CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1250 |
0.0048 |
0.4% |
1.1145 |
| High |
1.1261 |
1.1275 |
0.0014 |
0.1% |
1.1145 |
| Low |
1.1202 |
1.1160 |
-0.0042 |
-0.4% |
1.1057 |
| Close |
1.1254 |
1.1160 |
-0.0094 |
-0.8% |
1.1083 |
| Range |
0.0059 |
0.0115 |
0.0056 |
94.9% |
0.0088 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,000 |
688 |
-312 |
-31.2% |
4,227 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1543 |
1.1467 |
1.1223 |
|
| R3 |
1.1428 |
1.1352 |
1.1192 |
|
| R2 |
1.1313 |
1.1313 |
1.1181 |
|
| R1 |
1.1237 |
1.1237 |
1.1171 |
1.1218 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1189 |
| S1 |
1.1122 |
1.1122 |
1.1149 |
1.1103 |
| S2 |
1.1083 |
1.1083 |
1.1139 |
|
| S3 |
1.0968 |
1.1007 |
1.1128 |
|
| S4 |
1.0853 |
1.0892 |
1.1097 |
|
|
| 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 |
1.1275 |
1.1045 |
0.0231 |
2.1% |
0.0087 |
0.8% |
50% |
True |
False |
706 |
| 10 |
1.1275 |
1.1045 |
0.0231 |
2.1% |
0.0078 |
0.7% |
50% |
True |
False |
811 |
| 20 |
1.1275 |
1.0917 |
0.0358 |
3.2% |
0.0098 |
0.9% |
68% |
True |
False |
1,090 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0086 |
0.8% |
37% |
False |
False |
729 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0071 |
0.6% |
37% |
False |
False |
526 |
| 80 |
1.1567 |
1.0917 |
0.0650 |
5.8% |
0.0063 |
0.6% |
37% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1764 |
|
2.618 |
1.1576 |
|
1.618 |
1.1461 |
|
1.000 |
1.1390 |
|
0.618 |
1.1346 |
|
HIGH |
1.1275 |
|
0.618 |
1.1231 |
|
0.500 |
1.1218 |
|
0.382 |
1.1204 |
|
LOW |
1.1160 |
|
0.618 |
1.1089 |
|
1.000 |
1.1045 |
|
1.618 |
1.0974 |
|
2.618 |
1.0859 |
|
4.250 |
1.0671 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1218 |
1.1172 |
| PP |
1.1198 |
1.1168 |
| S1 |
1.1179 |
1.1164 |
|