CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1238 |
1.1174 |
-0.0064 |
-0.6% |
1.1321 |
| High |
1.1238 |
1.1206 |
-0.0032 |
-0.3% |
1.1376 |
| Low |
1.1194 |
1.1034 |
-0.0160 |
-1.4% |
1.1034 |
| Close |
1.1203 |
1.1058 |
-0.0145 |
-1.3% |
1.1058 |
| Range |
0.0044 |
0.0172 |
0.0128 |
290.9% |
0.0342 |
| ATR |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0000 |
| Volume |
122 |
2,800 |
2,678 |
2,195.1% |
4,096 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1509 |
1.1153 |
|
| R3 |
1.1443 |
1.1337 |
1.1105 |
|
| R2 |
1.1271 |
1.1271 |
1.1090 |
|
| R1 |
1.1165 |
1.1165 |
1.1074 |
1.1132 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1083 |
| S1 |
1.0993 |
1.0993 |
1.1042 |
1.0960 |
| S2 |
1.0927 |
1.0927 |
1.1026 |
|
| S3 |
1.0755 |
1.0821 |
1.1011 |
|
| S4 |
1.0583 |
1.0649 |
1.0963 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2180 |
1.1961 |
1.1246 |
|
| R3 |
1.1839 |
1.1619 |
1.1152 |
|
| R2 |
1.1497 |
1.1497 |
1.1121 |
|
| R1 |
1.1278 |
1.1278 |
1.1089 |
1.1217 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1125 |
| S1 |
1.0936 |
1.0936 |
1.1027 |
1.0875 |
| S2 |
1.0814 |
1.0814 |
1.0995 |
|
| S3 |
1.0473 |
1.0595 |
1.0964 |
|
| S4 |
1.0131 |
1.0253 |
1.0870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1376 |
1.1034 |
0.0342 |
3.1% |
0.0089 |
0.8% |
7% |
False |
True |
819 |
| 10 |
1.1524 |
1.1034 |
0.0490 |
4.4% |
0.0093 |
0.8% |
5% |
False |
True |
589 |
| 20 |
1.1611 |
1.1034 |
0.0577 |
5.2% |
0.0064 |
0.6% |
4% |
False |
True |
328 |
| 40 |
1.1611 |
1.1034 |
0.0577 |
5.2% |
0.0047 |
0.4% |
4% |
False |
True |
214 |
| 60 |
1.1611 |
1.1034 |
0.0577 |
5.2% |
0.0041 |
0.4% |
4% |
False |
True |
143 |
| 80 |
1.1713 |
1.1034 |
0.0679 |
6.1% |
0.0038 |
0.3% |
4% |
False |
True |
126 |
| 100 |
1.1809 |
1.1034 |
0.0775 |
7.0% |
0.0033 |
0.3% |
3% |
False |
True |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1656 |
|
1.618 |
1.1484 |
|
1.000 |
1.1378 |
|
0.618 |
1.1312 |
|
HIGH |
1.1206 |
|
0.618 |
1.1140 |
|
0.500 |
1.1120 |
|
0.382 |
1.1100 |
|
LOW |
1.1034 |
|
0.618 |
1.0928 |
|
1.000 |
1.0862 |
|
1.618 |
1.0756 |
|
2.618 |
1.0584 |
|
4.250 |
1.0303 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1152 |
| PP |
1.1099 |
1.1121 |
| S1 |
1.1079 |
1.1089 |
|