CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1129 |
1.1079 |
-0.0050 |
-0.4% |
1.1032 |
| High |
1.1133 |
1.1103 |
-0.0030 |
-0.3% |
1.1230 |
| Low |
1.1058 |
1.1065 |
0.0008 |
0.1% |
1.0994 |
| Close |
1.1103 |
1.1093 |
-0.0010 |
-0.1% |
1.1141 |
| Range |
0.0075 |
0.0038 |
-0.0037 |
-49.3% |
0.0236 |
| ATR |
0.0095 |
0.0091 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
596 |
1,659 |
1,063 |
178.4% |
3,199 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1185 |
1.1114 |
|
| R3 |
1.1163 |
1.1147 |
1.1103 |
|
| R2 |
1.1125 |
1.1125 |
1.1100 |
|
| R1 |
1.1109 |
1.1109 |
1.1096 |
1.1117 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1091 |
| S1 |
1.1071 |
1.1071 |
1.1090 |
1.1079 |
| S2 |
1.1049 |
1.1049 |
1.1086 |
|
| S3 |
1.1011 |
1.1033 |
1.1083 |
|
| S4 |
1.0973 |
1.0995 |
1.1072 |
|
|
| 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 |
1.1209 |
1.1057 |
0.0152 |
1.4% |
0.0069 |
0.6% |
24% |
False |
False |
916 |
| 10 |
1.1230 |
1.0994 |
0.0236 |
2.1% |
0.0087 |
0.8% |
42% |
False |
False |
821 |
| 20 |
1.1364 |
1.0917 |
0.0447 |
4.0% |
0.0101 |
0.9% |
39% |
False |
False |
1,098 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0080 |
0.7% |
27% |
False |
False |
656 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0068 |
0.6% |
27% |
False |
False |
468 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0061 |
0.5% |
27% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1202 |
|
1.618 |
1.1164 |
|
1.000 |
1.1141 |
|
0.618 |
1.1126 |
|
HIGH |
1.1103 |
|
0.618 |
1.1088 |
|
0.500 |
1.1084 |
|
0.382 |
1.1080 |
|
LOW |
1.1065 |
|
0.618 |
1.1042 |
|
1.000 |
1.1027 |
|
1.618 |
1.1004 |
|
2.618 |
1.0966 |
|
4.250 |
1.0904 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1090 |
1.1099 |
| PP |
1.1087 |
1.1097 |
| S1 |
1.1084 |
1.1095 |
|