CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1103 |
1.1185 |
0.0082 |
0.7% |
1.1032 |
| High |
1.1230 |
1.1209 |
-0.0021 |
-0.2% |
1.1230 |
| Low |
1.1099 |
1.1097 |
-0.0002 |
0.0% |
1.0994 |
| Close |
1.1193 |
1.1141 |
-0.0052 |
-0.5% |
1.1141 |
| Range |
0.0131 |
0.0113 |
-0.0019 |
-14.1% |
0.0236 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.8% |
0.0000 |
| Volume |
468 |
640 |
172 |
36.8% |
3,199 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1486 |
1.1426 |
1.1202 |
|
| R3 |
1.1374 |
1.1313 |
1.1171 |
|
| R2 |
1.1261 |
1.1261 |
1.1161 |
|
| R1 |
1.1201 |
1.1201 |
1.1151 |
1.1175 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1136 |
| S1 |
1.1088 |
1.1088 |
1.1130 |
1.1062 |
| S2 |
1.1036 |
1.1036 |
1.1120 |
|
| S3 |
1.0924 |
1.0976 |
1.1110 |
|
| S4 |
1.0811 |
1.0863 |
1.1079 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1720 |
1.1270 |
|
| R3 |
1.1592 |
1.1484 |
1.1205 |
|
| R2 |
1.1357 |
1.1357 |
1.1184 |
|
| R1 |
1.1249 |
1.1249 |
1.1162 |
1.1303 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1148 |
| S1 |
1.1013 |
1.1013 |
1.1119 |
1.1067 |
| S2 |
1.0886 |
1.0886 |
1.1097 |
|
| S3 |
1.0650 |
1.0778 |
1.1076 |
|
| S4 |
1.0415 |
1.0542 |
1.1011 |
|
|
| 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% |
0.0102 |
0.9% |
62% |
False |
False |
639 |
| 10 |
1.1230 |
1.0917 |
0.0313 |
2.8% |
0.0112 |
1.0% |
72% |
False |
False |
1,140 |
| 20 |
1.1478 |
1.0917 |
0.0561 |
5.0% |
0.0108 |
1.0% |
40% |
False |
False |
1,003 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0077 |
0.7% |
34% |
False |
False |
569 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0066 |
0.6% |
34% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1504 |
|
1.618 |
1.1391 |
|
1.000 |
1.1322 |
|
0.618 |
1.1279 |
|
HIGH |
1.1209 |
|
0.618 |
1.1166 |
|
0.500 |
1.1153 |
|
0.382 |
1.1139 |
|
LOW |
1.1097 |
|
0.618 |
1.1027 |
|
1.000 |
1.0984 |
|
1.618 |
1.0914 |
|
2.618 |
1.0802 |
|
4.250 |
1.0618 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1140 |
| PP |
1.1149 |
1.1140 |
| S1 |
1.1145 |
1.1140 |
|