CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0969 |
-0.0042 |
-0.4% |
1.1238 |
| High |
1.1014 |
1.1054 |
0.0041 |
0.4% |
1.1320 |
| Low |
1.0917 |
1.0961 |
0.0044 |
0.4% |
1.0979 |
| Close |
1.0940 |
1.0999 |
0.0059 |
0.5% |
1.1004 |
| Range |
0.0097 |
0.0093 |
-0.0004 |
-3.6% |
0.0341 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.0% |
0.0000 |
| Volume |
2,106 |
1,406 |
-700 |
-33.2% |
6,208 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1234 |
1.1050 |
|
| R3 |
1.1191 |
1.1141 |
1.1025 |
|
| R2 |
1.1098 |
1.1098 |
1.1016 |
|
| R1 |
1.1048 |
1.1048 |
1.1008 |
1.1073 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1017 |
| S1 |
1.0955 |
1.0955 |
1.0990 |
1.0980 |
| S2 |
1.0912 |
1.0912 |
1.0982 |
|
| S3 |
1.0819 |
1.0862 |
1.0973 |
|
| S4 |
1.0726 |
1.0769 |
1.0948 |
|
|
| 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 |
1.1224 |
1.0917 |
0.0307 |
2.8% |
0.0107 |
1.0% |
27% |
False |
False |
1,717 |
| 10 |
1.1420 |
1.0917 |
0.0503 |
4.6% |
0.0107 |
1.0% |
16% |
False |
False |
1,148 |
| 20 |
1.1547 |
1.0917 |
0.0630 |
5.7% |
0.0079 |
0.7% |
13% |
False |
False |
675 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0064 |
0.6% |
13% |
False |
False |
402 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0055 |
0.5% |
13% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1297 |
|
1.618 |
1.1204 |
|
1.000 |
1.1147 |
|
0.618 |
1.1111 |
|
HIGH |
1.1054 |
|
0.618 |
1.1018 |
|
0.500 |
1.1008 |
|
0.382 |
1.0997 |
|
LOW |
1.0961 |
|
0.618 |
1.0904 |
|
1.000 |
1.0868 |
|
1.618 |
1.0811 |
|
2.618 |
1.0718 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1008 |
1.1035 |
| PP |
1.1005 |
1.1023 |
| S1 |
1.1002 |
1.1011 |
|