CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 28-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1077 |
-0.0039 |
-0.4% |
1.1145 |
| High |
1.1132 |
1.1090 |
-0.0042 |
-0.4% |
1.1145 |
| Low |
1.1077 |
1.1045 |
-0.0033 |
-0.3% |
1.1057 |
| Close |
1.1083 |
1.1087 |
0.0004 |
0.0% |
1.1083 |
| Range |
0.0055 |
0.0046 |
-0.0010 |
-17.3% |
0.0088 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
285 |
540 |
255 |
89.5% |
4,227 |
|
| Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1194 |
1.1112 |
|
| R3 |
1.1165 |
1.1148 |
1.1099 |
|
| R2 |
1.1119 |
1.1119 |
1.1095 |
|
| R1 |
1.1103 |
1.1103 |
1.1091 |
1.1111 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1078 |
| S1 |
1.1057 |
1.1057 |
1.1082 |
1.1066 |
| S2 |
1.1028 |
1.1028 |
1.1078 |
|
| S3 |
1.0983 |
1.1012 |
1.1074 |
|
| S4 |
1.0937 |
1.0966 |
1.1061 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1309 |
1.1131 |
|
| R3 |
1.1271 |
1.1221 |
1.1107 |
|
| R2 |
1.1183 |
1.1183 |
1.1099 |
|
| R1 |
1.1133 |
1.1133 |
1.1091 |
1.1114 |
| PP |
1.1095 |
1.1095 |
1.1095 |
1.1086 |
| S1 |
1.1045 |
1.1045 |
1.1075 |
1.1026 |
| S2 |
1.1007 |
1.1007 |
1.1067 |
|
| S3 |
1.0919 |
1.0957 |
1.1059 |
|
| S4 |
1.0831 |
1.0869 |
1.1035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1140 |
1.1045 |
0.0096 |
0.9% |
0.0059 |
0.5% |
44% |
False |
True |
898 |
| 10 |
1.1230 |
1.1026 |
0.0204 |
1.8% |
0.0075 |
0.7% |
30% |
False |
False |
720 |
| 20 |
1.1320 |
1.0917 |
0.0403 |
3.6% |
0.0097 |
0.9% |
42% |
False |
False |
1,096 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0080 |
0.7% |
26% |
False |
False |
669 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0068 |
0.6% |
26% |
False |
False |
481 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0061 |
0.5% |
26% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1209 |
|
1.618 |
1.1164 |
|
1.000 |
1.1136 |
|
0.618 |
1.1118 |
|
HIGH |
1.1090 |
|
0.618 |
1.1073 |
|
0.500 |
1.1067 |
|
0.382 |
1.1062 |
|
LOW |
1.1045 |
|
0.618 |
1.1016 |
|
1.000 |
1.0999 |
|
1.618 |
1.0971 |
|
2.618 |
1.0925 |
|
4.250 |
1.0851 |
|
|
| Fisher Pivots for day following 28-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1088 |
| PP |
1.1074 |
1.1088 |
| S1 |
1.1067 |
1.1087 |
|