CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1238 |
-0.0006 |
-0.1% |
1.1510 |
| High |
1.1270 |
1.1238 |
-0.0032 |
-0.3% |
1.1510 |
| Low |
1.1214 |
1.1194 |
-0.0020 |
-0.2% |
1.1256 |
| Close |
1.1270 |
1.1203 |
-0.0067 |
-0.6% |
1.1413 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-20.7% |
0.0254 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
457 |
122 |
-335 |
-73.3% |
1,751 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1317 |
1.1227 |
|
| R3 |
1.1300 |
1.1273 |
1.1215 |
|
| R2 |
1.1256 |
1.1256 |
1.1211 |
|
| R1 |
1.1229 |
1.1229 |
1.1207 |
1.1220 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1207 |
| S1 |
1.1185 |
1.1185 |
1.1198 |
1.1176 |
| S2 |
1.1168 |
1.1168 |
1.1194 |
|
| S3 |
1.1124 |
1.1141 |
1.1190 |
|
| S4 |
1.1080 |
1.1097 |
1.1178 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2155 |
1.2038 |
1.1553 |
|
| R3 |
1.1901 |
1.1784 |
1.1483 |
|
| R2 |
1.1647 |
1.1647 |
1.1460 |
|
| R1 |
1.1530 |
1.1530 |
1.1436 |
1.1461 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1358 |
| S1 |
1.1276 |
1.1276 |
1.1390 |
1.1207 |
| S2 |
1.1139 |
1.1139 |
1.1366 |
|
| S3 |
1.0885 |
1.1022 |
1.1343 |
|
| S4 |
1.0631 |
1.0768 |
1.1273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1420 |
1.1194 |
0.0226 |
2.0% |
0.0075 |
0.7% |
4% |
False |
True |
325 |
| 10 |
1.1524 |
1.1194 |
0.0330 |
2.9% |
0.0079 |
0.7% |
3% |
False |
True |
313 |
| 20 |
1.1611 |
1.1194 |
0.0417 |
3.7% |
0.0058 |
0.5% |
2% |
False |
True |
192 |
| 40 |
1.1611 |
1.1194 |
0.0417 |
3.7% |
0.0044 |
0.4% |
2% |
False |
True |
144 |
| 60 |
1.1611 |
1.1194 |
0.0417 |
3.7% |
0.0038 |
0.3% |
2% |
False |
True |
97 |
| 80 |
1.1713 |
1.1194 |
0.0519 |
4.6% |
0.0036 |
0.3% |
2% |
False |
True |
91 |
| 100 |
1.1809 |
1.1194 |
0.0615 |
5.5% |
0.0032 |
0.3% |
1% |
False |
True |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1353 |
|
1.618 |
1.1309 |
|
1.000 |
1.1282 |
|
0.618 |
1.1265 |
|
HIGH |
1.1238 |
|
0.618 |
1.1221 |
|
0.500 |
1.1216 |
|
0.382 |
1.1211 |
|
LOW |
1.1194 |
|
0.618 |
1.1167 |
|
1.000 |
1.1150 |
|
1.618 |
1.1123 |
|
2.618 |
1.1079 |
|
4.250 |
1.1007 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1274 |
| PP |
1.1212 |
1.1250 |
| S1 |
1.1207 |
1.1226 |
|