 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1309 |
| S1 |
1.1212 |
1.1212 |
1.1332 |
1.1140 |
| S2 |
1.1067 |
1.1067 |
1.1307 |
|
| S3 |
1.0789 |
1.0934 |
1.1281 |
|
| S4 |
1.0511 |
1.0656 |
1.1205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1364 |
1.1132 |
0.0233 |
2.1% |
0.0100 |
0.9% |
7% |
False |
True |
739 |
| 10 |
1.1478 |
1.1132 |
0.0347 |
3.1% |
0.0090 |
0.8% |
5% |
False |
True |
595 |
| 20 |
1.1567 |
1.1132 |
0.0436 |
3.9% |
0.0074 |
0.7% |
4% |
False |
True |
369 |
| 40 |
1.1567 |
1.1132 |
0.0436 |
3.9% |
0.0057 |
0.5% |
4% |
False |
True |
244 |
| 60 |
1.1567 |
1.1132 |
0.0436 |
3.9% |
0.0052 |
0.5% |
4% |
False |
True |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1457 |
|
1.618 |
1.1367 |
|
1.000 |
1.1312 |
|
0.618 |
1.1277 |
|
HIGH |
1.1222 |
|
0.618 |
1.1187 |
|
0.500 |
1.1177 |
|
0.382 |
1.1166 |
|
LOW |
1.1132 |
|
0.618 |
1.1076 |
|
1.000 |
1.1042 |
|
1.618 |
1.0986 |
|
2.618 |
1.0896 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1177 |
1.1226 |
| PP |
1.1167 |
1.1200 |
| S1 |
1.1157 |
1.1174 |
|