CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1128 |
-0.0075 |
-0.7% |
1.1238 |
| High |
1.1222 |
1.1154 |
-0.0068 |
-0.6% |
1.1320 |
| Low |
1.1132 |
1.0979 |
-0.0153 |
-1.4% |
1.0979 |
| Close |
1.1148 |
1.1004 |
-0.0144 |
-1.3% |
1.1004 |
| Range |
0.0090 |
0.0175 |
0.0085 |
93.9% |
0.0341 |
| ATR |
0.0082 |
0.0089 |
0.0007 |
8.1% |
0.0000 |
| Volume |
384 |
2,923 |
2,539 |
661.2% |
6,208 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1569 |
1.1461 |
1.1099 |
|
| R3 |
1.1394 |
1.1286 |
1.1051 |
|
| R2 |
1.1220 |
1.1220 |
1.1035 |
|
| R1 |
1.1112 |
1.1112 |
1.1019 |
1.1079 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1029 |
| S1 |
1.0937 |
1.0937 |
1.0988 |
1.0904 |
| S2 |
1.0871 |
1.0871 |
1.0972 |
|
| S3 |
1.0696 |
1.0763 |
1.0956 |
|
| S4 |
1.0522 |
1.0588 |
1.0908 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2124 |
1.1905 |
1.1191 |
|
| R3 |
1.1783 |
1.1564 |
1.1097 |
|
| R2 |
1.1442 |
1.1442 |
1.1066 |
|
| R1 |
1.1223 |
1.1223 |
1.1035 |
1.1162 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1070 |
| S1 |
1.0882 |
1.0882 |
1.0972 |
1.0821 |
| S2 |
1.0760 |
1.0760 |
1.0941 |
|
| S3 |
1.0419 |
1.0541 |
1.0910 |
|
| S4 |
1.0078 |
1.0200 |
1.0816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1320 |
1.0979 |
0.0341 |
3.1% |
0.0114 |
1.0% |
7% |
False |
True |
1,241 |
| 10 |
1.1478 |
1.0979 |
0.0499 |
4.5% |
0.0104 |
0.9% |
5% |
False |
True |
865 |
| 20 |
1.1567 |
1.0979 |
0.0588 |
5.3% |
0.0074 |
0.7% |
4% |
False |
True |
505 |
| 40 |
1.1567 |
1.0979 |
0.0588 |
5.3% |
0.0061 |
0.6% |
4% |
False |
True |
315 |
| 60 |
1.1567 |
1.0979 |
0.0588 |
5.3% |
0.0054 |
0.5% |
4% |
False |
True |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1895 |
|
2.618 |
1.1610 |
|
1.618 |
1.1436 |
|
1.000 |
1.1328 |
|
0.618 |
1.1261 |
|
HIGH |
1.1154 |
|
0.618 |
1.1087 |
|
0.500 |
1.1066 |
|
0.382 |
1.1046 |
|
LOW |
1.0979 |
|
0.618 |
1.0871 |
|
1.000 |
1.0805 |
|
1.618 |
1.0697 |
|
2.618 |
1.0522 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1102 |
| PP |
1.1045 |
1.1069 |
| S1 |
1.1024 |
1.1036 |
|