CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1077 |
1.1070 |
-0.0008 |
-0.1% |
1.1145 |
| High |
1.1090 |
1.1229 |
0.0139 |
1.2% |
1.1145 |
| Low |
1.1045 |
1.1068 |
0.0024 |
0.2% |
1.1057 |
| Close |
1.1087 |
1.1183 |
0.0097 |
0.9% |
1.1083 |
| Range |
0.0046 |
0.0161 |
0.0115 |
252.7% |
0.0088 |
| ATR |
0.0085 |
0.0091 |
0.0005 |
6.3% |
0.0000 |
| Volume |
540 |
1,019 |
479 |
88.7% |
4,227 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1573 |
1.1271 |
|
| R3 |
1.1481 |
1.1412 |
1.1227 |
|
| R2 |
1.1320 |
1.1320 |
1.1212 |
|
| R1 |
1.1252 |
1.1252 |
1.1198 |
1.1286 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1177 |
| S1 |
1.1091 |
1.1091 |
1.1168 |
1.1126 |
| S2 |
1.0999 |
1.0999 |
1.1154 |
|
| S3 |
1.0839 |
1.0931 |
1.1139 |
|
| S4 |
1.0678 |
1.0770 |
1.1095 |
|
|
| 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 |
1.1229 |
1.1045 |
0.0184 |
1.6% |
0.0075 |
0.7% |
75% |
True |
False |
819 |
| 10 |
1.1230 |
1.1045 |
0.0185 |
1.7% |
0.0083 |
0.7% |
75% |
False |
False |
768 |
| 20 |
1.1230 |
1.0917 |
0.0313 |
2.8% |
0.0098 |
0.9% |
85% |
False |
False |
1,113 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0083 |
0.7% |
41% |
False |
False |
694 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0069 |
0.6% |
41% |
False |
False |
498 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0062 |
0.6% |
41% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1911 |
|
2.618 |
1.1649 |
|
1.618 |
1.1488 |
|
1.000 |
1.1389 |
|
0.618 |
1.1328 |
|
HIGH |
1.1229 |
|
0.618 |
1.1167 |
|
0.500 |
1.1148 |
|
0.382 |
1.1129 |
|
LOW |
1.1068 |
|
0.618 |
1.0969 |
|
1.000 |
1.0908 |
|
1.618 |
1.0808 |
|
2.618 |
1.0648 |
|
4.250 |
1.0386 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1171 |
1.1168 |
| PP |
1.1160 |
1.1152 |
| S1 |
1.1148 |
1.1137 |
|