CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1053 |
1.1103 |
0.0050 |
0.5% |
1.1011 |
| High |
1.1137 |
1.1230 |
0.0093 |
0.8% |
1.1200 |
| Low |
1.1050 |
1.1099 |
0.0049 |
0.4% |
1.0917 |
| Close |
1.1098 |
1.1193 |
0.0095 |
0.9% |
1.0998 |
| Range |
0.0087 |
0.0131 |
0.0044 |
50.6% |
0.0283 |
| ATR |
0.0099 |
0.0102 |
0.0002 |
2.3% |
0.0000 |
| Volume |
791 |
468 |
-323 |
-40.8% |
8,210 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1511 |
1.1265 |
|
| R3 |
1.1436 |
1.1380 |
1.1229 |
|
| R2 |
1.1305 |
1.1305 |
1.1217 |
|
| R1 |
1.1249 |
1.1249 |
1.1205 |
1.1277 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1188 |
| S1 |
1.1118 |
1.1118 |
1.1180 |
1.1146 |
| S2 |
1.1043 |
1.1043 |
1.1168 |
|
| S3 |
1.0912 |
1.0987 |
1.1156 |
|
| S4 |
1.0781 |
1.0856 |
1.1120 |
|
|
| 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 |
1.1230 |
1.0994 |
0.0236 |
2.1% |
0.0104 |
0.9% |
84% |
True |
False |
726 |
| 10 |
1.1230 |
1.0917 |
0.0313 |
2.8% |
0.0118 |
1.1% |
88% |
True |
False |
1,369 |
| 20 |
1.1478 |
1.0917 |
0.0561 |
5.0% |
0.0104 |
0.9% |
49% |
False |
False |
982 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0075 |
0.7% |
42% |
False |
False |
557 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0064 |
0.6% |
42% |
False |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1786 |
|
2.618 |
1.1572 |
|
1.618 |
1.1441 |
|
1.000 |
1.1361 |
|
0.618 |
1.1310 |
|
HIGH |
1.1230 |
|
0.618 |
1.1179 |
|
0.500 |
1.1164 |
|
0.382 |
1.1149 |
|
LOW |
1.1099 |
|
0.618 |
1.1018 |
|
1.000 |
1.0968 |
|
1.618 |
1.0887 |
|
2.618 |
1.0756 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1171 |
| PP |
1.1174 |
1.1149 |
| S1 |
1.1164 |
1.1128 |
|