CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1032 |
1.1030 |
-0.0002 |
0.0% |
1.1011 |
| High |
1.1087 |
1.1110 |
0.0023 |
0.2% |
1.1200 |
| Low |
1.0994 |
1.1026 |
0.0032 |
0.3% |
1.0917 |
| Close |
1.1052 |
1.1034 |
-0.0018 |
-0.2% |
1.0998 |
| Range |
0.0093 |
0.0084 |
-0.0009 |
-9.7% |
0.0283 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
765 |
535 |
-230 |
-30.1% |
8,210 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1255 |
1.1080 |
|
| R3 |
1.1225 |
1.1171 |
1.1057 |
|
| R2 |
1.1141 |
1.1141 |
1.1049 |
|
| R1 |
1.1087 |
1.1087 |
1.1042 |
1.1114 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1070 |
| S1 |
1.1003 |
1.1003 |
1.1026 |
1.1030 |
| S2 |
1.0973 |
1.0973 |
1.1019 |
|
| S3 |
1.0889 |
1.0919 |
1.1011 |
|
| S4 |
1.0805 |
1.0835 |
1.0988 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1726 |
1.1154 |
|
| R3 |
1.1604 |
1.1443 |
1.1076 |
|
| R2 |
1.1321 |
1.1321 |
1.1050 |
|
| R1 |
1.1160 |
1.1160 |
1.1024 |
1.1099 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1008 |
| S1 |
1.0877 |
1.0877 |
1.0972 |
1.0816 |
| S2 |
1.0755 |
1.0755 |
1.0946 |
|
| S3 |
1.0472 |
1.0594 |
1.0920 |
|
| S4 |
1.0189 |
1.0311 |
1.0842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0994 |
0.0206 |
1.9% |
0.0119 |
1.1% |
19% |
False |
False |
1,199 |
| 10 |
1.1224 |
1.0917 |
0.0307 |
2.8% |
0.0113 |
1.0% |
38% |
False |
False |
1,458 |
| 20 |
1.1487 |
1.0917 |
0.0570 |
5.2% |
0.0096 |
0.9% |
21% |
False |
False |
940 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0073 |
0.7% |
18% |
False |
False |
534 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0063 |
0.6% |
18% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1467 |
|
2.618 |
1.1330 |
|
1.618 |
1.1246 |
|
1.000 |
1.1194 |
|
0.618 |
1.1162 |
|
HIGH |
1.1110 |
|
0.618 |
1.1078 |
|
0.500 |
1.1068 |
|
0.382 |
1.1058 |
|
LOW |
1.1026 |
|
0.618 |
1.0974 |
|
1.000 |
1.0942 |
|
1.618 |
1.0890 |
|
2.618 |
1.0806 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1068 |
1.1057 |
| PP |
1.1057 |
1.1049 |
| S1 |
1.1045 |
1.1042 |
|